SeaChange International Inc (SEAC)
6.51
0.00 (0.00%)
USD |
OTCM |
Nov 13, 16:00
SeaChange International Max Drawdown (5Y): 98.46% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 98.46% |
| September 30, 2024 | 98.46% |
| August 31, 2024 | 98.46% |
| July 31, 2024 | 98.46% |
| June 30, 2024 | 98.46% |
| May 31, 2024 | 98.46% |
| April 30, 2024 | 98.46% |
| March 31, 2024 | 98.46% |
| February 29, 2024 | 98.46% |
| January 31, 2024 | 98.46% |
| December 31, 2023 | 98.46% |
| November 30, 2023 | 98.46% |
| October 31, 2023 | 95.91% |
| September 30, 2023 | 95.32% |
| August 31, 2023 | 95.28% |
| July 31, 2023 | 92.77% |
| June 30, 2023 | 92.77% |
| May 31, 2023 | 92.77% |
| April 30, 2023 | 92.77% |
| March 31, 2023 | 92.77% |
| February 28, 2023 | 92.21% |
| January 31, 2023 | 92.21% |
| December 31, 2022 | 92.21% |
| November 30, 2022 | 92.05% |
| October 31, 2022 | 92.05% |
| Date | Value |
|---|---|
| September 30, 2022 | 91.36% |
| August 31, 2022 | 90.38% |
| July 31, 2022 | 90.38% |
| June 30, 2022 | 90.38% |
| May 31, 2022 | 90.38% |
| April 30, 2022 | 90.38% |
| March 31, 2022 | 90.38% |
| February 28, 2022 | 90.38% |
| January 31, 2022 | 90.38% |
| December 31, 2021 | 90.38% |
| November 30, 2021 | 90.38% |
| October 31, 2021 | 90.38% |
| September 30, 2021 | 90.38% |
| August 31, 2021 | 90.38% |
| July 31, 2021 | 90.38% |
| June 30, 2021 | 90.38% |
| May 31, 2021 | 90.38% |
| April 30, 2021 | 90.38% |
| March 31, 2021 | 90.38% |
| February 28, 2021 | 90.38% |
| January 31, 2021 | 90.38% |
| December 31, 2020 | 90.38% |
| November 30, 2020 | 90.38% |
| October 31, 2020 | 90.38% |
| September 30, 2020 | 90.38% |
Max Drawdown Definition
Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.
Max Drawdown (5Y) Range, Past 5 Years
90.38%
Minimum
Nov 2019
98.46%
Maximum
Nov 2023
92.62%
Average
90.38%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Comtech Telecommunications Corp | 95.48% |
| Harmonic Inc | 50.30% |
| Viavi Solutions Inc | 62.88% |
| KVH Industries Inc | 71.49% |
| BK Technologies Corp | 77.48% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -51.80 |
| Beta (5Y) | 0.8851 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 120.1% |
| Historical Sharpe Ratio (5Y) | -0.3361 |
| Historical Sortino (5Y) | -0.9099 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 37.62% |