Solaris Energy Infrastructure Inc (SEI)
21.75
+1.24
(+6.05%)
USD |
NYSE |
Nov 21, 16:00
21.74
-0.01
(-0.05%)
Pre-Market: 08:23
Solaris Energy Infrastructure Max Drawdown (5Y): 79.48% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 79.48% |
| September 30, 2024 | 79.48% |
| August 31, 2024 | 79.48% |
| July 31, 2024 | 79.48% |
| June 30, 2024 | 79.48% |
| May 31, 2024 | 79.48% |
| April 30, 2024 | 79.48% |
| March 31, 2024 | 79.48% |
| February 29, 2024 | 79.48% |
| January 31, 2024 | 79.48% |
| December 31, 2023 | 79.48% |
| November 30, 2023 | 79.48% |
| October 31, 2023 | 79.48% |
| September 30, 2023 | 79.48% |
| August 31, 2023 | 79.48% |
| July 31, 2023 | 79.48% |
| June 30, 2023 | 79.48% |
| May 31, 2023 | 79.48% |
| April 30, 2023 | 79.48% |
| March 31, 2023 | 79.48% |
| February 28, 2023 | 79.48% |
| January 31, 2023 | 79.48% |
| December 31, 2022 | 79.48% |
| November 30, 2022 | 79.48% |
| October 31, 2022 | 79.48% |
| Date | Value |
|---|---|
| September 30, 2022 | 79.48% |
| August 31, 2022 | 79.48% |
| July 31, 2022 | 79.48% |
| June 30, 2022 | 79.48% |
| May 31, 2022 | 79.48% |
| April 30, 2022 | 79.48% |
| March 31, 2022 | 79.48% |
| February 28, 2022 | 79.48% |
| January 31, 2022 | 79.48% |
| December 31, 2021 | 79.48% |
| November 30, 2021 | 79.48% |
| October 31, 2021 | 79.48% |
| September 30, 2021 | 79.48% |
| August 31, 2021 | 79.48% |
| July 31, 2021 | 79.48% |
| June 30, 2021 | 79.48% |
| May 31, 2021 | 79.48% |
| April 30, 2021 | 79.48% |
| March 31, 2021 | 79.48% |
| February 28, 2021 | 79.48% |
| January 31, 2021 | 79.48% |
| December 31, 2020 | 79.48% |
| November 30, 2020 | 79.48% |
| October 31, 2020 | 79.48% |
| September 30, 2020 | 79.48% |
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
53.37%
Minimum
Nov 2019
79.48%
Maximum
Mar 2020
77.76%
Average
79.48%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| MPLX LP | 85.27% |
| Western Midstream Partners LP | 93.65% |
| NextDecade Corp | 88.79% |
| Baker Hughes Co | 85.48% |
| KLX Energy Services Holdings Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.582 |
| Beta (5Y) | 1.223 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 57.28% |
| Historical Sharpe Ratio (5Y) | 0.1258 |
| Historical Sortino (5Y) | 0.2048 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.15% |