Sega Sammy Holdings Inc (SGAMY)
4.21
-0.03
(-0.82%)
USD |
OTCM |
Nov 22, 11:45
Sega Sammy Holdings Max Drawdown (5Y): 48.70% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 48.70% |
| September 30, 2024 | 48.70% |
| August 31, 2024 | 48.70% |
| July 31, 2024 | 48.70% |
| June 30, 2024 | 48.70% |
| May 31, 2024 | 48.70% |
| April 30, 2024 | 48.70% |
| March 31, 2024 | 48.70% |
| February 29, 2024 | 48.70% |
| January 31, 2024 | 49.21% |
| December 31, 2023 | 49.21% |
| November 30, 2023 | 49.21% |
| October 31, 2023 | 49.21% |
| September 30, 2023 | 49.21% |
| August 31, 2023 | 49.21% |
| July 31, 2023 | 49.21% |
| June 30, 2023 | 49.21% |
| May 31, 2023 | 49.21% |
| April 30, 2023 | 49.21% |
| March 31, 2023 | 49.21% |
| February 28, 2023 | 49.21% |
| January 31, 2023 | 51.58% |
| December 31, 2022 | 53.42% |
| November 30, 2022 | 56.00% |
| October 31, 2022 | 57.16% |
| Date | Value |
|---|---|
| September 30, 2022 | 57.16% |
| 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% |
| 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 | 60.03% |
| June 30, 2021 | 61.19% |
| May 31, 2021 | 61.86% |
| April 30, 2021 | 61.86% |
| March 31, 2021 | 62.64% |
| February 28, 2021 | 62.83% |
| January 31, 2021 | 67.12% |
| December 31, 2020 | 68.69% |
| November 30, 2020 | 68.69% |
| October 31, 2020 | 68.69% |
| September 30, 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
48.70%
Minimum
Feb 2024
68.69%
Maximum
Nov 2019
57.44%
Average
57.16%
Median
Aug 2021
Max Drawdown (5Y) Benchmarks
| Nintendo Co Ltd | 39.63% |
| Square Enix Holdings Co Ltd | 56.96% |
| Capcom Co Ltd | 38.11% |
| NEXON Co Ltd | -- |
| Konami Group Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 3.151 |
| Beta (5Y) | 0.2039 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.61% |
| Historical Sharpe Ratio (5Y) | 0.189 |
| Historical Sortino (5Y) | 0.3155 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.93% |