Sega Sammy Holdings Inc (SGAMF)
14.65
+0.85
(+6.14%)
USD |
OTCM |
May 17, 16:00
Sega Sammy Holdings Max Drawdown (5Y): 43.08% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 43.08% |
| March 31, 2024 | 43.08% |
| February 29, 2024 | 43.08% |
| January 31, 2024 | 39.14% |
| December 31, 2023 | 41.94% |
| November 30, 2023 | 41.94% |
| October 31, 2023 | 41.94% |
| September 30, 2023 | 41.94% |
| August 31, 2023 | 44.52% |
| July 31, 2023 | 46.15% |
| June 30, 2023 | 46.15% |
| May 31, 2023 | 46.15% |
| April 30, 2023 | 46.15% |
| March 31, 2023 | 46.15% |
| February 28, 2023 | 46.15% |
| January 31, 2023 | 46.15% |
| December 31, 2022 | 46.15% |
| November 30, 2022 | 52.18% |
| October 31, 2022 | 54.97% |
| September 30, 2022 | 56.85% |
| August 31, 2022 | 56.85% |
| July 31, 2022 | 56.85% |
| June 30, 2022 | 56.85% |
| May 31, 2022 | 56.85% |
| April 30, 2022 | 56.85% |
| Date | Value |
|---|---|
| March 31, 2022 | 56.85% |
| February 28, 2022 | 56.85% |
| January 31, 2022 | 56.85% |
| December 31, 2021 | 56.85% |
| November 30, 2021 | 56.85% |
| October 31, 2021 | 56.85% |
| September 30, 2021 | 56.85% |
| August 31, 2021 | 56.85% |
| July 31, 2021 | 56.85% |
| June 30, 2021 | 56.85% |
| May 31, 2021 | 58.44% |
| April 30, 2021 | 59.79% |
| March 31, 2021 | 59.79% |
| February 28, 2021 | 59.79% |
| January 31, 2021 | 62.16% |
| December 31, 2020 | 62.16% |
| November 30, 2020 | 66.21% |
| October 31, 2020 | 68.15% |
| September 30, 2020 | 68.15% |
| August 31, 2020 | 68.15% |
| July 31, 2020 | 68.15% |
| June 30, 2020 | 68.15% |
| May 31, 2020 | 68.15% |
| April 30, 2020 | 68.15% |
| March 31, 2020 | 68.15% |
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
39.14%
Minimum
Jan 2024
68.15%
Maximum
May 2019
57.03%
Average
56.85%
Median
Jun 2021
Max Drawdown (5Y) Benchmarks
| Internet Initiative Japan Inc | 47.50% |
| KDDI Corp | 21.25% |
| Nippon Telegraph & Telephone Corp | 27.83% |
| SoftBank Group Corp | 65.46% |
| GMO Internet group Inc | 58.26% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.0425 |
| Beta (5Y) | 0.1359 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.99% |
| Historical Sharpe Ratio (5Y) | 0.0475 |
| Historical Sortino (5Y) | 0.0652 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.48% |