Strategic Environmental & Energy Resources Inc (SENR)

0.0797 +0.02 (+26.51%) USD  |  OTCM  |  Dec 20, 16:00
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Strategic Environmental & Energy Resources Max Drawdown (5Y): 96.73% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Quest Resource Holding Corp 89.23%
Enviri Corp 87.43%
LifeQuest World Corp 99.63%
Energy And Water Development Corp 100.00%
Atmus Filtration Technologies Inc --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 10.82
Beta (5Y) -1.088
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 169.8%
Historical Sharpe Ratio (5Y) -0.0218
Historical Sortino (5Y) -0.0737
Monthly Value at Risk (VaR) 5% (5Y Lookback) 40.40%