Shiseido Co., Ltd. (SSDOY)
20.85
-0.59
(-2.75%)
USD |
OTCM |
Oct 02, 16:00
Shiseido Max Drawdown (5Y) : 82.52% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 82.52% |
| August 31, 2026 | 82.52% |
| July 31, 2026 | 82.52% |
| June 30, 2026 | 82.52% |
| May 31, 2026 | 82.52% |
| April 30, 2026 | 82.52% |
| March 31, 2026 | 82.52% |
| February 28, 2026 | 82.52% |
| January 31, 2026 | 82.52% |
| December 31, 2025 | 82.52% |
| November 30, 2025 | 82.52% |
| October 31, 2025 | 80.35% |
| September 30, 2025 | 80.35% |
| August 31, 2025 | 80.35% |
| July 31, 2025 | 80.35% |
| June 30, 2025 | 80.35% |
| May 31, 2025 | 80.35% |
| April 30, 2025 | 80.35% |
| March 31, 2025 | 80.05% |
| February 28, 2025 | 80.05% |
| January 31, 2025 | 79.77% |
| December 31, 2024 | 78.13% |
| November 30, 2024 | 77.61% |
| October 31, 2024 | 74.64% |
| September 30, 2024 | 74.64% |
| Date | Value |
|---|---|
| August 31, 2024 | 73.29% |
| July 31, 2024 | 69.18% |
| June 30, 2024 | 69.18% |
| May 31, 2024 | 69.18% |
| April 30, 2024 | 69.18% |
| March 31, 2024 | 68.64% |
| February 29, 2024 | 68.64% |
| January 31, 2024 | 68.64% |
| December 31, 2023 | 68.64% |
| November 30, 2023 | 67.82% |
| October 31, 2023 | 62.38% |
| September 30, 2023 | 59.39% |
| August 31, 2023 | 59.39% |
| July 31, 2023 | 59.39% |
| June 30, 2023 | 59.39% |
| May 31, 2023 | 59.39% |
| April 30, 2023 | 59.39% |
| March 31, 2023 | 59.39% |
| February 28, 2023 | 59.39% |
| January 31, 2023 | 59.39% |
| December 31, 2022 | 59.39% |
| November 30, 2022 | 59.39% |
| October 31, 2022 | 59.36% |
| September 30, 2022 | 58.95% |
| August 31, 2022 | 55.64% |
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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
| Kao Corp. | 60.62% |
| Kosé Holdings Corp. | 83.12% |
| euglena Co., Ltd. | 74.83% |
| Milbon Co., Ltd. | 0.00% |
| Kobayashi Pharmaceutical Co., Ltd. | 61.40% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -26.61 |
| Beta (5Y) | 0.2812 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.82% |
| Historical Sharpe Ratio (5Y) | -0.6129 |
| Historical Sortino (5Y) | -1.092 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.40% |