Shimano Inc (SMNNY)
13.52
+0.28
(+2.15%)
USD |
OTCM |
Nov 21, 16:00
Shimano Max Drawdown (5Y): 58.62% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 58.62% |
| September 30, 2024 | 58.62% |
| August 31, 2024 | 58.62% |
| July 31, 2024 | 58.62% |
| June 30, 2024 | 58.62% |
| May 31, 2024 | 58.62% |
| April 30, 2024 | 58.62% |
| March 31, 2024 | 58.62% |
| February 29, 2024 | 58.62% |
| January 31, 2024 | 58.62% |
| December 31, 2023 | 58.62% |
| November 30, 2023 | 58.62% |
| October 31, 2023 | 58.62% |
| September 30, 2023 | 58.62% |
| August 31, 2023 | 56.00% |
| July 31, 2023 | 56.00% |
| June 30, 2023 | 56.00% |
| May 31, 2023 | 56.00% |
| April 30, 2023 | 56.00% |
| March 31, 2023 | 56.00% |
| February 28, 2023 | 56.00% |
| January 31, 2023 | 56.00% |
| December 31, 2022 | 56.00% |
| November 30, 2022 | 56.00% |
| October 31, 2022 | 56.00% |
| Date | Value |
|---|---|
| September 30, 2022 | 53.14% |
| August 31, 2022 | 53.14% |
| July 31, 2022 | 53.14% |
| June 30, 2022 | 53.14% |
| May 31, 2022 | 48.15% |
| April 30, 2022 | 45.19% |
| March 31, 2022 | 33.39% |
| February 28, 2022 | 32.58% |
| January 31, 2022 | 32.58% |
| December 31, 2021 | 28.52% |
| November 30, 2021 | 28.52% |
| October 31, 2021 | 28.52% |
| September 30, 2021 | 28.52% |
| August 31, 2021 | 28.52% |
| July 31, 2021 | 28.52% |
| June 30, 2021 | 28.52% |
| May 31, 2021 | 28.52% |
| April 30, 2021 | 28.52% |
| March 31, 2021 | 28.52% |
| February 28, 2021 | 28.52% |
| January 31, 2021 | 28.52% |
| December 31, 2020 | 28.52% |
| November 30, 2020 | 28.52% |
| October 31, 2020 | 28.52% |
| September 30, 2020 | 28.52% |
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
26.75%
Minimum
Nov 2019
58.62%
Maximum
Sep 2023
42.93%
Average
46.67%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -11.61 |
| Beta (5Y) | 0.6178 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.94% |
| Historical Sharpe Ratio (5Y) | -0.114 |
| Historical Sortino (5Y) | -0.207 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.57% |