Sumitomo Chemical Co Ltd (SOMMY)
12.30
-0.26
(-2.11%)
USD |
OTCM |
Nov 14, 15:58
Sumitomo Chemical Max Drawdown (5Y): 65.98% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 65.98% |
| September 30, 2024 | 65.98% |
| August 31, 2024 | 65.98% |
| July 31, 2024 | 65.98% |
| June 30, 2024 | 65.98% |
| May 31, 2024 | 65.98% |
| April 30, 2024 | 65.98% |
| March 31, 2024 | 65.98% |
| February 29, 2024 | 65.98% |
| January 31, 2024 | 65.98% |
| December 31, 2023 | 65.98% |
| November 30, 2023 | 65.98% |
| October 31, 2023 | 65.98% |
| September 30, 2023 | 65.98% |
| August 31, 2023 | 65.98% |
| July 31, 2023 | 65.98% |
| June 30, 2023 | 65.98% |
| May 31, 2023 | 65.98% |
| April 30, 2023 | 65.98% |
| March 31, 2023 | 65.98% |
| February 28, 2023 | 65.98% |
| January 31, 2023 | 65.98% |
| December 31, 2022 | 65.98% |
| November 30, 2022 | 65.98% |
| October 31, 2022 | 65.98% |
| Date | Value |
|---|---|
| September 30, 2022 | 65.98% |
| August 31, 2022 | 65.98% |
| July 31, 2022 | 65.98% |
| June 30, 2022 | 65.98% |
| May 31, 2022 | 65.98% |
| April 30, 2022 | 65.98% |
| March 31, 2022 | 65.98% |
| February 28, 2022 | 65.98% |
| January 31, 2022 | 65.98% |
| December 31, 2021 | 65.98% |
| November 30, 2021 | 65.98% |
| October 31, 2021 | 65.98% |
| September 30, 2021 | 65.98% |
| August 31, 2021 | 65.98% |
| July 31, 2021 | 65.98% |
| June 30, 2021 | 65.98% |
| May 31, 2021 | 65.98% |
| April 30, 2021 | 65.98% |
| March 31, 2021 | 65.98% |
| February 28, 2021 | 65.98% |
| January 31, 2021 | 65.98% |
| December 31, 2020 | 65.98% |
| November 30, 2020 | 65.98% |
| October 31, 2020 | 65.98% |
| September 30, 2020 | 65.98% |
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
42.34%
Minimum
Nov 2019
65.98%
Maximum
Mar 2020
64.56%
Average
65.98%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Shin-Etsu Chemical Co Ltd | 47.42% |
| Kuraray Co Ltd | 59.94% |
| Taiheiyo Cement Corp | 65.80% |
| Sumitomo Osaka Cement Co Ltd | -- |
| Central Glass Co Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -16.65 |
| Beta (5Y) | 0.5289 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.75% |
| Historical Sharpe Ratio (5Y) | -0.3302 |
| Historical Sortino (5Y) | -0.5276 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.32% |