SEI Small Cap F (SIMT) (SLLAX)
11.57
-0.03 (-0.26%)
USD |
May 20 2022
SLLAX Max Drawdown (5Y): 44.00% for April 30, 2022
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2022 | 44.00% |
| March 31, 2022 | 44.00% |
| February 28, 2022 | 44.00% |
| January 31, 2022 | 44.00% |
| December 31, 2021 | 44.00% |
| November 30, 2021 | 44.00% |
| October 31, 2021 | 44.00% |
| September 30, 2021 | 44.00% |
| August 31, 2021 | 44.00% |
| July 31, 2021 | 44.00% |
| June 30, 2021 | 44.00% |
| May 31, 2021 | 44.00% |
| April 30, 2021 | 44.00% |
| March 31, 2021 | 44.00% |
| February 28, 2021 | 44.00% |
| January 31, 2021 | 44.00% |
| December 31, 2020 | 44.00% |
| November 30, 2020 | 44.00% |
| October 31, 2020 | 44.00% |
| September 30, 2020 | 44.00% |
| August 31, 2020 | 44.00% |
| July 31, 2020 | 44.00% |
| June 30, 2020 | 44.00% |
| May 31, 2020 | 44.00% |
| April 30, 2020 | 44.00% |
| Date | Value |
|---|---|
| March 31, 2020 | 44.00% |
| February 29, 2020 | 28.38% |
| January 31, 2020 | 28.38% |
| December 31, 2019 | 28.38% |
| November 30, 2019 | 28.38% |
| October 31, 2019 | 28.38% |
| September 30, 2019 | 28.38% |
| August 31, 2019 | 28.38% |
| July 31, 2019 | 28.38% |
| June 30, 2019 | 28.38% |
| May 31, 2019 | 28.38% |
| April 30, 2019 | 28.38% |
| March 31, 2019 | 28.38% |
| February 28, 2019 | 28.38% |
| January 31, 2019 | 28.38% |
| December 31, 2018 | 28.38% |
| November 30, 2018 | 27.22% |
| October 31, 2018 | 27.22% |
| September 30, 2018 | 27.22% |
| August 31, 2018 | 27.22% |
| July 31, 2018 | 27.22% |
| June 30, 2018 | 27.22% |
| May 31, 2018 | 27.22% |
| April 30, 2018 | 27.22% |
| March 31, 2018 | 27.22% |
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
27.22%
Minimum
May 2017
44.00%
Maximum
Mar 2020
34.78%
Average
28.38%
Median
Dec 2018
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.784 |
| Beta (5Y) | 1.140 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.10% |
| Historical Sharpe Ratio (5Y) | 0.3927 |
| Historical Sortino (5Y) | 0.4021 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.35% |