Sumitomo Corp (SSUMY)
26.44
-0.13
(-0.49%)
USD |
OTCM |
May 17, 16:00
Sumitomo Max Drawdown (5Y): 38.50% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 38.50% |
March 31, 2024 | 38.50% |
February 29, 2024 | 38.50% |
January 31, 2024 | 38.50% |
December 31, 2023 | 38.50% |
November 30, 2023 | 38.50% |
October 31, 2023 | 38.50% |
September 30, 2023 | 38.50% |
August 31, 2023 | 38.50% |
July 31, 2023 | 38.50% |
June 30, 2023 | 38.50% |
May 31, 2023 | 38.50% |
April 30, 2023 | 38.50% |
March 31, 2023 | 38.50% |
February 28, 2023 | 38.50% |
January 31, 2023 | 38.50% |
December 31, 2022 | 38.50% |
November 30, 2022 | 38.50% |
October 31, 2022 | 38.50% |
September 30, 2022 | 38.50% |
August 31, 2022 | 38.50% |
July 31, 2022 | 38.50% |
June 30, 2022 | 38.50% |
May 31, 2022 | 38.50% |
April 30, 2022 | 38.50% |
Date | Value |
---|---|
March 31, 2022 | 38.50% |
February 28, 2022 | 38.50% |
January 31, 2022 | 38.50% |
December 31, 2021 | 38.50% |
November 30, 2021 | 38.50% |
October 31, 2021 | 38.50% |
September 30, 2021 | 38.50% |
August 31, 2021 | 38.50% |
July 31, 2021 | 38.50% |
June 30, 2021 | 38.50% |
May 31, 2021 | 38.50% |
April 30, 2021 | 38.50% |
March 31, 2021 | 38.50% |
February 28, 2021 | 38.50% |
January 31, 2021 | 38.50% |
December 31, 2020 | 38.50% |
November 30, 2020 | 38.50% |
October 31, 2020 | 38.50% |
September 30, 2020 | 38.50% |
August 31, 2020 | 38.50% |
July 31, 2020 | 38.50% |
June 30, 2020 | 38.50% |
May 31, 2020 | 38.50% |
April 30, 2020 | 38.50% |
March 31, 2020 | 38.50% |
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
36.61%
Minimum
May 2019
38.50%
Maximum
Mar 2020
38.19%
Average
38.50%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
ITOCHU Corp | 28.01% |
Marubeni Corp | 50.30% |
Mitsui & Co Ltd | 28.50% |
Mitsubishi Corp | 37.82% |
Kubota Corp | 47.22% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 8.292 |
Beta (5Y) | 0.699 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.42% |
Historical Sharpe Ratio (5Y) | 0.6867 |
Historical Sortino (5Y) | 0.9548 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.52% |