Siebert Financial Corp (SIEB)
2.21
+0.10
(+4.74%)
USD |
NASDAQ |
May 31, 16:00
2.22
+0.01
(+0.45%)
After-Hours: 20:00
Siebert Financial Max Drawdown (5Y): 94.06% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 83.15% |
July 31, 2020 | 83.15% |
June 30, 2020 | 75.35% |
May 31, 2020 | 73.99% |
April 30, 2020 | 73.99% |
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
Jun 2019
94.06%
Maximum
Dec 2022
85.99%
Average
88.14%
Median
Max Drawdown (5Y) Benchmarks
Riot Platforms Inc | 98.32% |
BGC Group Inc | 84.16% |
MarketAxess Holdings Inc | 65.39% |
Mawson Infrastructure Group Inc | 99.84% |
Soluna Holdings Inc | 99.63% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -30.86 |
Beta (5Y) | 0.3254 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 51.67% |
Historical Sharpe Ratio (5Y) | -0.5109 |
Historical Sortino (5Y) | -0.9514 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.34% |