Sumitomo Mitsui Financial Group, Inc. (SMFG)
25.94
+0.32
(+1.23%)
USD |
NYSE |
Oct 06, 14:14
Sumitomo Mitsui Financial Group Max Drawdown (5Y) : 31.11% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 31.11% |
| August 31, 2026 | 31.11% |
| July 31, 2026 | 31.11% |
| June 30, 2026 | 31.11% |
| 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% |
| Date | Value |
|---|---|
| August 31, 2024 | 48.95% |
| July 31, 2024 | 48.95% |
| June 30, 2024 | 48.95% |
| May 31, 2024 | 48.95% |
| 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% |
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% |
| Hachijuni Nagano Bank, Ltd. | 82.80% |
| The Chiba Bank, Ltd. | 41.90% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 25.78 |
| Beta (5Y) | 0.4287 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.23% |
| Historical Sharpe Ratio (5Y) | 1.146 |
| Historical Sortino (5Y) | 1.967 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.20% |