Siem Industries Inc (SEMUF)
27.00
+2.50
(+10.20%)
USD |
OTCM |
Nov 21, 16:00
Siem Industries Max Drawdown (5Y): 86.40% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 86.40% |
| August 31, 2024 | 86.40% |
| July 31, 2024 | 86.40% |
| June 30, 2024 | 86.40% |
| May 31, 2024 | 86.40% |
| April 30, 2024 | 86.40% |
| March 31, 2024 | 86.40% |
| February 29, 2024 | 86.40% |
| January 31, 2024 | 86.40% |
| December 31, 2023 | 86.40% |
| November 30, 2023 | 86.40% |
| October 31, 2023 | 86.40% |
| September 30, 2023 | 86.40% |
| August 31, 2023 | 86.40% |
| July 31, 2023 | 86.40% |
| June 30, 2023 | 86.40% |
| May 31, 2023 | 86.40% |
| April 30, 2023 | 86.40% |
| March 31, 2023 | 86.40% |
| February 28, 2023 | 86.40% |
| January 31, 2023 | 86.40% |
| December 31, 2022 | 86.40% |
| November 30, 2022 | 86.40% |
| October 31, 2022 | 86.40% |
| September 30, 2022 | 86.40% |
| Date | Value |
|---|---|
| August 31, 2022 | 86.40% |
| July 31, 2022 | 86.40% |
| June 30, 2022 | 86.40% |
| May 31, 2022 | 86.40% |
| April 30, 2022 | 86.40% |
| March 31, 2022 | 86.40% |
| February 28, 2022 | 86.40% |
| January 31, 2022 | 86.40% |
| December 31, 2021 | 77.33% |
| November 30, 2021 | 77.33% |
| October 31, 2021 | 77.33% |
| September 30, 2021 | 77.33% |
| August 31, 2021 | 77.33% |
| July 31, 2021 | 77.33% |
| June 30, 2021 | 77.33% |
| May 31, 2021 | 77.33% |
| April 30, 2021 | 77.33% |
| March 31, 2021 | 77.33% |
| February 28, 2021 | 77.33% |
| January 31, 2021 | 77.33% |
| December 31, 2020 | 77.33% |
| November 30, 2020 | 77.33% |
| October 31, 2020 | 77.33% |
| September 30, 2020 | 77.33% |
| August 31, 2020 | 77.33% |
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
58.21%
Minimum
Nov 2019
86.40%
Maximum
Jan 2022
81.04%
Average
86.40%
Median
Jan 2022
Max Drawdown (5Y) Benchmarks
| 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) | -11.55 |
| Beta (5Y) | 0.4707 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 41.99% |
| Historical Sharpe Ratio (5Y) | -0.1219 |
| Historical Sortino (5Y) | -0.1387 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.83% |