Square Enix Holdings Co Ltd (SQNXF)
35.75
0.00 (0.00%)
USD |
OTCM |
Apr 26, 16:00
Square Enix Holdings Max Drawdown (5Y): 49.63% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 49.63% |
February 29, 2024 | 49.63% |
January 31, 2024 | 49.63% |
December 31, 2023 | 49.63% |
November 30, 2023 | 49.48% |
October 31, 2023 | 49.48% |
September 30, 2023 | 48.56% |
August 31, 2023 | 48.56% |
July 31, 2023 | 48.56% |
June 30, 2023 | 48.56% |
May 31, 2023 | 48.56% |
April 30, 2023 | 48.56% |
March 31, 2023 | 48.56% |
February 28, 2023 | 48.56% |
January 31, 2023 | 48.56% |
December 31, 2022 | 48.56% |
November 30, 2022 | 48.56% |
October 31, 2022 | 48.56% |
September 30, 2022 | 48.56% |
August 31, 2022 | 48.56% |
July 31, 2022 | 48.56% |
June 30, 2022 | 48.56% |
May 31, 2022 | 48.56% |
April 30, 2022 | 48.56% |
March 31, 2022 | 48.56% |
Date | Value |
---|---|
February 28, 2022 | 48.56% |
January 31, 2022 | 48.56% |
December 31, 2021 | 48.56% |
November 30, 2021 | 48.56% |
October 31, 2021 | 48.56% |
September 30, 2021 | 48.56% |
August 31, 2021 | 48.56% |
July 31, 2021 | 48.56% |
June 30, 2021 | 48.56% |
May 31, 2021 | 48.56% |
April 30, 2021 | 48.56% |
March 31, 2021 | 48.56% |
February 28, 2021 | 48.56% |
January 31, 2021 | 48.56% |
December 31, 2020 | 48.56% |
November 30, 2020 | 48.56% |
October 31, 2020 | 48.56% |
September 30, 2020 | 48.56% |
August 31, 2020 | 48.56% |
July 31, 2020 | 48.56% |
June 30, 2020 | 48.56% |
May 31, 2020 | 48.56% |
April 30, 2020 | 48.56% |
March 31, 2020 | 48.56% |
February 29, 2020 | 48.56% |
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
48.56%
Minimum
Apr 2019
49.63%
Maximum
Dec 2023
48.66%
Average
48.56%
Median
Apr 2019
Max Drawdown (5Y) Benchmarks
Internet Initiative Japan Inc | 47.50% |
Nippon Telegraph & Telephone Corp | 22.93% |
KDDI Corp | 20.97% |
SoftBank Group Corp | 65.46% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -3.424 |
Beta (5Y) | 0.3885 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.77% |
Historical Sharpe Ratio (5Y) | 0.0488 |
Historical Sortino (5Y) | 0.0977 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.14% |