Shimano, Inc. (SHMDF)
124.74
-5.46
(-4.19%)
USD |
OTCM |
Oct 28, 16:00
Shimano Max Drawdown (5Y) : 69.55% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 69.55% |
| August 31, 2026 | 69.55% |
| July 31, 2026 | 69.55% |
| June 30, 2026 | 69.55% |
| May 31, 2026 | 69.55% |
| April 30, 2026 | 69.55% |
| March 31, 2026 | 69.55% |
| February 28, 2026 | 69.55% |
| January 31, 2026 | 69.55% |
| December 31, 2025 | 69.55% |
| November 30, 2025 | 69.55% |
| October 31, 2025 | 67.62% |
| September 30, 2025 | 67.62% |
| August 31, 2025 | 67.62% |
| July 31, 2025 | 60.68% |
| June 30, 2025 | 59.00% |
| May 31, 2025 | 59.00% |
| April 30, 2025 | 59.00% |
| March 31, 2025 | 59.00% |
| February 28, 2025 | 58.96% |
| January 31, 2025 | 58.96% |
| December 31, 2024 | 58.96% |
| November 30, 2024 | 58.96% |
| October 31, 2024 | 58.41% |
| September 30, 2024 | 58.41% |
| Date | Value |
|---|---|
| August 31, 2024 | 58.41% |
| July 31, 2024 | 58.41% |
| June 30, 2024 | 58.41% |
| May 31, 2024 | 58.41% |
| April 30, 2024 | 58.41% |
| March 31, 2024 | 58.41% |
| February 29, 2024 | 58.41% |
| January 31, 2024 | 58.18% |
| December 31, 2023 | 58.18% |
| November 30, 2023 | 58.18% |
| October 31, 2023 | 58.18% |
| September 30, 2023 | 58.18% |
| August 31, 2023 | 56.47% |
| July 31, 2023 | 56.47% |
| June 30, 2023 | 56.47% |
| May 31, 2023 | 56.47% |
| April 30, 2023 | 56.47% |
| March 31, 2023 | 56.47% |
| February 28, 2023 | 56.47% |
| January 31, 2023 | 56.47% |
| December 31, 2022 | 56.47% |
| November 30, 2022 | 56.47% |
| October 31, 2022 | 56.47% |
| September 30, 2022 | 52.95% |
| August 31, 2022 | 52.95% |
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
| Yamaha Corp. | 72.99% |
| Sankyo Co., Ltd. | 82.51% |
| Mizuno Corp. | 60.86% |
| Bandai Namco Holdings, Inc. | 43.00% |
| TS TECH CO., LTD. | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -24.36 |
| Beta (5Y) | 0.4790 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.99% |
| Historical Sharpe Ratio (5Y) | -0.6117 |
| Historical Sortino (5Y) | -0.9573 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.46% |