Shin-Etsu Chemical Co Ltd (SHECY)
18.20
+0.02
(+0.11%)
USD |
OTCM |
Nov 14, 16:07
Shin-Etsu Chemical Max Drawdown (5Y): 47.42% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 47.42% |
September 30, 2024 | 47.42% |
August 31, 2024 | 47.42% |
July 31, 2024 | 47.42% |
June 30, 2024 | 47.42% |
May 31, 2024 | 47.42% |
April 30, 2024 | 47.42% |
March 31, 2024 | 47.42% |
February 29, 2024 | 47.42% |
January 31, 2024 | 47.42% |
December 31, 2023 | 47.42% |
November 30, 2023 | 47.42% |
October 31, 2023 | 47.42% |
September 30, 2023 | 47.42% |
August 31, 2023 | 47.42% |
July 31, 2023 | 47.42% |
June 30, 2023 | 47.42% |
May 31, 2023 | 47.42% |
April 30, 2023 | 47.42% |
March 31, 2023 | 47.42% |
February 28, 2023 | 47.42% |
January 31, 2023 | 47.42% |
December 31, 2022 | 47.42% |
November 30, 2022 | 47.42% |
October 31, 2022 | 47.42% |
Date | Value |
---|---|
September 30, 2022 | 47.37% |
August 31, 2022 | 44.22% |
July 31, 2022 | 44.22% |
June 30, 2022 | 44.22% |
May 31, 2022 | 40.16% |
April 30, 2022 | 40.16% |
March 31, 2022 | 40.16% |
February 28, 2022 | 40.16% |
January 31, 2022 | 40.16% |
December 31, 2021 | 40.16% |
November 30, 2021 | 40.16% |
October 31, 2021 | 40.16% |
September 30, 2021 | 40.16% |
August 31, 2021 | 40.16% |
July 31, 2021 | 40.16% |
June 30, 2021 | 40.16% |
May 31, 2021 | 40.16% |
April 30, 2021 | 40.16% |
March 31, 2021 | 40.16% |
February 28, 2021 | 40.16% |
January 31, 2021 | 40.16% |
December 31, 2020 | 40.16% |
November 30, 2020 | 40.16% |
October 31, 2020 | 40.16% |
September 30, 2020 | 40.16% |
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
40.16%
Minimum
Nov 2019
47.42%
Maximum
Oct 2022
43.51%
Average
40.16%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
Sumitomo Chemical Co Ltd | 65.98% |
Kuraray Co Ltd | 59.94% |
Taiheiyo Cement Corp | 65.80% |
Sumitomo Osaka Cement Co Ltd | -- |
Central Glass Co Ltd | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -5.523 |
Beta (5Y) | 1.219 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.43% |
Historical Sharpe Ratio (5Y) | 0.325 |
Historical Sortino (5Y) | 0.5495 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.91% |