SEB SA (SEBYF)

88.09 0.00 (0.00%) USD  |  OTCM  |  Dec 27, 16:00
More

SEB Max Drawdown (5Y): 66.10% for Nov. 30, 2024

Max Drawdown (5Y) Chart

View Max Drawdown (5Y) for SEBYF.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Max Drawdown (5Y) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Max Drawdown Definition

View Max Drawdown Definition
Start Trial

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.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

View Max Drawdown (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Max Drawdown (5Y) Benchmarks

View Max Drawdown (5Y) Benchmarks
Start Trial
Hermes International SA 45.60%
Lvmh Moet Hennessy Louis Vuitton SE 38.56%
Valeo SA 84.14%
Michelin 49.86%
Kering SA 74.41%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -14.03
Beta (5Y) 0.3687
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 41.16%
Historical Sharpe Ratio (5Y) -0.2213
Historical Sortino (5Y) -0.3604
Monthly Value at Risk (VaR) 5% (5Y Lookback) 18.65%