SECOM Co Ltd (SOMLY)
17.89
+0.08
(+0.45%)
USD |
OTCM |
Apr 23, 16:00
SECOM Max Drawdown (5Y): 43.00% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 43.00% |
| February 29, 2024 | 43.00% |
| January 31, 2024 | 43.00% |
| December 31, 2023 | 43.00% |
| November 30, 2023 | 43.00% |
| October 31, 2023 | 43.00% |
| September 30, 2023 | 43.00% |
| August 31, 2023 | 43.00% |
| July 31, 2023 | 43.00% |
| June 30, 2023 | 43.00% |
| May 31, 2023 | 43.00% |
| April 30, 2023 | 43.00% |
| March 31, 2023 | 43.00% |
| February 28, 2023 | 43.00% |
| January 31, 2023 | 43.00% |
| December 31, 2022 | 42.38% |
| November 30, 2022 | 42.38% |
| October 31, 2022 | 41.94% |
| September 30, 2022 | 41.94% |
| August 31, 2022 | 39.70% |
| July 31, 2022 | 39.70% |
| June 30, 2022 | 39.70% |
| May 31, 2022 | 34.52% |
| April 30, 2022 | 32.40% |
| March 31, 2022 | 32.40% |
| Date | Value |
|---|---|
| February 28, 2022 | 32.40% |
| January 31, 2022 | 32.40% |
| December 31, 2021 | 32.36% |
| November 30, 2021 | 31.99% |
| October 31, 2021 | 31.55% |
| September 30, 2021 | 27.06% |
| August 31, 2021 | 27.06% |
| July 31, 2021 | 27.06% |
| June 30, 2021 | 27.06% |
| May 31, 2021 | 27.06% |
| April 30, 2021 | 27.06% |
| March 31, 2021 | 27.06% |
| February 28, 2021 | 27.06% |
| January 31, 2021 | 27.06% |
| December 31, 2020 | 27.06% |
| November 30, 2020 | 27.06% |
| October 31, 2020 | 27.06% |
| September 30, 2020 | 27.06% |
| August 31, 2020 | 27.06% |
| July 31, 2020 | 27.06% |
| June 30, 2020 | 27.06% |
| May 31, 2020 | 27.06% |
| April 30, 2020 | 27.06% |
| March 31, 2020 | 27.06% |
| February 29, 2020 | 20.33% |
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
20.33%
Minimum
Apr 2019
43.00%
Maximum
Jan 2023
32.18%
Average
29.31%
Median
Max Drawdown (5Y) Benchmarks
| Kubota Corp | 47.22% |
| Kyocera Corp | 31.65% |
| Dr. Foods Inc | 99.88% |
| FUJIFILM Holdings Corp | 46.92% |
| Mitsubishi Heavy Industries Ltd | 61.76% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.467 |
| Beta (5Y) | 0.3759 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.22% |
| Historical Sharpe Ratio (5Y) | -0.1852 |
| Historical Sortino (5Y) | -0.2858 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.55% |