Shiseido Co Ltd (SSDOY)
17.70
-0.09
(-0.51%)
USD |
OTCM |
Nov 22, 16:00
Shiseido Max Drawdown (5Y): 73.40% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 73.40% |
| September 30, 2024 | 73.40% |
| August 31, 2024 | 71.98% |
| July 31, 2024 | 67.91% |
| June 30, 2024 | 67.91% |
| May 31, 2024 | 67.91% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
73.40%
Maximum
Sep 2024
50.42%
Average
48.42%
Median
Max Drawdown (5Y) Benchmarks
| Kirin Holdings Co Ltd | 48.69% |
| Coca-Cola Bottlers Japan Holdings Inc | 78.86% |
| Asahi Group Holdings Ltd | 49.15% |
| Takara Holdings Inc | -- |
| Sapporo Holdings Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -30.06 |
| Beta (5Y) | 0.3804 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.46% |
| Historical Sharpe Ratio (5Y) | -0.7515 |
| Historical Sortino (5Y) | -1.331 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.14% |