Shimano Inc. - ADR (SMNNY)
11.14
+0.15
(+1.36%)
USD |
OTCM |
Oct 08, 16:00
Shimano Inc. - ADR Max Drawdown (5Y) : 70.85% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 70.85% |
| August 31, 2026 | 70.85% |
| 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% |
| Date | Value |
|---|---|
| August 31, 2024 | 59.48% |
| July 31, 2024 | 59.48% |
| 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% |
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
| Sega Sammy Holdings, Inc. | 49.13% |
| Bridgestone Corp. | 34.15% |
| Yamaha Corp. | 72.99% |
| Sankyo Co., Ltd. | 82.51% |
| Sumitomo Rubber Industries, Ltd. | 46.43% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -26.79 |
| Beta (5Y) | 0.5554 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.19% |
| Historical Sharpe Ratio (5Y) | -0.7034 |
| Historical Sortino (5Y) | -1.085 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.89% |