Santen Pharmaceutical Co Ltd (SNPHY)
10.27
0.00 (0.00%)
USD |
OTCM |
May 17, 16:00
Santen Pharmaceutical Max Drawdown (5Y): 67.58% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 67.58% |
| March 31, 2024 | 67.58% |
| February 29, 2024 | 67.58% |
| January 31, 2024 | 67.58% |
| December 31, 2023 | 67.58% |
| November 30, 2023 | 67.58% |
| October 31, 2023 | 67.58% |
| September 30, 2023 | 67.58% |
| August 31, 2023 | 67.58% |
| July 31, 2023 | 67.58% |
| June 30, 2023 | 67.58% |
| May 31, 2023 | 67.58% |
| April 30, 2023 | 67.58% |
| March 31, 2023 | 67.58% |
| February 28, 2023 | 67.58% |
| January 31, 2023 | 67.58% |
| December 31, 2022 | 67.58% |
| November 30, 2022 | 67.58% |
| October 31, 2022 | 67.43% |
| September 30, 2022 | 67.28% |
| August 31, 2022 | 64.60% |
| July 31, 2022 | 64.21% |
| June 30, 2022 | 64.21% |
| May 31, 2022 | 61.88% |
| April 30, 2022 | 61.08% |
| Date | Value |
|---|---|
| March 31, 2022 | 50.53% |
| February 28, 2022 | 47.16% |
| January 31, 2022 | 45.59% |
| December 31, 2021 | 45.35% |
| November 30, 2021 | 47.50% |
| October 31, 2021 | 50.98% |
| September 30, 2021 | 54.61% |
| August 31, 2021 | 54.61% |
| July 31, 2021 | 54.61% |
| June 30, 2021 | 54.61% |
| May 31, 2021 | 54.61% |
| April 30, 2021 | 54.61% |
| March 31, 2021 | 54.61% |
| February 28, 2021 | 54.61% |
| January 31, 2021 | 54.61% |
| December 31, 2020 | 54.61% |
| November 30, 2020 | 54.61% |
| October 31, 2020 | 54.61% |
| September 30, 2020 | 54.61% |
| August 31, 2020 | 54.61% |
| July 31, 2020 | 54.61% |
| June 30, 2020 | 54.61% |
| May 31, 2020 | 54.61% |
| April 30, 2020 | 54.61% |
| March 31, 2020 | 54.61% |
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
45.35%
Minimum
Dec 2021
67.58%
Maximum
Nov 2022
58.97%
Average
54.61%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| Takeda Pharmaceutical Co Ltd | 54.24% |
| Nxera Pharma Co Ltd | 95.29% |
| PeptiDream Inc | 87.73% |
| Healios KK | -- |
| AnGes Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -12.92 |
| Beta (5Y) | 0.3793 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.95% |
| Historical Sharpe Ratio (5Y) | -0.3108 |
| Historical Sortino (5Y) | -0.4513 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.12% |