SBI Holdings Inc (SBHGF)
23.58
0.00 (0.00%)
USD |
OTCM |
Nov 21, 16:00
SBI Holdings Max Drawdown (5Y): 60.85% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 60.85% |
| September 30, 2024 | 60.85% |
| August 31, 2024 | 60.85% |
| July 31, 2024 | 60.85% |
| June 30, 2024 | 60.85% |
| May 31, 2024 | 60.85% |
| April 30, 2024 | 60.85% |
| March 31, 2024 | 60.85% |
| February 29, 2024 | 60.85% |
| January 31, 2024 | 60.85% |
| December 31, 2023 | 60.85% |
| November 30, 2023 | 60.85% |
| October 31, 2023 | 60.85% |
| September 30, 2023 | 60.85% |
| August 31, 2023 | 60.85% |
| July 31, 2023 | 60.85% |
| June 30, 2023 | 60.85% |
| May 31, 2023 | 60.85% |
| April 30, 2023 | 60.85% |
| March 31, 2023 | 60.85% |
| February 28, 2023 | 60.85% |
| January 31, 2023 | 60.85% |
| December 31, 2022 | 60.85% |
| November 30, 2022 | 60.85% |
| October 31, 2022 | 60.85% |
| Date | Value |
|---|---|
| September 30, 2022 | 60.85% |
| August 31, 2022 | 60.85% |
| July 31, 2022 | 60.85% |
| June 30, 2022 | 60.85% |
| May 31, 2022 | 60.85% |
| April 30, 2022 | 60.85% |
| March 31, 2022 | 60.85% |
| February 28, 2022 | 60.85% |
| January 31, 2022 | 60.85% |
| December 31, 2021 | 60.85% |
| November 30, 2021 | 60.85% |
| October 31, 2021 | 60.85% |
| September 30, 2021 | 60.85% |
| August 31, 2021 | 60.85% |
| July 31, 2021 | 60.85% |
| June 30, 2021 | 60.85% |
| May 31, 2021 | 60.85% |
| April 30, 2021 | 60.85% |
| March 31, 2021 | 60.85% |
| February 28, 2021 | 60.85% |
| January 31, 2021 | 60.85% |
| December 31, 2020 | 60.85% |
| November 30, 2020 | 60.85% |
| October 31, 2020 | 60.85% |
| September 30, 2020 | 60.85% |
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
40.84%
Minimum
Nov 2019
60.85%
Maximum
Mar 2020
59.51%
Average
60.85%
Median
Mar 2020
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) | -10.44 |
| Beta (5Y) | 0.9310 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.17% |
| Historical Sharpe Ratio (5Y) | 0.049 |
| Historical Sortino (5Y) | 0.0679 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.56% |