Samsung Electronics Co Ltd (SSNLF)
40.60
0.00 (0.00%)
USD |
OTCM |
Nov 13, 16:00
Samsung Electronics Max Drawdown (5Y): 29.70% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 29.70% |
| September 30, 2024 | 29.70% |
| August 31, 2024 | 29.70% |
| July 31, 2024 | 29.70% |
| June 30, 2024 | 29.70% |
| May 31, 2024 | 29.70% |
| April 30, 2024 | 29.70% |
| March 31, 2024 | 29.70% |
| February 29, 2024 | 29.70% |
| January 31, 2024 | 29.70% |
| December 31, 2023 | 29.70% |
| November 30, 2023 | 29.70% |
| October 31, 2023 | 29.70% |
| September 30, 2023 | 29.70% |
| August 31, 2023 | 29.70% |
| July 31, 2023 | 29.70% |
| June 30, 2023 | 29.70% |
| May 31, 2023 | 29.70% |
| April 30, 2023 | 29.70% |
| March 31, 2023 | 29.70% |
| February 28, 2023 | 29.70% |
| January 31, 2023 | 29.70% |
| December 31, 2022 | 29.70% |
| November 30, 2022 | 29.70% |
| October 31, 2022 | 29.70% |
| Date | Value |
|---|---|
| September 30, 2022 | 29.70% |
| August 31, 2022 | 9.80% |
| July 31, 2022 | 9.80% |
| June 30, 2022 | 14.87% |
| May 31, 2022 | 15.95% |
| April 30, 2022 | 15.95% |
| March 31, 2022 | 15.95% |
| February 28, 2022 | 15.95% |
| January 31, 2022 | 15.95% |
| December 31, 2021 | 15.95% |
| November 30, 2021 | 15.95% |
| October 31, 2021 | 15.95% |
| September 30, 2021 | 15.95% |
| August 31, 2021 | 21.88% |
| July 31, 2021 | 21.88% |
| June 30, 2021 | 21.88% |
| May 31, 2021 | 21.88% |
| April 30, 2021 | 21.88% |
| March 31, 2021 | 22.79% |
| February 28, 2021 | 27.61% |
| January 31, 2021 | 27.61% |
| December 31, 2020 | 31.06% |
| November 30, 2020 | 31.06% |
| October 31, 2020 | 31.06% |
| September 30, 2020 | 31.06% |
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
9.80%
Minimum
Jul 2022
42.36%
Maximum
Nov 2019
27.84%
Average
29.70%
Median
Sep 2022
Max Drawdown (5Y) Benchmarks
| Micron Technology Inc | 49.63% |
| Taiwan Semiconductor Manufacturing Co Ltd | 56.48% |
| Apple Inc | 31.43% |
| NVIDIA Corp | 66.34% |
| LG Display Co Ltd | 77.19% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.680 |
| Beta (5Y) | 0.3011 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.65% |
| Historical Sharpe Ratio (5Y) | -0.1931 |
| Historical Sortino (5Y) | -0.2801 |