SoftBank Group Corp (SFTBF)
50.39
+1.67
(+3.43%)
USD |
OTCM |
May 03, 16:00
SoftBank Group Max Drawdown (5Y): 65.16% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 65.16% |
| March 31, 2024 | 65.16% |
| February 29, 2024 | 65.16% |
| January 31, 2024 | 65.16% |
| December 31, 2023 | 65.16% |
| November 30, 2023 | 65.16% |
| October 31, 2023 | 65.16% |
| September 30, 2023 | 65.16% |
| August 31, 2023 | 65.16% |
| July 31, 2023 | 65.16% |
| June 30, 2023 | 65.16% |
| May 31, 2023 | 65.16% |
| April 30, 2023 | 65.16% |
| March 31, 2023 | 65.16% |
| February 28, 2023 | 65.16% |
| January 31, 2023 | 65.16% |
| December 31, 2022 | 65.16% |
| November 30, 2022 | 65.16% |
| October 31, 2022 | 65.16% |
| September 30, 2022 | 65.16% |
| August 31, 2022 | 64.94% |
| July 31, 2022 | 64.94% |
| June 30, 2022 | 64.94% |
| May 31, 2022 | 64.94% |
| April 30, 2022 | 62.93% |
| Date | Value |
|---|---|
| March 31, 2022 | 62.93% |
| February 28, 2022 | 58.38% |
| January 31, 2022 | 58.38% |
| December 31, 2021 | 54.18% |
| November 30, 2021 | 52.64% |
| October 31, 2021 | 52.64% |
| September 30, 2021 | 52.64% |
| August 31, 2021 | 52.64% |
| July 31, 2021 | 52.64% |
| June 30, 2021 | 52.64% |
| May 31, 2021 | 52.64% |
| April 30, 2021 | 52.64% |
| March 31, 2021 | 52.64% |
| February 28, 2021 | 52.64% |
| January 31, 2021 | 52.64% |
| December 31, 2020 | 52.64% |
| November 30, 2020 | 56.23% |
| October 31, 2020 | 56.23% |
| September 30, 2020 | 56.23% |
| August 31, 2020 | 56.23% |
| July 31, 2020 | 56.23% |
| June 30, 2020 | 56.23% |
| May 31, 2020 | 56.23% |
| April 30, 2020 | 56.23% |
| March 31, 2020 | 56.23% |
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
52.64%
Minimum
Dec 2020
65.16%
Maximum
Sep 2022
59.33%
Average
56.23%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| SoftBank Corp | 28.70% |
| Internet Initiative Japan Inc | 47.50% |
| Nippon Telegraph & Telephone Corp | 22.93% |
| KDDI Corp | 21.25% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -15.38 |
| Beta (5Y) | 1.150 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 42.13% |
| Historical Sharpe Ratio (5Y) | -0.0609 |
| Historical Sortino (5Y) | -0.1139 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.74% |