SEI Large Cap Value I (SIMT) (SEUIX)
25.02
+0.26 (+1.05%)
USD |
Jul 01 2022
SEUIX Max Drawdown (5Y): 40.44% for June 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
June 30, 2022 | 40.44% |
May 31, 2022 | 40.44% |
April 30, 2022 | 40.44% |
March 31, 2022 | 40.44% |
February 28, 2022 | 40.44% |
January 31, 2022 | 40.44% |
December 31, 2021 | 40.44% |
November 30, 2021 | 40.44% |
October 31, 2021 | 40.44% |
September 30, 2021 | 40.44% |
August 31, 2021 | 40.44% |
July 31, 2021 | 40.44% |
June 30, 2021 | 40.44% |
May 31, 2021 | 40.44% |
April 30, 2021 | 40.44% |
March 31, 2021 | 40.44% |
February 28, 2021 | 40.44% |
January 31, 2021 | 40.44% |
December 31, 2020 | 40.44% |
November 30, 2020 | 40.44% |
October 31, 2020 | 40.44% |
September 30, 2020 | 40.44% |
August 31, 2020 | 40.44% |
July 31, 2020 | 40.44% |
June 30, 2020 | 40.44% |
Date | Value |
---|---|
May 31, 2020 | 40.44% |
April 30, 2020 | 40.44% |
March 31, 2020 | 40.44% |
February 29, 2020 | 21.96% |
January 31, 2020 | 21.96% |
December 31, 2019 | 21.96% |
November 30, 2019 | 21.96% |
October 31, 2019 | 21.96% |
September 30, 2019 | 21.96% |
August 31, 2019 | 21.96% |
July 31, 2019 | 21.96% |
June 30, 2019 | 21.96% |
May 31, 2019 | 21.96% |
April 30, 2019 | 21.96% |
March 31, 2019 | 21.96% |
February 28, 2019 | 21.96% |
January 31, 2019 | 21.96% |
December 31, 2018 | 21.96% |
November 30, 2018 | 21.96% |
October 31, 2018 | 21.96% |
September 30, 2018 | 21.96% |
August 31, 2018 | 21.96% |
July 31, 2018 | 21.96% |
June 30, 2018 | 21.96% |
May 31, 2018 | 21.96% |
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
21.96%
Minimum
Jul 2017
40.44%
Maximum
Mar 2020
30.59%
Average
21.96%
Median
Jul 2017
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -4.869 |
Beta (5Y) | 0.9881 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.45% |
Historical Sharpe Ratio (5Y) | 0.3651 |
Historical Sortino (5Y) | 0.3578 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.21% |