Sumitomo Mitsui Financial Group Inc (SMFG)
12.86
+0.01
(+0.08%)
USD |
NYSE |
Nov 04, 16:00
12.82
-0.04
(-0.31%)
Pre-Market: 20:00
Sumitomo Mitsui Financial Group Max Drawdown (5Y): 47.68% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 47.68% |
| September 30, 2024 | 47.68% |
| August 31, 2024 | 47.68% |
| July 31, 2024 | 47.68% |
| June 30, 2024 | 47.68% |
| May 31, 2024 | 47.68% |
| April 30, 2024 | 47.68% |
| March 31, 2024 | 47.68% |
| February 29, 2024 | 47.68% |
| January 31, 2024 | 47.68% |
| December 31, 2023 | 47.68% |
| November 30, 2023 | 47.68% |
| October 31, 2023 | 47.68% |
| September 30, 2023 | 47.68% |
| August 31, 2023 | 47.68% |
| July 31, 2023 | 47.68% |
| June 30, 2023 | 47.68% |
| May 31, 2023 | 47.68% |
| April 30, 2023 | 47.68% |
| March 31, 2023 | 47.68% |
| February 28, 2023 | 47.68% |
| January 31, 2023 | 47.68% |
| December 31, 2022 | 47.68% |
| November 30, 2022 | 47.68% |
| October 31, 2022 | 47.68% |
| Date | Value |
|---|---|
| September 30, 2022 | 47.68% |
| August 31, 2022 | 47.68% |
| July 31, 2022 | 47.68% |
| June 30, 2022 | 47.68% |
| May 31, 2022 | 47.68% |
| April 30, 2022 | 47.68% |
| March 31, 2022 | 47.68% |
| February 28, 2022 | 47.68% |
| January 31, 2022 | 47.68% |
| December 31, 2021 | 47.68% |
| November 30, 2021 | 47.68% |
| October 31, 2021 | 47.68% |
| September 30, 2021 | 47.68% |
| August 31, 2021 | 47.68% |
| July 31, 2021 | 47.68% |
| June 30, 2021 | 47.68% |
| May 31, 2021 | 47.68% |
| April 30, 2021 | 47.68% |
| March 31, 2021 | 47.68% |
| February 28, 2021 | 47.68% |
| January 31, 2021 | 47.68% |
| December 31, 2020 | 47.68% |
| November 30, 2020 | 48.81% |
| October 31, 2020 | 48.81% |
| September 30, 2020 | 48.81% |
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
47.68%
Minimum
Dec 2020
48.81%
Maximum
Nov 2019
47.93%
Average
47.68%
Median
Dec 2020
Max Drawdown (5Y) Benchmarks
| Mitsubishi UFJ Financial Group Inc | 54.49% |
| Mizuho Financial Group Inc | 46.77% |
| Nomura Holdings Inc | 52.85% |
| Tokio Marine Holdings Inc | 32.33% |
| ORIX Corp | 42.52% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 6.875 |
| Beta (5Y) | 0.5952 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.08% |
| Historical Sharpe Ratio (5Y) | 0.5376 |
| Historical Sortino (5Y) | 0.8156 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.73% |