Shimano Inc (SMNNY)
16.36
-0.06
(-0.37%)
USD |
OTCM |
May 22, 15:59
Shimano Max Drawdown (5Y): 58.62% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| August 31, 2020 | 28.52% |
| July 31, 2020 | 28.52% |
| June 30, 2020 | 28.52% |
| May 31, 2020 | 28.52% |
| April 30, 2020 | 28.52% |
| March 31, 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
May 2019
58.62%
Maximum
Sep 2023
39.74%
Average
28.52%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Honda Motor Co Ltd | 41.93% |
| Toyota Motor Corp | 36.79% |
| MEDIROM Healthcare Technologies Inc | -- |
| Yoshitsu Co Ltd | -- |
| Linkage Global Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.845 |
| Beta (5Y) | 0.5447 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.47% |
| Historical Sharpe Ratio (5Y) | 0.0402 |
| Historical Sortino (5Y) | 0.0709 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.11% |