Seven & i Holdings Co Ltd (SVNDY)
13.09
+0.17
(+1.32%)
USD |
OTCM |
May 02, 16:00
Seven & i Holdings Max Drawdown (5Y): 34.79% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 34.79% |
March 31, 2024 | 34.79% |
February 29, 2024 | 34.79% |
January 31, 2024 | 34.79% |
December 31, 2023 | 34.79% |
November 30, 2023 | 34.79% |
October 31, 2023 | 34.79% |
September 30, 2023 | 34.79% |
August 31, 2023 | 34.79% |
July 31, 2023 | 34.79% |
June 30, 2023 | 34.79% |
May 31, 2023 | 34.79% |
April 30, 2023 | 34.79% |
March 31, 2023 | 34.79% |
February 28, 2023 | 34.79% |
January 31, 2023 | 34.79% |
December 31, 2022 | 34.79% |
November 30, 2022 | 34.79% |
October 31, 2022 | 34.79% |
September 30, 2022 | 34.79% |
August 31, 2022 | 34.79% |
July 31, 2022 | 34.79% |
June 30, 2022 | 34.79% |
May 31, 2022 | 34.79% |
April 30, 2022 | 34.79% |
Date | Value |
---|---|
March 31, 2022 | 34.79% |
February 28, 2022 | 34.79% |
January 31, 2022 | 34.79% |
December 31, 2021 | 34.79% |
November 30, 2021 | 34.79% |
October 31, 2021 | 34.79% |
September 30, 2021 | 34.79% |
August 31, 2021 | 34.79% |
July 31, 2021 | 34.79% |
June 30, 2021 | 34.79% |
May 31, 2021 | 34.79% |
April 30, 2021 | 34.79% |
March 31, 2021 | 34.79% |
February 28, 2021 | 34.79% |
January 31, 2021 | 34.79% |
December 31, 2020 | 34.79% |
November 30, 2020 | 34.79% |
October 31, 2020 | 34.79% |
September 30, 2020 | 34.79% |
August 31, 2020 | 34.79% |
July 31, 2020 | 34.79% |
June 30, 2020 | 34.79% |
May 31, 2020 | 34.79% |
April 30, 2020 | 34.79% |
March 31, 2020 | 34.79% |
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
28.55%
Minimum
May 2019
34.79%
Maximum
Mar 2020
33.75%
Average
34.79%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Kirin Holdings Co Ltd | 48.69% |
Coca-Cola Bottlers Japan Holdings Inc | 78.86% |
Asahi Group Holdings Ltd | 47.76% |
Suntory Beverage & Food Ltd | 34.34% |
Sapporo Holdings Ltd | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -1.392 |
Beta (5Y) | 0.3251 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.70% |
Historical Sharpe Ratio (5Y) | 0.1077 |
Historical Sortino (5Y) | 0.1731 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.65% |