SMC Corp. (Japan) (SMECF)
372.11
-25.50
(-6.41%)
USD |
OTCM |
Jun 09, 16:00
SMC Max Drawdown (5Y) : 56.88% for May 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 |
|---|---|
| May 31, 2026 | 56.88% |
| April 30, 2026 | 56.88% |
| March 31, 2026 | 56.88% |
| February 28, 2026 | 56.88% |
| January 31, 2026 | 56.88% |
| December 31, 2025 | 56.88% |
| November 30, 2025 | 56.88% |
| October 31, 2025 | 56.88% |
| September 30, 2025 | 56.88% |
| August 31, 2025 | 56.40% |
| July 31, 2025 | 56.40% |
| June 30, 2025 | 56.40% |
| May 31, 2025 | 56.40% |
| April 30, 2025 | 56.40% |
| March 31, 2025 | 49.84% |
| February 28, 2025 | 49.84% |
| January 31, 2025 | 48.03% |
| December 31, 2024 | 45.62% |
| November 30, 2024 | 45.58% |
| October 31, 2024 | 45.58% |
| September 30, 2024 | 45.58% |
| August 31, 2024 | 45.58% |
| July 31, 2024 | 45.58% |
| June 30, 2024 | 45.58% |
| May 31, 2024 | 45.58% |
| 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 | 43.96% |
| August 31, 2022 | 43.96% |
| July 31, 2022 | 43.96% |
| June 30, 2022 | 43.96% |
| May 31, 2022 | 43.96% |
| April 30, 2022 | 43.96% |
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
| NGK Corp. | 47.09% |
| Noritake Co., Ltd. | -- |
| Makita Corp. | 72.05% |
| Toyota Industries Corp. | 48.38% |
| Fujitec Co., Ltd. | 29.76% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -19.86 |
| Beta (5Y) | 1.061 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.24% |
| Historical Sharpe Ratio (5Y) | -0.2584 |
| Historical Sortino (5Y) | -0.4697 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.06% |