Siebert Financial Corp (SIEB)
2.445
-0.04
(-1.41%)
USD |
NASDAQ |
Nov 04, 16:00
2.50
+0.06
(+2.25%)
After-Hours: 20:00
Siebert Financial Max Drawdown (5Y): 94.06% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 94.06% |
| September 30, 2024 | 94.06% |
| August 31, 2024 | 94.06% |
| July 31, 2024 | 94.06% |
| June 30, 2024 | 94.06% |
| May 31, 2024 | 94.06% |
| April 30, 2024 | 94.06% |
| March 31, 2024 | 94.06% |
| February 29, 2024 | 94.06% |
| January 31, 2024 | 94.06% |
| December 31, 2023 | 94.06% |
| November 30, 2023 | 94.06% |
| October 31, 2023 | 94.06% |
| September 30, 2023 | 94.06% |
| August 31, 2023 | 94.06% |
| July 31, 2023 | 94.06% |
| June 30, 2023 | 94.06% |
| May 31, 2023 | 94.06% |
| April 30, 2023 | 94.06% |
| March 31, 2023 | 94.06% |
| February 28, 2023 | 94.06% |
| January 31, 2023 | 94.06% |
| December 31, 2022 | 94.06% |
| November 30, 2022 | 93.33% |
| October 31, 2022 | 93.33% |
| Date | Value |
|---|---|
| September 30, 2022 | 93.33% |
| August 31, 2022 | 93.33% |
| July 31, 2022 | 93.33% |
| June 30, 2022 | 93.33% |
| May 31, 2022 | 92.30% |
| April 30, 2022 | 90.60% |
| March 31, 2022 | 90.60% |
| February 28, 2022 | 90.60% |
| January 31, 2022 | 90.60% |
| December 31, 2021 | 89.97% |
| November 30, 2021 | 86.31% |
| October 31, 2021 | 85.10% |
| September 30, 2021 | 84.41% |
| August 31, 2021 | 84.41% |
| July 31, 2021 | 84.41% |
| June 30, 2021 | 84.41% |
| May 31, 2021 | 84.41% |
| April 30, 2021 | 84.41% |
| March 31, 2021 | 84.41% |
| February 28, 2021 | 84.41% |
| January 31, 2021 | 84.41% |
| December 31, 2020 | 84.41% |
| November 30, 2020 | 84.41% |
| October 31, 2020 | 84.41% |
| September 30, 2020 | 84.41% |
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
70.34%
Minimum
Nov 2019
94.06%
Maximum
Dec 2022
87.97%
Average
91.45%
Median
Max Drawdown (5Y) Benchmarks
| Riot Platforms Inc | 98.32% |
| BGC Group Inc | 73.98% |
| MarketAxess Holdings Inc | 66.14% |
| Mawson Infrastructure Group Inc | 99.84% |
| Soluna Holdings Inc | 99.63% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -29.10 |
| Beta (5Y) | 0.3144 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 54.07% |
| Historical Sharpe Ratio (5Y) | -0.4631 |
| Historical Sortino (5Y) | -0.8726 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.89% |