Sega Sammy Holdings Inc (SGAMY)
3.29
+0.04
(+1.23%)
USD |
OTCM |
May 01, 16:00
Sega Sammy Holdings Max Drawdown (5Y): 48.70% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 48.70% |
| March 31, 2024 | 48.70% |
| February 29, 2024 | 48.70% |
| January 31, 2024 | 42.24% |
| December 31, 2023 | 42.24% |
| November 30, 2023 | 44.23% |
| October 31, 2023 | 44.23% |
| September 30, 2023 | 44.23% |
| August 31, 2023 | 44.23% |
| July 31, 2023 | 45.76% |
| June 30, 2023 | 45.76% |
| May 31, 2023 | 45.76% |
| April 30, 2023 | 45.76% |
| March 31, 2023 | 45.76% |
| February 28, 2023 | 45.76% |
| January 31, 2023 | 45.76% |
| December 31, 2022 | 45.76% |
| November 30, 2022 | 51.58% |
| October 31, 2022 | 53.42% |
| September 30, 2022 | 56.00% |
| August 31, 2022 | 57.16% |
| July 31, 2022 | 57.16% |
| June 30, 2022 | 57.16% |
| May 31, 2022 | 57.16% |
| April 30, 2022 | 57.16% |
| Date | Value |
|---|---|
| March 31, 2022 | 57.16% |
| February 28, 2022 | 57.16% |
| January 31, 2022 | 57.16% |
| December 31, 2021 | 57.16% |
| November 30, 2021 | 57.16% |
| October 31, 2021 | 57.16% |
| September 30, 2021 | 57.16% |
| August 31, 2021 | 57.16% |
| July 31, 2021 | 57.16% |
| June 30, 2021 | 57.16% |
| May 31, 2021 | 59.01% |
| April 30, 2021 | 61.19% |
| March 31, 2021 | 61.86% |
| February 28, 2021 | 61.86% |
| January 31, 2021 | 62.64% |
| December 31, 2020 | 62.64% |
| November 30, 2020 | 67.12% |
| October 31, 2020 | 68.69% |
| September 30, 2020 | 68.69% |
| August 31, 2020 | 68.69% |
| July 31, 2020 | 68.69% |
| June 30, 2020 | 68.69% |
| May 31, 2020 | 68.69% |
| April 30, 2020 | 68.69% |
| March 31, 2020 | 68.69% |
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
42.24%
Minimum
Dec 2023
68.69%
Maximum
May 2019
57.75%
Average
57.16%
Median
Jun 2021
Max Drawdown (5Y) Benchmarks
| Internet Initiative Japan Inc | 47.50% |
| Nippon Telegraph & Telephone Corp | 22.93% |
| KDDI Corp | 21.25% |
| SoftBank Group Corp | 65.46% |
| GMO Internet group Inc | 58.26% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.628 |
| Beta (5Y) | 0.1914 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.62% |
| Historical Sharpe Ratio (5Y) | 0.0177 |
| Historical Sortino (5Y) | 0.0277 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.91% |