Sumitomo Mitsui Trust Holdings Inc (SUTNY)
4.272
+0.01
(+0.28%)
USD |
OTCM |
May 03, 16:00
Sumitomo Mitsui Trust Holdings Max Drawdown (5Y): 40.16% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 40.16% |
March 31, 2024 | 40.16% |
February 29, 2024 | 40.16% |
January 31, 2024 | 40.16% |
December 31, 2023 | 40.16% |
November 30, 2023 | 40.16% |
October 31, 2023 | 40.16% |
September 30, 2023 | 40.16% |
August 31, 2023 | 40.16% |
July 31, 2023 | 40.16% |
June 30, 2023 | 40.16% |
May 31, 2023 | 40.16% |
April 30, 2023 | 40.16% |
March 31, 2023 | 40.16% |
February 28, 2023 | 40.16% |
January 31, 2023 | 40.16% |
December 31, 2022 | 40.16% |
November 30, 2022 | 40.16% |
October 31, 2022 | 40.16% |
September 30, 2022 | 40.16% |
August 31, 2022 | 40.16% |
July 31, 2022 | 40.16% |
June 30, 2022 | 40.16% |
May 31, 2022 | 40.16% |
April 30, 2022 | 40.16% |
Date | Value |
---|---|
March 31, 2022 | 40.16% |
February 28, 2022 | 40.16% |
January 31, 2022 | 40.16% |
December 31, 2021 | 40.16% |
November 30, 2021 | 40.16% |
October 31, 2021 | 40.16% |
September 30, 2021 | 40.16% |
August 31, 2021 | 40.16% |
July 31, 2021 | 43.58% |
June 30, 2021 | 43.58% |
May 31, 2021 | 43.58% |
April 30, 2021 | 46.29% |
March 31, 2021 | 46.29% |
February 28, 2021 | 46.29% |
January 31, 2021 | 50.42% |
December 31, 2020 | 50.42% |
November 30, 2020 | 56.65% |
October 31, 2020 | 56.65% |
September 30, 2020 | 56.65% |
August 31, 2020 | 56.65% |
July 31, 2020 | 56.65% |
June 30, 2020 | 56.65% |
May 31, 2020 | 56.65% |
April 30, 2020 | 56.65% |
March 31, 2020 | 56.65% |
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
40.16%
Minimum
Aug 2021
56.65%
Maximum
May 2019
46.20%
Average
40.16%
Median
Aug 2021
Max Drawdown (5Y) Benchmarks
ORIX Corp | 42.52% |
Mizuho Financial Group Inc | 46.77% |
Mitsubishi UFJ Financial Group Inc | 54.49% |
Nomura Holdings Inc | 52.85% |
Sumitomo Mitsui Financial Group Inc | 47.68% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 2.109 |
Beta (5Y) | 0.3817 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.19% |
Historical Sharpe Ratio (5Y) | 0.2744 |
Historical Sortino (5Y) | 0.4191 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.82% |