SoftBank Corp (SOBKY)
12.56
-0.02
(-0.16%)
USD |
OTCM |
Nov 14, 12:39
SoftBank Max Drawdown (5Y): 28.70% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 28.70% |
| September 30, 2024 | 28.70% |
| August 31, 2024 | 28.70% |
| July 31, 2024 | 28.70% |
| June 30, 2024 | 28.70% |
| May 31, 2024 | 28.70% |
| April 30, 2024 | 28.70% |
| March 31, 2024 | 28.70% |
| February 29, 2024 | 28.70% |
| January 31, 2024 | 28.70% |
| December 31, 2023 | 28.70% |
| November 30, 2023 | 28.70% |
| October 31, 2023 | 28.70% |
| September 30, 2023 | 28.70% |
| August 31, 2023 | 28.70% |
| July 31, 2023 | 28.70% |
| June 30, 2023 | 28.70% |
| May 31, 2023 | 28.70% |
| April 30, 2023 | 28.70% |
| March 31, 2023 | 28.70% |
| February 28, 2023 | 28.70% |
| January 31, 2023 | 28.70% |
| December 31, 2022 | 28.70% |
| November 30, 2022 | 28.70% |
| October 31, 2022 | 28.70% |
| Date | Value |
|---|---|
| September 30, 2022 | 26.98% |
| August 31, 2022 | 23.31% |
| July 31, 2022 | 23.31% |
| June 30, 2022 | 23.31% |
| May 31, 2022 | 20.43% |
| April 30, 2022 | 18.76% |
| March 31, 2022 | 18.76% |
| February 28, 2022 | 18.76% |
| January 31, 2022 | 18.76% |
| December 31, 2021 | 18.76% |
| November 30, 2021 | 18.76% |
| October 31, 2021 | 18.76% |
| September 30, 2021 | 18.76% |
| August 31, 2021 | 18.76% |
| July 31, 2021 | 18.76% |
| June 30, 2021 | 18.76% |
| May 31, 2021 | 18.76% |
| April 30, 2021 | 18.76% |
| March 31, 2021 | 18.76% |
| February 28, 2021 | 18.76% |
| January 31, 2021 | 18.76% |
| December 31, 2020 | 18.76% |
| November 30, 2020 | 18.76% |
| October 31, 2020 | 18.76% |
| September 30, 2020 | 18.76% |
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
5.53%
Minimum
Nov 2019
28.70%
Maximum
Oct 2022
22.31%
Average
19.60%
Median
Max Drawdown (5Y) Benchmarks
| SoftBank Group Corp | 65.46% |
| Internet Initiative Japan Inc | 47.50% |
| Nippon Telegraph & Telephone Corp | 28.24% |
| KDDI Corp | 23.70% |
| BloomZ Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.243 |
| Beta (5Y) | 0.2391 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 16.52% |
| Historical Sharpe Ratio (5Y) | 0.0511 |
| Historical Sortino (5Y) | 0.0759 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.85% |