Sumitomo Mitsui Financial Group, Inc. (SMFG)
23.23
+0.24
(+1.04%)
USD |
NYSE |
Jun 11, 10:27
Sumitomo Mitsui Financial Group Max Drawdown (5Y) : 31.11% 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 | 31.11% |
| April 30, 2026 | 31.11% |
| March 31, 2026 | 31.11% |
| February 28, 2026 | 31.11% |
| January 31, 2026 | 31.11% |
| December 31, 2025 | 31.11% |
| November 30, 2025 | 31.74% |
| October 31, 2025 | 33.05% |
| September 30, 2025 | 36.12% |
| August 31, 2025 | 36.12% |
| July 31, 2025 | 38.17% |
| June 30, 2025 | 38.63% |
| May 31, 2025 | 38.63% |
| April 30, 2025 | 42.42% |
| March 31, 2025 | 46.89% |
| February 28, 2025 | 48.95% |
| January 31, 2025 | 48.95% |
| December 31, 2024 | 48.95% |
| November 30, 2024 | 48.95% |
| October 31, 2024 | 48.95% |
| September 30, 2024 | 48.95% |
| August 31, 2024 | 48.95% |
| July 31, 2024 | 48.95% |
| June 30, 2024 | 48.95% |
| May 31, 2024 | 48.95% |
| Date | Value |
|---|---|
| April 30, 2024 | 48.95% |
| March 31, 2024 | 48.95% |
| February 29, 2024 | 48.95% |
| January 31, 2024 | 48.95% |
| December 31, 2023 | 48.95% |
| November 30, 2023 | 48.95% |
| October 31, 2023 | 48.95% |
| September 30, 2023 | 48.95% |
| August 31, 2023 | 48.95% |
| July 31, 2023 | 48.95% |
| June 30, 2023 | 48.95% |
| May 31, 2023 | 48.95% |
| April 30, 2023 | 48.95% |
| March 31, 2023 | 48.95% |
| February 28, 2023 | 48.95% |
| January 31, 2023 | 48.95% |
| December 31, 2022 | 48.95% |
| November 30, 2022 | 48.95% |
| October 31, 2022 | 48.95% |
| September 30, 2022 | 48.95% |
| August 31, 2022 | 48.95% |
| July 31, 2022 | 48.95% |
| June 30, 2022 | 48.95% |
| May 31, 2022 | 48.95% |
| April 30, 2022 | 48.95% |
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
| Mitsubishi UFJ Financial Group, Inc. | 33.44% |
| Mizuho Financial Group, Inc. | 33.49% |
| Sumitomo Mitsui Trust Group, Inc. | 35.66% |
| ICICI Bank Ltd. | 26.24% |
| JPMorgan Chase & Co. | 38.75% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 20.67 |
| Beta (5Y) | 0.4209 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.13% |
| Historical Sharpe Ratio (5Y) | 0.962 |
| Historical Sortino (5Y) | 1.688 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.31% |