Sumitomo Mitsui Financial Group Inc (SMFG)

14.07 -0.10 (-0.71%) USD  |  NYSE  |  Dec 20, 16:00
14.06 -0.02 (-0.11%) After-Hours: 20:00
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Sumitomo Mitsui Financial Group Max Drawdown (5Y): 47.68% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Mizuho Financial Group Inc 46.77%
Mitsubishi UFJ Financial Group Inc 54.49%
ORIX Corp 42.52%
Nomura Holdings Inc 52.85%
SBI Holdings Inc 60.85%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 9.387
Beta (5Y) 0.6286
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 27.25%
Historical Sharpe Ratio (5Y) 0.6525
Historical Sortino (5Y) 0.9803
Monthly Value at Risk (VaR) 5% (5Y Lookback) 9.73%