Square Enix Holdings Co Ltd (SQNXF)

40.80 0.00 (0.00%) USD  |  OTCM  |  Dec 23, 16:00
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Square Enix Holdings Max Drawdown (5Y): 56.96% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
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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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Sega Sammy Holdings Inc 48.70%
Nintendo Co Ltd 39.63%
Capcom Co Ltd 38.11%
NEXON Co Ltd 61.35%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -11.95
Beta (5Y) 0.4275
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 34.86%
Historical Sharpe Ratio (5Y) -0.179
Historical Sortino (5Y) -0.3347
Monthly Value at Risk (VaR) 5% (5Y Lookback) 15.05%