Shin-Etsu Chemical Co Ltd (SHECY)
18.50
-0.25
(-1.33%)
USD |
OTCM |
May 10, 16:00
Shin-Etsu Chemical Max Drawdown (5Y): 47.42% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 40.16% |
July 31, 2020 | 40.16% |
June 30, 2020 | 40.16% |
May 31, 2020 | 40.16% |
April 30, 2020 | 40.16% |
March 31, 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
May 2019
47.42%
Maximum
Oct 2022
42.78%
Average
40.16%
Median
May 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) | 1.286 |
Beta (5Y) | 1.276 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.16% |
Historical Sharpe Ratio (5Y) | 0.4975 |
Historical Sortino (5Y) | 0.8161 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.91% |