Square Enix Holdings Co Ltd (SQNNY)
18.16
-1.10
(-5.74%)
USD |
OTCM |
Nov 04, 16:00
Square Enix Holdings Max Drawdown (5Y): 54.38% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 54.38% |
| September 30, 2024 | 54.38% |
| August 31, 2024 | 54.38% |
| July 31, 2024 | 54.38% |
| June 30, 2024 | 54.38% |
| May 31, 2024 | 53.72% |
| April 30, 2024 | 48.68% |
| March 31, 2024 | 48.68% |
| February 29, 2024 | 48.68% |
| January 31, 2024 | 48.68% |
| December 31, 2023 | 48.68% |
| November 30, 2023 | 48.68% |
| October 31, 2023 | 48.68% |
| September 30, 2023 | 47.76% |
| August 31, 2023 | 47.76% |
| July 31, 2023 | 47.76% |
| June 30, 2023 | 47.76% |
| May 31, 2023 | 47.76% |
| April 30, 2023 | 47.76% |
| March 31, 2023 | 47.76% |
| February 28, 2023 | 47.76% |
| January 31, 2023 | 47.76% |
| December 31, 2022 | 47.76% |
| November 30, 2022 | 47.76% |
| October 31, 2022 | 47.76% |
| Date | Value |
|---|---|
| September 30, 2022 | 47.76% |
| August 31, 2022 | 47.76% |
| July 31, 2022 | 47.76% |
| June 30, 2022 | 47.76% |
| May 31, 2022 | 47.76% |
| April 30, 2022 | 47.76% |
| March 31, 2022 | 47.76% |
| February 28, 2022 | 47.76% |
| January 31, 2022 | 47.76% |
| December 31, 2021 | 47.76% |
| November 30, 2021 | 47.76% |
| October 31, 2021 | 47.76% |
| September 30, 2021 | 47.76% |
| August 31, 2021 | 47.76% |
| July 31, 2021 | 47.76% |
| June 30, 2021 | 47.76% |
| May 31, 2021 | 47.76% |
| April 30, 2021 | 47.76% |
| March 31, 2021 | 47.76% |
| February 28, 2021 | 47.76% |
| January 31, 2021 | 47.76% |
| December 31, 2020 | 47.76% |
| November 30, 2020 | 47.76% |
| October 31, 2020 | 47.76% |
| September 30, 2020 | 47.76% |
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
47.76%
Minimum
Nov 2019
54.38%
Maximum
Jun 2024
48.52%
Average
47.76%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Sega Sammy Holdings Inc | 48.70% |
| Nintendo Co Ltd | 39.63% |
| Capcom Co Ltd | 38.11% |
| NEXON Co Ltd | 56.11% |
| Konami Group Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.298 |
| Beta (5Y) | 0.2776 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.81% |
| Historical Sharpe Ratio (5Y) | -0.1482 |
| Historical Sortino (5Y) | -0.253 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.64% |