Shimano, Inc. (SMNNY)
12.35
-0.25
(-1.98%)
USD |
OTCM |
Aug 26, 16:00
Shimano Max Drawdown (5Y) : 70.85% for July 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 |
|---|---|
| July 31, 2026 | 70.85% |
| June 30, 2026 | 70.85% |
| May 31, 2026 | 70.85% |
| April 30, 2026 | 70.85% |
| March 31, 2026 | 70.85% |
| February 28, 2026 | 70.85% |
| January 31, 2026 | 70.85% |
| December 31, 2025 | 70.85% |
| November 30, 2025 | 70.85% |
| October 31, 2025 | 67.56% |
| September 30, 2025 | 66.56% |
| August 31, 2025 | 66.47% |
| July 31, 2025 | 66.07% |
| June 30, 2025 | 60.42% |
| May 31, 2025 | 60.42% |
| April 30, 2025 | 60.42% |
| March 31, 2025 | 60.42% |
| February 28, 2025 | 60.42% |
| January 31, 2025 | 60.42% |
| December 31, 2024 | 59.48% |
| November 30, 2024 | 59.48% |
| October 31, 2024 | 59.48% |
| September 30, 2024 | 59.48% |
| August 31, 2024 | 59.48% |
| July 31, 2024 | 59.48% |
| Date | Value |
|---|---|
| June 30, 2024 | 59.48% |
| May 31, 2024 | 59.48% |
| April 30, 2024 | 59.48% |
| March 31, 2024 | 59.48% |
| February 29, 2024 | 59.48% |
| January 31, 2024 | 59.48% |
| December 31, 2023 | 59.48% |
| November 30, 2023 | 59.48% |
| October 31, 2023 | 59.48% |
| September 30, 2023 | 59.48% |
| August 31, 2023 | 56.38% |
| July 31, 2023 | 56.38% |
| June 30, 2023 | 56.38% |
| May 31, 2023 | 56.38% |
| April 30, 2023 | 56.38% |
| March 31, 2023 | 56.38% |
| February 28, 2023 | 56.38% |
| January 31, 2023 | 56.38% |
| December 31, 2022 | 56.38% |
| November 30, 2022 | 56.38% |
| October 31, 2022 | 56.38% |
| September 30, 2022 | 53.31% |
| August 31, 2022 | 53.31% |
| July 31, 2022 | 53.31% |
| June 30, 2022 | 53.31% |
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
| Yamaha Corp. | 72.99% |
| Sankyo Co., Ltd. | 82.51% |
| Mizuno Corp. | 60.86% |
| Bandai Namco Holdings, Inc. | 43.00% |
| TS TECH CO., LTD. | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -21.95 |
| Beta (5Y) | 0.5516 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.26% |
| Historical Sharpe Ratio (5Y) | -0.5575 |
| Historical Sortino (5Y) | -0.8537 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.37% |