Shionogi & Co., Ltd. (SGIOF)
16.00
0.00 (0.00%)
USD |
OTCM |
Jun 10, 16:00
Shionogi Max Drawdown (5Y) : 73.16% for May 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2026 | 73.16% |
| April 30, 2026 | 73.16% |
| March 31, 2026 | 73.16% |
| February 28, 2026 | 73.16% |
| January 31, 2026 | 73.16% |
| December 31, 2025 | 73.16% |
| November 30, 2025 | 73.16% |
| October 31, 2025 | 73.16% |
| September 30, 2025 | 73.16% |
| August 31, 2025 | 73.16% |
| July 31, 2025 | 73.16% |
| June 30, 2025 | 73.16% |
| May 31, 2025 | 73.16% |
| April 30, 2025 | 73.16% |
| March 31, 2025 | 73.16% |
| February 28, 2025 | 73.16% |
| January 31, 2025 | 73.16% |
| December 31, 2024 | 73.16% |
| November 30, 2024 | 72.73% |
| October 31, 2024 | 71.87% |
| September 30, 2024 | 48.11% |
| August 31, 2024 | 48.11% |
| July 31, 2024 | 48.11% |
| June 30, 2024 | 45.40% |
| May 31, 2024 | 44.56% |
| Date | Value |
|---|---|
| April 30, 2024 | 44.56% |
| March 31, 2024 | 44.56% |
| February 29, 2024 | 44.56% |
| January 31, 2024 | 44.56% |
| December 31, 2023 | 44.56% |
| November 30, 2023 | 44.56% |
| October 31, 2023 | 44.56% |
| September 30, 2023 | 44.56% |
| August 31, 2023 | 44.56% |
| July 31, 2023 | 43.16% |
| June 30, 2023 | 42.41% |
| May 31, 2023 | 42.32% |
| April 30, 2023 | 42.32% |
| March 31, 2023 | 42.32% |
| February 28, 2023 | 42.32% |
| January 31, 2023 | 42.32% |
| December 31, 2022 | 42.32% |
| November 30, 2022 | 42.32% |
| October 31, 2022 | 42.32% |
| September 30, 2022 | 42.32% |
| August 31, 2022 | 42.32% |
| July 31, 2022 | 42.32% |
| June 30, 2022 | 42.32% |
| May 31, 2022 | 42.32% |
| April 30, 2022 | 42.32% |
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
| Takeda Pharmaceutical Co., Ltd. | 50.60% |
| Daiichi Sankyo Co., Ltd. | 62.98% |
| Eisai Co., Ltd. | 94.80% |
| Chugai Pharmaceutical Co., Ltd. | 59.68% |
| Santen Pharmaceutical Co., Ltd. | 69.08% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.698 |
| Beta (5Y) | 0.5043 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 70.82% |
| Historical Sharpe Ratio (5Y) | 0.0093 |
| Historical Sortino (5Y) | 0.0199 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.67% |