Shin-Etsu Chemical Co Ltd (SHECF)
38.74
+0.20
(+0.51%)
USD |
OTCM |
May 03, 16:00
Shin-Etsu Chemical Max Drawdown (5Y): 48.21% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 48.21% |
| March 31, 2024 | 48.21% |
| February 29, 2024 | 48.21% |
| January 31, 2024 | 48.21% |
| December 31, 2023 | 48.21% |
| November 30, 2023 | 48.21% |
| October 31, 2023 | 48.21% |
| September 30, 2023 | 48.21% |
| August 31, 2023 | 48.21% |
| July 31, 2023 | 48.21% |
| June 30, 2023 | 48.21% |
| May 31, 2023 | 48.21% |
| April 30, 2023 | 48.21% |
| March 31, 2023 | 48.21% |
| February 28, 2023 | 48.21% |
| January 31, 2023 | 48.21% |
| December 31, 2022 | 48.21% |
| November 30, 2022 | 48.21% |
| October 31, 2022 | 48.21% |
| September 30, 2022 | 48.21% |
| August 31, 2022 | 45.08% |
| July 31, 2022 | 45.08% |
| June 30, 2022 | 45.08% |
| May 31, 2022 | 38.14% |
| April 30, 2022 | 38.14% |
| Date | Value |
|---|---|
| March 31, 2022 | 38.14% |
| February 28, 2022 | 38.14% |
| January 31, 2022 | 38.14% |
| December 31, 2021 | 38.14% |
| November 30, 2021 | 38.14% |
| October 31, 2021 | 38.14% |
| September 30, 2021 | 38.14% |
| August 31, 2021 | 38.14% |
| July 31, 2021 | 38.14% |
| June 30, 2021 | 38.14% |
| May 31, 2021 | 38.14% |
| April 30, 2021 | 38.14% |
| March 31, 2021 | 38.14% |
| February 28, 2021 | 38.14% |
| January 31, 2021 | 38.14% |
| December 31, 2020 | 38.14% |
| November 30, 2020 | 38.14% |
| October 31, 2020 | 38.14% |
| September 30, 2020 | 38.14% |
| August 31, 2020 | 38.14% |
| July 31, 2020 | 38.14% |
| June 30, 2020 | 38.14% |
| May 31, 2020 | 38.14% |
| April 30, 2020 | 38.14% |
| March 31, 2020 | 38.14% |
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
38.14%
Minimum
May 2019
48.21%
Maximum
Sep 2022
41.85%
Average
38.14%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| Sumitomo Chemical Co Ltd | 65.98% |
| Taiheiyo Cement Corp | 63.13% |
| Sumitomo Osaka Cement Co Ltd | -- |
| Central Glass Co Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 2.826 |
| Beta (5Y) | 1.188 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.83% |
| Historical Sharpe Ratio (5Y) | 0.5211 |
| Historical Sortino (5Y) | 0.8569 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.60% |