SEB SA (SEBYF)
120.68
0.00 (0.00%)
USD |
OTCM |
May 16, 16:00
SEB Max Drawdown (5Y): 66.10% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 66.10% |
| March 31, 2024 | 66.10% |
| February 29, 2024 | 66.10% |
| January 31, 2024 | 66.10% |
| December 31, 2023 | 66.10% |
| November 30, 2023 | 66.10% |
| October 31, 2023 | 66.10% |
| September 30, 2023 | 66.10% |
| August 31, 2023 | 66.10% |
| July 31, 2023 | 66.10% |
| June 30, 2023 | 66.10% |
| May 31, 2023 | 66.10% |
| April 30, 2023 | 66.10% |
| March 31, 2023 | 66.10% |
| February 28, 2023 | 66.10% |
| January 31, 2023 | 66.10% |
| December 31, 2022 | 66.10% |
| November 30, 2022 | 66.10% |
| October 31, 2022 | 66.10% |
| September 30, 2022 | 66.10% |
| August 31, 2022 | 59.31% |
| July 31, 2022 | 48.99% |
| June 30, 2022 | 48.99% |
| May 31, 2022 | 45.20% |
| April 30, 2022 | 45.20% |
| Date | Value |
|---|---|
| March 31, 2022 | 45.20% |
| February 28, 2022 | 45.20% |
| January 31, 2022 | 45.20% |
| December 31, 2021 | 45.20% |
| November 30, 2021 | 45.20% |
| October 31, 2021 | 45.20% |
| September 30, 2021 | 45.20% |
| August 31, 2021 | 45.20% |
| July 31, 2021 | 45.20% |
| June 30, 2021 | 45.20% |
| May 31, 2021 | 45.20% |
| April 30, 2021 | 45.20% |
| March 31, 2021 | 45.20% |
| February 28, 2021 | 45.20% |
| January 31, 2021 | 45.20% |
| December 31, 2020 | 45.20% |
| November 30, 2020 | 45.20% |
| October 31, 2020 | 45.20% |
| September 30, 2020 | 45.20% |
| August 31, 2020 | 45.20% |
| July 31, 2020 | 45.20% |
| June 30, 2020 | 45.20% |
| May 31, 2020 | 45.20% |
| April 30, 2020 | 45.20% |
| March 31, 2020 | 45.20% |
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
34.86%
Minimum
May 2019
66.10%
Maximum
Sep 2022
50.86%
Average
45.20%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Hermes International SA | 45.60% |
| Lvmh Moet Hennessy Louis Vuitton SE | 35.68% |
| Valeo SA | 84.14% |
| Michelin | 49.86% |
| Kering SA | 61.49% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -10.50 |
| Beta (5Y) | 0.4539 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 40.46% |
| Historical Sharpe Ratio (5Y) | -0.1346 |
| Historical Sortino (5Y) | -0.2186 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.22% |