Sequans Communications SA (SQNS)
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USD |
NYSE |
May 21, 10:34
Sequans Communications Max Drawdown (5Y): 96.23% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 96.23% |
March 31, 2024 | 95.86% |
February 29, 2024 | 92.79% |
January 31, 2024 | 90.56% |
December 31, 2023 | 90.56% |
November 30, 2023 | 90.56% |
October 31, 2023 | 90.56% |
September 30, 2023 | 90.56% |
August 31, 2023 | 90.56% |
July 31, 2023 | 90.56% |
June 30, 2023 | 90.56% |
May 31, 2023 | 90.56% |
April 30, 2023 | 90.56% |
March 31, 2023 | 90.56% |
February 28, 2023 | 90.56% |
January 31, 2023 | 90.56% |
December 31, 2022 | 90.56% |
November 30, 2022 | 90.56% |
October 31, 2022 | 90.56% |
September 30, 2022 | 90.56% |
August 31, 2022 | 90.56% |
July 31, 2022 | 90.56% |
June 30, 2022 | 90.56% |
May 31, 2022 | 90.56% |
April 30, 2022 | 90.56% |
Date | Value |
---|---|
March 31, 2022 | 90.56% |
February 28, 2022 | 90.56% |
January 31, 2022 | 90.56% |
December 31, 2021 | 90.56% |
November 30, 2021 | 90.56% |
October 31, 2021 | 90.56% |
September 30, 2021 | 90.56% |
August 31, 2021 | 90.56% |
July 31, 2021 | 90.56% |
June 30, 2021 | 90.56% |
May 31, 2021 | 90.56% |
April 30, 2021 | 90.56% |
March 31, 2021 | 90.56% |
February 28, 2021 | 90.56% |
January 31, 2021 | 90.56% |
December 31, 2020 | 90.56% |
November 30, 2020 | 90.66% |
October 31, 2020 | 91.08% |
September 30, 2020 | 91.08% |
August 31, 2020 | 92.23% |
July 31, 2020 | 94.57% |
June 30, 2020 | 94.94% |
May 31, 2020 | 94.94% |
April 30, 2020 | 94.94% |
March 31, 2020 | 94.94% |
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
90.56%
Minimum
Dec 2020
96.23%
Maximum
Apr 2024
91.92%
Average
90.56%
Median
Dec 2020
Max Drawdown (5Y) Benchmarks
Endava PLC | 82.95% |
voxeljet AG (DELISTED) | 98.75% |
Telefonaktiebolaget L M Ericsson | 66.69% |
Nokia Oyj | 63.22% |
AMTD Digital Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -39.12 |
Beta (5Y) | 0.1378 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 75.66% |
Historical Sharpe Ratio (5Y) | -0.4967 |
Historical Sortino (5Y) | -0.7244 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 26.99% |