SEI Investments Co (SEIC)
80.16
+0.25
(+0.31%)
USD |
NASDAQ |
Nov 21, 16:00
80.17
+0.01
(+0.01%)
After-Hours: 20:00
SEI Investments Max Drawdown (5Y): 51.80% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 51.80% |
| September 30, 2024 | 51.80% |
| August 31, 2024 | 51.80% |
| July 31, 2024 | 51.80% |
| June 30, 2024 | 51.80% |
| May 31, 2024 | 51.80% |
| April 30, 2024 | 51.80% |
| March 31, 2024 | 51.80% |
| February 29, 2024 | 51.80% |
| January 31, 2024 | 51.80% |
| December 31, 2023 | 51.80% |
| November 30, 2023 | 51.80% |
| October 31, 2023 | 51.80% |
| September 30, 2023 | 51.80% |
| August 31, 2023 | 51.80% |
| July 31, 2023 | 51.80% |
| June 30, 2023 | 51.80% |
| May 31, 2023 | 51.80% |
| April 30, 2023 | 51.80% |
| March 31, 2023 | 51.80% |
| February 28, 2023 | 51.80% |
| January 31, 2023 | 51.80% |
| December 31, 2022 | 51.80% |
| November 30, 2022 | 51.80% |
| October 31, 2022 | 51.80% |
| Date | Value |
|---|---|
| September 30, 2022 | 51.80% |
| August 31, 2022 | 51.80% |
| July 31, 2022 | 51.80% |
| June 30, 2022 | 51.80% |
| May 31, 2022 | 51.80% |
| April 30, 2022 | 51.80% |
| March 31, 2022 | 51.80% |
| February 28, 2022 | 51.80% |
| January 31, 2022 | 51.80% |
| December 31, 2021 | 51.80% |
| November 30, 2021 | 51.80% |
| October 31, 2021 | 51.80% |
| September 30, 2021 | 51.80% |
| August 31, 2021 | 51.80% |
| July 31, 2021 | 51.80% |
| June 30, 2021 | 51.80% |
| May 31, 2021 | 51.80% |
| April 30, 2021 | 51.80% |
| March 31, 2021 | 51.80% |
| February 28, 2021 | 51.80% |
| January 31, 2021 | 51.80% |
| December 31, 2020 | 51.80% |
| November 30, 2020 | 51.80% |
| October 31, 2020 | 51.80% |
| September 30, 2020 | 51.80% |
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
44.63%
Minimum
Nov 2019
51.80%
Maximum
Mar 2020
51.32%
Average
51.80%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Franklin Resources Inc | 64.49% |
| Federated Hermes Inc | 64.89% |
| US Global Investors Inc | 87.00% |
| Principal Financial Group Inc | 64.71% |
| T. Rowe Price Group Inc | 57.02% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -9.018 |
| Beta (5Y) | 0.9751 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.76% |
| Historical Sharpe Ratio (5Y) | 0.1385 |
| Historical Sortino (5Y) | 0.1804 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.06% |