Sumitomo Electric Industries Ltd. (SMTOY)
6.67
-0.08
(-1.19%)
USD |
OTCM |
Aug 24, 16:00
Sumitomo Electric Industries Max Drawdown (5Y) : 44.26% for July 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| August 31, 2024 | 51.32% |
| July 31, 2024 | 51.32% |
| Date | Value |
|---|---|
| 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% |
| July 31, 2022 | 91.23% |
| June 30, 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
| GS Yuasa Corp. | 50.89% |
| DENSO Corp. | 49.23% |
| Koito Manufacturing Co., Ltd. | 72.75% |
| JTEKT Corp. | 62.91% |
| Stanley Electric Co., Ltd. | 54.38% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 19.51 |
| Beta (5Y) | 1.069 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 40.31% |
| Historical Sharpe Ratio (5Y) | 0.7279 |
| Historical Sortino (5Y) | 1.371 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.70% |