Sumitomo Electric Industries Ltd (SMTOY)
15.59
-0.08
(-0.52%)
USD |
OTCM |
May 07, 15:55
Sumitomo Electric Industries Max Drawdown (5Y): 49.65% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 49.65% |
March 31, 2024 | 49.65% |
February 29, 2024 | 49.65% |
January 31, 2024 | 49.65% |
December 31, 2023 | 49.65% |
November 30, 2023 | 49.65% |
October 31, 2023 | 49.65% |
September 30, 2023 | 49.65% |
August 31, 2023 | 49.65% |
July 31, 2023 | 49.65% |
June 30, 2023 | 49.65% |
May 31, 2023 | 49.65% |
April 30, 2023 | 49.65% |
March 31, 2023 | 49.65% |
February 28, 2023 | 49.65% |
January 31, 2023 | 49.65% |
December 31, 2022 | 49.65% |
November 30, 2022 | 49.65% |
October 31, 2022 | 49.65% |
September 30, 2022 | 49.65% |
August 31, 2022 | 49.65% |
July 31, 2022 | 49.65% |
June 30, 2022 | 49.65% |
May 31, 2022 | 49.65% |
April 30, 2022 | 49.65% |
Date | Value |
---|---|
March 31, 2022 | 49.65% |
February 28, 2022 | 49.65% |
January 31, 2022 | 49.65% |
December 31, 2021 | 49.65% |
November 30, 2021 | 49.65% |
October 31, 2021 | 49.65% |
September 30, 2021 | 49.65% |
August 31, 2021 | 49.65% |
July 31, 2021 | 49.65% |
June 30, 2021 | 49.65% |
May 31, 2021 | 49.65% |
April 30, 2021 | 49.65% |
March 31, 2021 | 49.65% |
February 28, 2021 | 49.65% |
January 31, 2021 | 49.65% |
December 31, 2020 | 49.65% |
November 30, 2020 | 49.65% |
October 31, 2020 | 49.65% |
September 30, 2020 | 49.65% |
August 31, 2020 | 49.65% |
July 31, 2020 | 49.65% |
June 30, 2020 | 49.65% |
May 31, 2020 | 49.65% |
April 30, 2020 | 49.65% |
March 31, 2020 | 49.65% |
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
30.37%
Minimum
May 2019
49.65%
Maximum
Mar 2020
46.89%
Average
49.65%
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) | -4.579 |
Beta (5Y) | 0.7438 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.16% |
Historical Sharpe Ratio (5Y) | 0.1366 |
Historical Sortino (5Y) | 0.1947 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.42% |