Sony Group Corp (SNEJF)
86.65
+2.31
(+2.74%)
USD |
OTCM |
May 03, 16:00
Sony Group Max Drawdown (5Y): 51.03% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 51.03% |
| March 31, 2024 | 51.03% |
| February 29, 2024 | 51.03% |
| January 31, 2024 | 51.03% |
| December 31, 2023 | 51.03% |
| November 30, 2023 | 51.03% |
| October 31, 2023 | 51.03% |
| September 30, 2023 | 51.03% |
| August 31, 2023 | 51.03% |
| July 31, 2023 | 51.03% |
| June 30, 2023 | 51.03% |
| May 31, 2023 | 51.03% |
| April 30, 2023 | 51.03% |
| March 31, 2023 | 51.03% |
| February 28, 2023 | 51.03% |
| January 31, 2023 | 51.03% |
| December 31, 2022 | 51.03% |
| November 30, 2022 | 51.03% |
| October 31, 2022 | 51.03% |
| September 30, 2022 | 49.50% |
| August 31, 2022 | 38.34% |
| July 31, 2022 | 38.34% |
| June 30, 2022 | 38.34% |
| May 31, 2022 | 38.34% |
| April 30, 2022 | 34.81% |
| Date | Value |
|---|---|
| March 31, 2022 | 32.36% |
| February 28, 2022 | 32.36% |
| January 31, 2022 | 32.36% |
| December 31, 2021 | 32.36% |
| November 30, 2021 | 32.36% |
| October 31, 2021 | 32.36% |
| September 30, 2021 | 32.36% |
| August 31, 2021 | 32.36% |
| July 31, 2021 | 32.36% |
| June 30, 2021 | 32.36% |
| May 31, 2021 | 32.36% |
| April 30, 2021 | 32.36% |
| March 31, 2021 | 32.36% |
| February 28, 2021 | 32.36% |
| January 31, 2021 | 32.36% |
| December 31, 2020 | 32.36% |
| November 30, 2020 | 37.85% |
| October 31, 2020 | 37.85% |
| September 30, 2020 | 37.85% |
| August 31, 2020 | 37.85% |
| July 31, 2020 | 37.85% |
| June 30, 2020 | 37.85% |
| May 31, 2020 | 37.85% |
| April 30, 2020 | 37.85% |
| March 31, 2020 | 37.85% |
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
32.36%
Minimum
Dec 2020
53.26%
Maximum
May 2019
41.84%
Average
38.10%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.977 |
| Beta (5Y) | 0.9655 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.67% |
| Historical Sharpe Ratio (5Y) | 0.2864 |
| Historical Sortino (5Y) | 0.4762 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.61% |