Square Enix Holdings Co., Ltd. (SQNNY)
9.225
+0.22
(+2.44%)
USD |
OTCM |
Aug 26, 16:00
Square Enix Holdings Max Drawdown (5Y) : 76.66% for July 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2026 | 76.66% |
| June 30, 2026 | 76.66% |
| May 31, 2026 | 76.66% |
| April 30, 2026 | 76.66% |
| March 31, 2026 | 76.66% |
| February 28, 2026 | 76.66% |
| January 31, 2026 | 74.40% |
| December 31, 2025 | 74.40% |
| November 30, 2025 | 68.66% |
| October 31, 2025 | 67.51% |
| September 30, 2025 | 56.19% |
| August 31, 2025 | 56.19% |
| July 31, 2025 | 56.19% |
| June 30, 2025 | 56.19% |
| May 31, 2025 | 56.19% |
| April 30, 2025 | 56.19% |
| March 31, 2025 | 56.19% |
| February 28, 2025 | 56.19% |
| January 31, 2025 | 56.19% |
| December 31, 2024 | 56.19% |
| November 30, 2024 | 56.19% |
| October 31, 2024 | 56.19% |
| September 30, 2024 | 56.19% |
| August 31, 2024 | 56.19% |
| July 31, 2024 | 56.19% |
| Date | Value |
|---|---|
| June 30, 2024 | 56.19% |
| May 31, 2024 | 55.56% |
| April 30, 2024 | 50.49% |
| March 31, 2024 | 50.49% |
| February 29, 2024 | 50.49% |
| January 31, 2024 | 50.49% |
| December 31, 2023 | 50.49% |
| November 30, 2023 | 50.49% |
| October 31, 2023 | 50.49% |
| 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% |
| September 30, 2022 | 47.76% |
| August 31, 2022 | 47.76% |
| July 31, 2022 | 47.76% |
| June 30, 2022 | 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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Capcom Co., Ltd. | 49.30% |
| DeNA Co., Ltd. | 58.56% |
| GREE Holdings, Inc. | 62.96% |
| NEXON Co., Ltd. | 62.40% |
| gumi, Inc. | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -10.62 |
| Beta (5Y) | 0.5798 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.86% |
| Historical Sharpe Ratio (5Y) | -0.1359 |
| Historical Sortino (5Y) | -0.2362 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.88% |