Suntory Beverage & Food Ltd (STBFY)
16.09
-0.41
(-2.48%)
USD |
OTCM |
Nov 14, 15:58
Suntory Beverage & Food Max Drawdown (5Y): 34.34% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 34.34% |
| September 30, 2024 | 34.34% |
| August 31, 2024 | 34.34% |
| July 31, 2024 | 34.34% |
| June 30, 2024 | 34.34% |
| May 31, 2024 | 34.34% |
| April 30, 2024 | 34.34% |
| March 31, 2024 | 34.34% |
| February 29, 2024 | 34.34% |
| January 31, 2024 | 34.34% |
| December 31, 2023 | 34.34% |
| November 30, 2023 | 34.34% |
| October 31, 2023 | 34.34% |
| September 30, 2023 | 34.34% |
| August 31, 2023 | 34.34% |
| July 31, 2023 | 34.34% |
| June 30, 2023 | 34.34% |
| May 31, 2023 | 34.34% |
| April 30, 2023 | 34.34% |
| March 31, 2023 | 34.34% |
| February 28, 2023 | 34.34% |
| January 31, 2023 | 34.34% |
| December 31, 2022 | 34.34% |
| November 30, 2022 | 34.34% |
| October 31, 2022 | 34.34% |
| Date | Value |
|---|---|
| September 30, 2022 | 34.34% |
| August 31, 2022 | 34.34% |
| July 31, 2022 | 34.34% |
| June 30, 2022 | 34.34% |
| May 31, 2022 | 34.34% |
| April 30, 2022 | 34.34% |
| March 31, 2022 | 34.34% |
| February 28, 2022 | 34.34% |
| January 31, 2022 | 34.34% |
| December 31, 2021 | 34.34% |
| November 30, 2021 | 34.34% |
| October 31, 2021 | 34.34% |
| September 30, 2021 | 34.34% |
| August 31, 2021 | 34.34% |
| July 31, 2021 | 34.34% |
| June 30, 2021 | 34.34% |
| May 31, 2021 | 34.34% |
| April 30, 2021 | 34.34% |
| March 31, 2021 | 34.34% |
| February 28, 2021 | 34.34% |
| January 31, 2021 | 34.34% |
| December 31, 2020 | 34.34% |
| November 30, 2020 | 34.34% |
| October 31, 2020 | 34.34% |
| September 30, 2020 | 34.34% |
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
24.72%
Minimum
Nov 2019
34.34%
Maximum
Mar 2020
33.70%
Average
34.34%
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 | 49.15% |
| Takara Holdings Inc | -- |
| Sapporo Holdings Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.177 |
| Beta (5Y) | 0.2147 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.38% |
| Historical Sharpe Ratio (5Y) | -0.2652 |
| Historical Sortino (5Y) | -0.4482 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.39% |