SMC Corp (SMECF)
548.84
+19.33
(+3.65%)
USD |
OTCM |
May 03, 09:53
SMC Max Drawdown (5Y): 45.58% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 45.58% |
March 31, 2024 | 45.58% |
February 29, 2024 | 45.58% |
January 31, 2024 | 45.58% |
December 31, 2023 | 45.58% |
November 30, 2023 | 45.58% |
October 31, 2023 | 45.58% |
September 30, 2023 | 45.58% |
August 31, 2023 | 45.58% |
July 31, 2023 | 45.58% |
June 30, 2023 | 45.58% |
May 31, 2023 | 45.58% |
April 30, 2023 | 45.58% |
March 31, 2023 | 45.58% |
February 28, 2023 | 45.58% |
January 31, 2023 | 45.58% |
December 31, 2022 | 45.58% |
November 30, 2022 | 45.58% |
October 31, 2022 | 45.58% |
September 30, 2022 | 44.37% |
August 31, 2022 | 44.37% |
July 31, 2022 | 44.37% |
June 30, 2022 | 44.37% |
May 31, 2022 | 44.37% |
April 30, 2022 | 44.37% |
Date | Value |
---|---|
March 31, 2022 | 44.37% |
February 28, 2022 | 44.37% |
January 31, 2022 | 44.37% |
December 31, 2021 | 44.37% |
November 30, 2021 | 44.37% |
October 31, 2021 | 44.37% |
September 30, 2021 | 44.37% |
August 31, 2021 | 44.37% |
July 31, 2021 | 44.37% |
June 30, 2021 | 44.37% |
May 31, 2021 | 44.37% |
April 30, 2021 | 44.37% |
March 31, 2021 | 44.37% |
February 28, 2021 | 44.37% |
January 31, 2021 | 44.37% |
December 31, 2020 | 44.37% |
November 30, 2020 | 44.37% |
October 31, 2020 | 44.37% |
September 30, 2020 | 44.37% |
August 31, 2020 | 44.37% |
July 31, 2020 | 44.37% |
June 30, 2020 | 44.37% |
May 31, 2020 | 44.37% |
April 30, 2020 | 44.37% |
March 31, 2020 | 44.37% |
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
44.37%
Minimum
May 2019
45.58%
Maximum
Oct 2022
44.76%
Average
44.37%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Kubota Corp | 47.22% |
Kyocera Corp | 31.65% |
Dr. Foods Inc | 99.88% |
FUJIFILM Holdings Corp | 46.92% |
Mitsubishi Heavy Industries Ltd | 61.76% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -5.771 |
Beta (5Y) | 0.9138 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.60% |
Historical Sharpe Ratio (5Y) | 0.1442 |
Historical Sortino (5Y) | 0.2327 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.70% |