Shimadzu Corp. (SHMZF)
23.36
0.00 (0.00%)
USD |
OTCM |
Aug 25, 16:00
Shimadzu Max Drawdown (5Y) : 43.13% for July 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 |
|---|---|
| July 31, 2026 | 43.13% |
| June 30, 2026 | 43.13% |
| May 31, 2026 | 43.13% |
| April 30, 2026 | 43.13% |
| March 31, 2026 | 43.13% |
| February 28, 2026 | 43.13% |
| January 31, 2026 | 43.13% |
| December 31, 2025 | 43.13% |
| November 30, 2025 | 43.13% |
| October 31, 2025 | 43.13% |
| September 30, 2025 | 43.13% |
| August 31, 2025 | 43.13% |
| July 31, 2025 | 43.13% |
| June 30, 2025 | 43.13% |
| May 31, 2025 | 43.13% |
| April 30, 2025 | 43.13% |
| March 31, 2025 | 43.13% |
| February 28, 2025 | 43.13% |
| January 31, 2025 | 43.13% |
| December 31, 2024 | 43.13% |
| November 30, 2024 | 43.13% |
| October 31, 2024 | 43.13% |
| September 30, 2024 | 43.13% |
| August 31, 2024 | 43.13% |
| July 31, 2024 | 43.13% |
| Date | Value |
|---|---|
| June 30, 2024 | 43.13% |
| May 31, 2024 | 40.22% |
| April 30, 2024 | 40.22% |
| March 31, 2024 | 40.22% |
| February 29, 2024 | 40.22% |
| January 31, 2024 | 40.22% |
| December 31, 2023 | 40.22% |
| November 30, 2023 | 40.22% |
| October 31, 2023 | 30.98% |
| September 30, 2023 | 30.98% |
| August 31, 2023 | 30.98% |
| July 31, 2023 | 30.98% |
| June 30, 2023 | 30.98% |
| May 31, 2023 | 30.98% |
| April 30, 2023 | 30.98% |
| March 31, 2023 | 30.98% |
| February 28, 2023 | 30.98% |
| January 31, 2023 | 30.98% |
| December 31, 2022 | 30.98% |
| November 30, 2022 | 30.98% |
| October 31, 2022 | 30.76% |
| September 30, 2022 | 30.76% |
| August 31, 2022 | 26.14% |
| July 31, 2022 | 26.14% |
| June 30, 2022 | 26.14% |
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
| Yokogawa Electric Corp. | 30.79% |
| OPTEX GROUP Co., Ltd. | -- |
| KEYENCE Corp. | 53.67% |
| V Technology Co., Ltd. | 81.01% |
| Azbil Corp. | 86.13% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -9.312 |
| Beta (5Y) | -0.2061 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.08% |
| Historical Sharpe Ratio (5Y) | -0.5875 |
| Historical Sortino (5Y) | -0.6861 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.67% |