Sompo Holdings Inc (NHOLF)
19.81
0.00 (0.00%)
USD |
OTCM |
May 03, 16:00
Sompo Holdings Max Drawdown (5Y): 45.83% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 45.83% |
| March 31, 2024 | 45.83% |
| February 29, 2024 | 45.83% |
| January 31, 2024 | 45.83% |
| December 31, 2023 | 45.83% |
| November 30, 2023 | 45.83% |
| October 31, 2023 | 45.83% |
| September 30, 2023 | 45.83% |
| August 31, 2023 | 45.83% |
| July 31, 2023 | 45.83% |
| June 30, 2023 | 45.83% |
| May 31, 2023 | 45.83% |
| April 30, 2023 | 45.83% |
| March 31, 2023 | 45.83% |
| February 28, 2023 | 45.83% |
| January 31, 2023 | 45.83% |
| December 31, 2022 | 45.83% |
| November 30, 2022 | 45.83% |
| October 31, 2022 | 45.83% |
| September 30, 2022 | 45.83% |
| August 31, 2022 | 45.83% |
| July 31, 2022 | 45.83% |
| June 30, 2022 | 45.83% |
| May 31, 2022 | 45.83% |
| April 30, 2022 | 45.83% |
| Date | Value |
|---|---|
| March 31, 2022 | 45.83% |
| February 28, 2022 | 45.83% |
| January 31, 2022 | 45.83% |
| December 31, 2021 | 45.83% |
| November 30, 2021 | 45.83% |
| October 31, 2021 | 45.83% |
| September 30, 2021 | 45.83% |
| August 31, 2021 | 45.83% |
| July 31, 2021 | 45.83% |
| June 30, 2021 | 45.83% |
| May 31, 2021 | 23.29% |
| April 30, 2021 | 23.29% |
| March 31, 2021 | 23.29% |
| February 28, 2021 | 23.29% |
| January 31, 2021 | 23.29% |
| December 31, 2020 | 23.29% |
| November 30, 2020 | 23.29% |
| October 31, 2020 | 23.29% |
| September 30, 2020 | 23.29% |
| August 31, 2020 | 23.29% |
| July 31, 2020 | 23.29% |
| June 30, 2020 | 23.29% |
| May 31, 2020 | 23.29% |
| April 30, 2020 | 23.29% |
| March 31, 2020 | 23.29% |
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
22.71%
Minimum
May 2019
45.83%
Maximum
Jun 2021
36.34%
Average
45.83%
Median
Jun 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) | 7.403 |
| Beta (5Y) | 0.3535 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 50.84% |
| Historical Sharpe Ratio (5Y) | 0.2231 |
| Historical Sortino (5Y) | 0.4047 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.11% |