SMC Corp (SMCAY)
21.14
-0.51
(-2.36%)
USD |
OTCM |
Nov 14, 15:59
SMC Max Drawdown (5Y): 45.88% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 45.88% |
| September 30, 2024 | 45.88% |
| August 31, 2024 | 45.88% |
| July 31, 2024 | 45.88% |
| June 30, 2024 | 45.88% |
| May 31, 2024 | 45.88% |
| April 30, 2024 | 45.88% |
| March 31, 2024 | 45.88% |
| February 29, 2024 | 45.88% |
| January 31, 2024 | 45.88% |
| December 31, 2023 | 45.88% |
| November 30, 2023 | 45.88% |
| October 31, 2023 | 45.88% |
| September 30, 2023 | 45.88% |
| August 31, 2023 | 45.88% |
| July 31, 2023 | 45.88% |
| June 30, 2023 | 45.88% |
| May 31, 2023 | 45.88% |
| April 30, 2023 | 45.88% |
| March 31, 2023 | 45.88% |
| February 28, 2023 | 45.88% |
| January 31, 2023 | 45.88% |
| December 31, 2022 | 45.88% |
| November 30, 2022 | 45.88% |
| October 31, 2022 | 45.88% |
| Date | Value |
|---|---|
| September 30, 2022 | 44.18% |
| August 31, 2022 | 44.18% |
| July 31, 2022 | 44.18% |
| June 30, 2022 | 44.18% |
| May 31, 2022 | 44.18% |
| April 30, 2022 | 44.18% |
| March 31, 2022 | 44.18% |
| February 28, 2022 | 44.18% |
| January 31, 2022 | 44.18% |
| December 31, 2021 | 44.18% |
| November 30, 2021 | 44.18% |
| October 31, 2021 | 44.18% |
| September 30, 2021 | 44.18% |
| August 31, 2021 | 44.18% |
| July 31, 2021 | 44.18% |
| June 30, 2021 | 44.18% |
| May 31, 2021 | 44.18% |
| April 30, 2021 | 44.18% |
| March 31, 2021 | 44.18% |
| February 28, 2021 | 44.18% |
| January 31, 2021 | 44.18% |
| December 31, 2020 | 44.18% |
| November 30, 2020 | 44.18% |
| October 31, 2020 | 44.18% |
| September 30, 2020 | 44.18% |
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
44.18%
Minimum
Nov 2019
45.88%
Maximum
Oct 2022
44.89%
Average
44.18%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Fanuc Corp | 59.31% |
| Nidec Corp | 74.67% |
| Kubota Corp | 47.22% |
| Kyocera Corp | 36.61% |
| SBC Medical Group Holdings Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -12.09 |
| Beta (5Y) | 0.8171 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.51% |
| Historical Sharpe Ratio (5Y) | -0.0522 |
| Historical Sortino (5Y) | -0.0863 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.74% |