Sony Group Corp (SONY)
85.74
-0.80
(-0.92%)
USD |
NYSE |
Mar 28, 16:00
85.74
0.00 (0.00%)
After-Hours: 17:43
Sony Group Max Drawdown (5Y): 50.56% for Feb. 29, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
February 29, 2024 | 50.56% |
January 31, 2024 | 50.56% |
December 31, 2023 | 50.56% |
November 30, 2023 | 50.56% |
October 31, 2023 | 50.56% |
September 30, 2023 | 50.56% |
August 31, 2023 | 50.56% |
July 31, 2023 | 50.56% |
June 30, 2023 | 50.56% |
May 31, 2023 | 50.56% |
April 30, 2023 | 50.56% |
March 31, 2023 | 50.56% |
February 28, 2023 | 50.56% |
January 31, 2023 | 50.56% |
December 31, 2022 | 50.56% |
November 30, 2022 | 50.56% |
October 31, 2022 | 50.56% |
September 30, 2022 | 49.87% |
August 31, 2022 | 38.14% |
July 31, 2022 | 37.58% |
June 30, 2022 | 37.58% |
May 31, 2022 | 37.58% |
April 30, 2022 | 34.32% |
March 31, 2022 | 30.70% |
February 28, 2022 | 30.70% |
Date | Value |
---|---|
January 31, 2022 | 30.70% |
December 31, 2021 | 30.70% |
November 30, 2021 | 30.70% |
October 31, 2021 | 30.70% |
September 30, 2021 | 30.70% |
August 31, 2021 | 30.70% |
July 31, 2021 | 30.70% |
June 30, 2021 | 30.70% |
May 31, 2021 | 30.70% |
April 30, 2021 | 30.70% |
March 31, 2021 | 30.70% |
February 28, 2021 | 30.70% |
January 31, 2021 | 30.70% |
December 31, 2020 | 31.18% |
November 30, 2020 | 37.92% |
October 31, 2020 | 37.92% |
September 30, 2020 | 37.92% |
August 31, 2020 | 37.92% |
July 31, 2020 | 37.92% |
June 30, 2020 | 37.92% |
May 31, 2020 | 37.92% |
April 30, 2020 | 37.92% |
March 31, 2020 | 37.92% |
February 29, 2020 | 37.92% |
January 31, 2020 | 37.92% |
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
30.70%
Minimum
Jan 2021
57.73%
Maximum
Mar 2019
41.70%
Average
37.92%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
Apple Inc | 31.43% |
Microsoft Corp | 37.14% |
Uber Technologies Inc | -- |
NVIDIA Corp | 66.34% |
Lyft Inc | 89.79% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -1.390 |
Beta (5Y) | 0.9747 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.83% |
Historical Sharpe Ratio (5Y) | 0.3722 |
Historical Sortino (5Y) | 0.5983 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.64% |