SBI Holdings, Inc. (SBHGF)
20.01
-0.02
(-0.09%)
USD |
OTCM |
Aug 25, 16:00
SBI Holdings Max Drawdown (5Y) : 66.59% for July 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2026 | 66.59% |
| June 30, 2026 | 66.40% |
| May 31, 2026 | 64.46% |
| April 30, 2026 | 64.46% |
| March 31, 2026 | 64.46% |
| February 28, 2026 | 59.07% |
| January 31, 2026 | 59.07% |
| December 31, 2025 | 59.07% |
| November 30, 2025 | 57.72% |
| October 31, 2025 | 40.26% |
| September 30, 2025 | 40.26% |
| August 31, 2025 | 40.26% |
| July 31, 2025 | 40.26% |
| June 30, 2025 | 40.26% |
| May 31, 2025 | 40.26% |
| April 30, 2025 | 40.26% |
| March 31, 2025 | 53.19% |
| February 28, 2025 | 60.59% |
| January 31, 2025 | 60.59% |
| December 31, 2024 | 60.59% |
| November 30, 2024 | 60.59% |
| October 31, 2024 | 60.59% |
| September 30, 2024 | 60.59% |
| August 31, 2024 | 60.59% |
| July 31, 2024 | 60.59% |
| Date | Value |
|---|---|
| June 30, 2024 | 60.59% |
| May 31, 2024 | 60.59% |
| April 30, 2024 | 60.59% |
| March 31, 2024 | 60.59% |
| February 29, 2024 | 60.59% |
| January 31, 2024 | 60.59% |
| December 31, 2023 | 60.59% |
| November 30, 2023 | 60.59% |
| October 31, 2023 | 60.59% |
| September 30, 2023 | 60.59% |
| August 31, 2023 | 60.59% |
| July 31, 2023 | 60.59% |
| June 30, 2023 | 60.59% |
| May 31, 2023 | 60.59% |
| April 30, 2023 | 60.59% |
| March 31, 2023 | 60.59% |
| February 28, 2023 | 60.59% |
| January 31, 2023 | 60.59% |
| December 31, 2022 | 60.59% |
| November 30, 2022 | 60.59% |
| October 31, 2022 | 74.39% |
| September 30, 2022 | 75.45% |
| August 31, 2022 | 75.68% |
| July 31, 2022 | 75.68% |
| June 30, 2022 | 77.26% |
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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
| Nomura Holdings, Inc. | 51.15% |
| Daiwa Securities Group, Inc. | 45.24% |
| Matsui Securities Co., Ltd. | 49.14% |
| Monex Group, Inc. | 70.20% |
| BGC Group, Inc. | 63.80% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -11.39 |
| Beta (5Y) | 0.7586 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.31% |
| Historical Sharpe Ratio (5Y) | -0.1213 |
| Historical Sortino (5Y) | -0.1345 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.43% |