Shiseido Co Ltd (SSDOY)
27.10
+0.36
(+1.37%)
USD |
OTCM |
May 01, 16:00
Shiseido Max Drawdown (5Y): 67.91% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 67.91% |
March 31, 2024 | 67.56% |
February 29, 2024 | 67.56% |
January 31, 2024 | 67.56% |
December 31, 2023 | 67.56% |
November 30, 2023 | 66.71% |
October 31, 2023 | 61.08% |
September 30, 2023 | 58.43% |
August 31, 2023 | 58.43% |
July 31, 2023 | 58.43% |
June 30, 2023 | 58.43% |
May 31, 2023 | 58.43% |
April 30, 2023 | 58.43% |
March 31, 2023 | 58.43% |
February 28, 2023 | 58.43% |
January 31, 2023 | 58.43% |
December 31, 2022 | 58.43% |
November 30, 2022 | 58.43% |
October 31, 2022 | 58.39% |
September 30, 2022 | 57.97% |
August 31, 2022 | 54.78% |
July 31, 2022 | 54.78% |
June 30, 2022 | 54.78% |
May 31, 2022 | 52.12% |
April 30, 2022 | 44.72% |
Date | Value |
---|---|
March 31, 2022 | 44.72% |
February 28, 2022 | 40.44% |
January 31, 2022 | 40.44% |
December 31, 2021 | 38.86% |
November 30, 2021 | 38.86% |
October 31, 2021 | 38.86% |
September 30, 2021 | 38.86% |
August 31, 2021 | 38.86% |
July 31, 2021 | 38.86% |
June 30, 2021 | 38.86% |
May 31, 2021 | 38.86% |
April 30, 2021 | 38.86% |
March 31, 2021 | 38.86% |
February 28, 2021 | 38.86% |
January 31, 2021 | 38.86% |
December 31, 2020 | 38.86% |
November 30, 2020 | 38.86% |
October 31, 2020 | 38.86% |
September 30, 2020 | 38.86% |
August 31, 2020 | 38.86% |
July 31, 2020 | 38.86% |
June 30, 2020 | 38.86% |
May 31, 2020 | 38.86% |
April 30, 2020 | 38.86% |
March 31, 2020 | 38.86% |
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
33.98%
Minimum
May 2019
67.91%
Maximum
Apr 2024
46.77%
Average
38.86%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Kirin Holdings Co Ltd | 48.69% |
Coca-Cola Bottlers Japan Holdings Inc | 78.86% |
Asahi Group Holdings Ltd | 47.76% |
Suntory Beverage & Food Ltd | 34.34% |
Sapporo Holdings Ltd | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -24.60 |
Beta (5Y) | 0.3487 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.23% |
Historical Sharpe Ratio (5Y) | -0.6851 |
Historical Sortino (5Y) | -1.278 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.19% |