Sony Group Corp (SONY)

21.02 +0.36 (+1.74%) USD  |  NYSE  |  Dec 20, 16:00
21.10 +0.08 (+0.38%) After-Hours: 20:00
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Sony Group Max Drawdown (5Y): 50.56% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Apple Inc 31.43%
Microsoft Corp 37.14%
HeartCore Enterprises Inc --
SYLA Technologies Co Ltd --
Earlyworks Co Ltd --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -5.167
Beta (5Y) 0.9747
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 30.26%
Historical Sharpe Ratio (5Y) 0.2595
Historical Sortino (5Y) 0.4405
Monthly Value at Risk (VaR) 5% (5Y Lookback) 13.64%