Sega Sammy Holdings Inc (SGAMF)

18.95 0.00 (0.00%) USD  |  OTCM  |  Dec 16, 16:00
More

Sega Sammy Holdings Max Drawdown (5Y): 43.08% for Nov. 30, 2024

Max Drawdown (5Y) Chart

View Max Drawdown (5Y) for SGAMF.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Cumulative Total Returns Versus Peers
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
Nintendo Co Ltd 39.63%
Square Enix Holdings Co Ltd 56.96%
Capcom Co Ltd 38.11%
NEXON Co Ltd 61.35%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 3.662
Beta (5Y) 0.1878
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 34.65%
Historical Sharpe Ratio (5Y) 0.1781
Historical Sortino (5Y) 0.2747
Monthly Value at Risk (VaR) 5% (5Y Lookback) 15.48%