Sumitomo Electric Industries Ltd. (SMTOY)
7.75
-0.38
(-4.67%)
USD |
OTCM |
Oct 07, 16:00
Sumitomo Electric Industries Max Drawdown (5Y) : 44.26% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 44.26% |
| August 31, 2026 | 44.26% |
| July 31, 2026 | 44.26% |
| June 30, 2026 | 40.93% |
| May 31, 2026 | 40.93% |
| April 30, 2026 | 40.93% |
| March 31, 2026 | 40.93% |
| February 28, 2026 | 40.93% |
| January 31, 2026 | 40.93% |
| December 31, 2025 | 40.93% |
| November 30, 2025 | 40.93% |
| October 31, 2025 | 40.93% |
| September 30, 2025 | 40.93% |
| August 31, 2025 | 40.93% |
| July 31, 2025 | 40.93% |
| June 30, 2025 | 40.93% |
| May 31, 2025 | 40.93% |
| April 30, 2025 | 43.62% |
| March 31, 2025 | 45.60% |
| February 28, 2025 | 51.32% |
| January 31, 2025 | 51.32% |
| December 31, 2024 | 51.32% |
| November 30, 2024 | 51.32% |
| October 31, 2024 | 51.32% |
| September 30, 2024 | 51.32% |
| Date | Value |
|---|---|
| August 31, 2024 | 51.32% |
| July 31, 2024 | 51.32% |
| June 30, 2024 | 90.87% |
| May 31, 2024 | 91.23% |
| April 30, 2024 | 91.23% |
| March 31, 2024 | 91.23% |
| February 29, 2024 | 91.23% |
| January 31, 2024 | 91.23% |
| December 31, 2023 | 91.23% |
| November 30, 2023 | 91.23% |
| October 31, 2023 | 91.23% |
| September 30, 2023 | 91.23% |
| August 31, 2023 | 91.23% |
| July 31, 2023 | 91.23% |
| June 30, 2023 | 91.23% |
| May 31, 2023 | 91.23% |
| April 30, 2023 | 91.23% |
| March 31, 2023 | 91.23% |
| February 28, 2023 | 91.23% |
| January 31, 2023 | 91.23% |
| December 31, 2022 | 91.23% |
| November 30, 2022 | 91.23% |
| October 31, 2022 | 91.23% |
| September 30, 2022 | 91.23% |
| August 31, 2022 | 91.23% |
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
| Bridgestone Corp. | 34.15% |
| Sumitomo Rubber Industries, Ltd. | 46.43% |
| Nifco, Inc. | -- |
| Toyo Tire Corp. | 40.60% |
| GS Yuasa Corp. | 50.89% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 18.94 |
| Beta (5Y) | 1.077 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 40.73% |
| Historical Sharpe Ratio (5Y) | 0.7299 |
| Historical Sortino (5Y) | 1.367 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.09% |