SBI Holdings Inc (SBHGF)

24.81 0.00 (0.00%) USD  |  OTCM  |  Dec 20, 16:00
More

SBI Holdings Max Drawdown (5Y): 60.85% for Nov. 30, 2024

Max Drawdown (5Y) Chart

View Max Drawdown (5Y) for SBHGF.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Max Drawdown (5Y) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Max Drawdown Definition

View Max Drawdown Definition
Start Trial

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.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

View Max Drawdown (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Max Drawdown (5Y) Benchmarks

View Max Drawdown (5Y) Benchmarks
Start Trial
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) -7.249
Beta (5Y) 0.9699
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 32.36%
Historical Sharpe Ratio (5Y) 0.1763
Historical Sortino (5Y) 0.2466
Monthly Value at Risk (VaR) 5% (5Y Lookback) 12.56%