Sequans Communications SA (SQNS)
2.70
+0.10
(+3.85%)
USD |
NYSE |
Nov 04, 13:18
Sequans Communications Max Drawdown (5Y): 96.23% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 96.23% |
September 30, 2024 | 96.23% |
August 31, 2024 | 96.23% |
July 31, 2024 | 96.23% |
June 30, 2024 | 96.23% |
May 31, 2024 | 96.23% |
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% |
Date | Value |
---|---|
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% |
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% |
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
92.04%
Average
90.56%
Median
Dec 2020
Max Drawdown (5Y) Benchmarks
Qualcomm Inc | 44.29% |
Endava PLC | 86.13% |
Nokia Oyj | 63.22% |
Capgemini SE | 54.44% |
AMTD Digital Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -28.93 |
Beta (5Y) | 0.2786 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 84.94% |
Historical Sharpe Ratio (5Y) | -0.2982 |
Historical Sortino (5Y) | -0.4948 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 26.26% |