Strategic Environmental & Energy Resources Inc (SENR)
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Nov 04, 16:00
Strategic Environmental & Energy Resources Max Drawdown (5Y): 94.03% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 94.03% |
| September 30, 2024 | 95.41% |
| August 31, 2024 | 95.65% |
| July 31, 2024 | 96.36% |
| June 30, 2024 | 96.36% |
| May 31, 2024 | 96.36% |
| April 30, 2024 | 96.36% |
| March 31, 2024 | 96.36% |
| February 29, 2024 | 96.36% |
| January 31, 2024 | 96.36% |
| December 31, 2023 | 96.36% |
| November 30, 2023 | 96.36% |
| October 31, 2023 | 96.36% |
| September 30, 2023 | 96.36% |
| August 31, 2023 | 96.36% |
| July 31, 2023 | 96.36% |
| June 30, 2023 | 96.36% |
| May 31, 2023 | 96.36% |
| April 30, 2023 | 96.36% |
| March 31, 2023 | 96.36% |
| February 28, 2023 | 96.36% |
| January 31, 2023 | 96.36% |
| December 31, 2022 | 96.36% |
| November 30, 2022 | 96.36% |
| October 31, 2022 | 96.36% |
| Date | Value |
|---|---|
| September 30, 2022 | 96.36% |
| August 31, 2022 | 96.36% |
| July 31, 2022 | 96.36% |
| June 30, 2022 | 96.36% |
| May 31, 2022 | 96.36% |
| April 30, 2022 | 96.36% |
| March 31, 2022 | 96.36% |
| February 28, 2022 | 96.36% |
| January 31, 2022 | 96.36% |
| December 31, 2021 | 96.36% |
| November 30, 2021 | 96.36% |
| October 31, 2021 | 96.36% |
| September 30, 2021 | 96.36% |
| August 31, 2021 | 96.36% |
| July 31, 2021 | 96.36% |
| June 30, 2021 | 96.36% |
| May 31, 2021 | 96.36% |
| April 30, 2021 | 96.36% |
| March 31, 2021 | 96.36% |
| February 28, 2021 | 96.36% |
| January 31, 2021 | 96.36% |
| December 31, 2020 | 96.36% |
| November 30, 2020 | 96.36% |
| October 31, 2020 | 96.36% |
| September 30, 2020 | 96.36% |
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
94.03%
Minimum
Oct 2024
96.36%
Maximum
Nov 2019
96.30%
Average
96.36%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Quest Resource Holding Corp | 88.33% |
| Global Ecology Corp | 99.97% |
| Enviri Corp | 87.43% |
| LifeQuest World Corp | 99.59% |
| Atmus Filtration Technologies Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 23.46 |
| Beta (5Y) | -0.9447 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 169.0% |
| Historical Sharpe Ratio (5Y) | 0.0667 |
| Historical Sortino (5Y) | 0.2285 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 40.00% |