Sycamore Entertainment Group Inc (SEGI)
0.0021
0.00 (0.00%)
USD |
OTCM |
Nov 21, 16:00
Sycamore Entertainment Group Max Drawdown (5Y): 99.61% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 99.61% |
| September 30, 2024 | 99.61% |
| August 31, 2024 | 99.61% |
| July 31, 2024 | 99.61% |
| June 30, 2024 | 99.61% |
| May 31, 2024 | 99.61% |
| April 30, 2024 | 99.61% |
| March 31, 2024 | 99.61% |
| February 29, 2024 | 99.61% |
| January 31, 2024 | 99.61% |
| December 31, 2023 | 99.61% |
| November 30, 2023 | 99.61% |
| October 31, 2023 | 99.53% |
| September 30, 2023 | 99.53% |
| August 31, 2023 | 99.52% |
| July 31, 2023 | 99.29% |
| June 30, 2023 | 99.29% |
| May 31, 2023 | 99.29% |
| April 30, 2023 | 99.29% |
| March 31, 2023 | 99.29% |
| February 28, 2023 | 99.29% |
| January 31, 2023 | 99.29% |
| December 31, 2022 | 99.29% |
| November 30, 2022 | 99.21% |
| October 31, 2022 | 98.90% |
| Date | Value |
|---|---|
| September 30, 2022 | 98.90% |
| August 31, 2022 | 98.90% |
| July 31, 2022 | 97.08% |
| June 30, 2022 | 95.98% |
| May 31, 2022 | 95.98% |
| April 30, 2022 | 94.72% |
| March 31, 2022 | 94.12% |
| February 28, 2022 | 94.12% |
| January 31, 2022 | 95.35% |
| December 31, 2021 | 96.04% |
| November 30, 2021 | 98.40% |
| October 31, 2021 | 99.22% |
| September 30, 2021 | 99.22% |
| August 31, 2021 | 99.47% |
| July 31, 2021 | 99.47% |
| June 30, 2021 | 99.47% |
| May 31, 2021 | 99.47% |
| April 30, 2021 | 99.64% |
| March 31, 2021 | 99.75% |
| February 28, 2021 | 99.81% |
| January 31, 2021 | 99.81% |
| December 31, 2020 | 99.81% |
| November 30, 2020 | 99.81% |
| October 31, 2020 | 99.81% |
| September 30, 2020 | 99.81% |
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
94.12%
Minimum
Feb 2022
99.81%
Maximum
Nov 2019
98.98%
Average
99.57%
Median
Max Drawdown (5Y) Benchmarks
| American Films Inc | 98.61% |
| News Corp | 50.66% |
| Paramount Global | 89.52% |
| Cineverse Corp | 98.98% |
| Gaia Inc | 90.83% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -581.98 |
| Beta (5Y) | 49.18 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 2.71K% |
| Historical Sharpe Ratio (5Y) | 0.0195 |
| Historical Sortino (5Y) | 0.9565 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 44.37% |