Siem Industries Inc (SEMUF)

24.00 -1.00 (-4.00%) USD  |  OTCM  |  Dec 20, 16:00
More

Siem Industries Max Drawdown (5Y): 86.40% for Nov. 30, 2024

Max Drawdown (5Y) Chart

View Max Drawdown (5Y) for SEMUF.
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
SFL Corp Ltd 55.47%
Costamare Inc 75.21%
Gold and GemStone Mining Inc 94.23%
Toro Corp --
Ardmore Shipping Corp 79.63%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -19.69
Beta (5Y) 0.5272
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 43.86%
Historical Sharpe Ratio (5Y) -0.2883
Historical Sortino (5Y) -0.3261
Monthly Value at Risk (VaR) 5% (5Y Lookback) 28.00%