SUMCO Corp (SUMCF)
16.09
-0.26
(-1.59%)
USD |
OTCM |
May 17, 16:00
SUMCO Max Drawdown (5Y): 66.63% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 66.63% |
| March 31, 2024 | 66.63% |
| February 29, 2024 | 66.63% |
| January 31, 2024 | 66.63% |
| December 31, 2023 | 66.63% |
| November 30, 2023 | 66.63% |
| October 31, 2023 | 66.63% |
| September 30, 2023 | 66.63% |
| August 31, 2023 | 66.63% |
| July 31, 2023 | 66.63% |
| June 30, 2023 | 66.63% |
| May 31, 2023 | 66.63% |
| April 30, 2023 | 66.63% |
| March 31, 2023 | 66.63% |
| February 28, 2023 | 66.63% |
| January 31, 2023 | 66.63% |
| December 31, 2022 | 66.63% |
| November 30, 2022 | 66.63% |
| October 31, 2022 | 66.63% |
| September 30, 2022 | 66.63% |
| August 31, 2022 | 66.63% |
| July 31, 2022 | 66.63% |
| June 30, 2022 | 66.63% |
| May 31, 2022 | 66.63% |
| April 30, 2022 | 66.63% |
| Date | Value |
|---|---|
| March 31, 2022 | 66.63% |
| February 28, 2022 | 66.63% |
| January 31, 2022 | 66.63% |
| December 31, 2021 | 66.63% |
| November 30, 2021 | 66.63% |
| October 31, 2021 | 66.63% |
| September 30, 2021 | 66.63% |
| August 31, 2021 | 66.63% |
| July 31, 2021 | 66.63% |
| June 30, 2021 | 66.63% |
| May 31, 2021 | 66.63% |
| April 30, 2021 | 66.63% |
| March 31, 2021 | 66.98% |
| February 28, 2021 | 66.98% |
| January 31, 2021 | 66.98% |
| December 31, 2020 | 66.98% |
| November 30, 2020 | 70.76% |
| October 31, 2020 | 70.76% |
| September 30, 2020 | 70.76% |
| August 31, 2020 | 70.76% |
| July 31, 2020 | 70.76% |
| June 30, 2020 | 70.76% |
| May 31, 2020 | 70.76% |
| April 30, 2020 | 70.76% |
| March 31, 2020 | 70.76% |
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
66.63%
Minimum
Apr 2021
70.76%
Maximum
May 2019
67.96%
Average
66.63%
Median
Apr 2021
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.278 |
| Beta (5Y) | 0.7342 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.52% |
| Historical Sharpe Ratio (5Y) | 0.0988 |
| Historical Sortino (5Y) | 0.1646 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.78% |