Sony Group Corp (SONY)
17.73
+0.13
(+0.74%)
USD |
NYSE |
Nov 01, 16:00
17.80
+0.07
(+0.39%)
After-Hours: 20:00
Sony Group Max Drawdown (5Y): 50.56% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 50.56% |
| September 30, 2024 | 50.56% |
| August 31, 2024 | 50.56% |
| July 31, 2024 | 50.56% |
| June 30, 2024 | 50.56% |
| May 31, 2024 | 50.56% |
| April 30, 2024 | 50.56% |
| March 31, 2024 | 50.56% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
50.56%
Maximum
Oct 2022
41.39%
Average
37.92%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Microsoft Corp | 37.14% |
| Apple Inc | 31.43% |
| Tokyo Electron Ltd | 57.93% |
| Keyence Corp | 53.67% |
| HeartCore Enterprises Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.385 |
| Beta (5Y) | 0.9523 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.21% |
| Historical Sharpe Ratio (5Y) | 0.1955 |
| Historical Sortino (5Y) | 0.3299 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.64% |