Sega Sammy Holdings, Inc. (SGAMY)
5.062
-0.12
(-2.28%)
USD |
OTCM |
Oct 02, 16:00
Sega Sammy Holdings Max Drawdown (5Y) : 49.13% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 49.13% |
| August 31, 2026 | 49.13% |
| July 31, 2026 | 49.13% |
| June 30, 2026 | 49.13% |
| May 31, 2026 | 49.13% |
| April 30, 2026 | 49.13% |
| March 31, 2026 | 49.13% |
| February 28, 2026 | 49.13% |
| January 31, 2026 | 49.13% |
| December 31, 2025 | 49.13% |
| November 30, 2025 | 49.13% |
| October 31, 2025 | 49.13% |
| September 30, 2025 | 49.13% |
| August 31, 2025 | 49.13% |
| July 31, 2025 | 49.13% |
| June 30, 2025 | 49.13% |
| May 31, 2025 | 49.13% |
| April 30, 2025 | 49.13% |
| March 31, 2025 | 49.13% |
| February 28, 2025 | 49.13% |
| January 31, 2025 | 49.13% |
| December 31, 2024 | 49.13% |
| November 30, 2024 | 49.13% |
| October 31, 2024 | 49.13% |
| September 30, 2024 | 49.13% |
| Date | Value |
|---|---|
| August 31, 2024 | 49.13% |
| July 31, 2024 | 49.13% |
| June 30, 2024 | 49.13% |
| May 31, 2024 | 49.13% |
| April 30, 2024 | 49.13% |
| March 31, 2024 | 49.13% |
| February 29, 2024 | 49.13% |
| January 31, 2024 | 49.14% |
| December 31, 2023 | 49.14% |
| November 30, 2023 | 49.14% |
| October 31, 2023 | 49.14% |
| September 30, 2023 | 49.14% |
| August 31, 2023 | 49.14% |
| July 31, 2023 | 49.14% |
| June 30, 2023 | 49.14% |
| May 31, 2023 | 49.14% |
| April 30, 2023 | 49.14% |
| March 31, 2023 | 49.14% |
| February 28, 2023 | 49.14% |
| January 31, 2023 | 51.52% |
| December 31, 2022 | 53.36% |
| November 30, 2022 | 55.95% |
| October 31, 2022 | 57.11% |
| September 30, 2022 | 57.11% |
| August 31, 2022 | 57.11% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Mars Group Holdings Corp. | -- |
| GENDA, Inc. | -- |
| Oriental Land Co., Ltd. | 67.67% |
| ROUND ONE Corp. | 76.07% |
| Yamaha Corp. | 72.99% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 4.188 |
| Beta (5Y) | 0.0688 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.56% |
| Historical Sharpe Ratio (5Y) | 0.1497 |
| Historical Sortino (5Y) | 0.2908 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.82% |