Square Enix Holdings Co Ltd (SQNXF)
40.50
+0.01
(+0.02%)
USD |
OTCM |
Nov 22, 14:48
Square Enix Holdings Max Drawdown (5Y): 56.96% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 56.96% |
| September 30, 2024 | 56.96% |
| August 31, 2024 | 56.96% |
| July 31, 2024 | 56.96% |
| June 30, 2024 | 56.96% |
| May 31, 2024 | 56.96% |
| April 30, 2024 | 49.63% |
| March 31, 2024 | 49.63% |
| February 29, 2024 | 49.63% |
| January 31, 2024 | 49.63% |
| December 31, 2023 | 49.63% |
| November 30, 2023 | 49.48% |
| October 31, 2023 | 49.48% |
| September 30, 2023 | 48.56% |
| August 31, 2023 | 48.56% |
| July 31, 2023 | 48.56% |
| June 30, 2023 | 48.56% |
| May 31, 2023 | 48.56% |
| April 30, 2023 | 48.56% |
| March 31, 2023 | 48.56% |
| February 28, 2023 | 48.56% |
| January 31, 2023 | 48.56% |
| December 31, 2022 | 48.56% |
| November 30, 2022 | 48.56% |
| October 31, 2022 | 48.56% |
| Date | Value |
|---|---|
| September 30, 2022 | 48.56% |
| August 31, 2022 | 48.56% |
| July 31, 2022 | 48.56% |
| June 30, 2022 | 48.56% |
| May 31, 2022 | 48.56% |
| April 30, 2022 | 48.56% |
| March 31, 2022 | 48.56% |
| February 28, 2022 | 48.56% |
| January 31, 2022 | 48.56% |
| December 31, 2021 | 48.56% |
| November 30, 2021 | 48.56% |
| October 31, 2021 | 48.56% |
| September 30, 2021 | 48.56% |
| August 31, 2021 | 48.56% |
| July 31, 2021 | 48.56% |
| June 30, 2021 | 48.56% |
| May 31, 2021 | 48.56% |
| April 30, 2021 | 48.56% |
| March 31, 2021 | 48.56% |
| February 28, 2021 | 48.56% |
| January 31, 2021 | 48.56% |
| December 31, 2020 | 48.56% |
| November 30, 2020 | 48.56% |
| October 31, 2020 | 48.56% |
| September 30, 2020 | 48.56% |
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
48.56%
Minimum
Nov 2019
56.96%
Maximum
May 2024
49.52%
Average
48.56%
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 | -- |
| Konami Group Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -10.35 |
| Beta (5Y) | 0.4454 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.68% |
| Historical Sharpe Ratio (5Y) | -0.1326 |
| Historical Sortino (5Y) | -0.2455 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.05% |