Sumitomo Realty & Development Co Ltd (SURDF)
30.38
0.00 (0.00%)
USD |
OTCM |
Nov 04, 16:00
Sumitomo Realty & Development Max Drawdown (5Y): 44.05% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 44.05% |
| August 31, 2024 | 44.05% |
| July 31, 2024 | 44.05% |
| June 30, 2024 | 44.05% |
| May 31, 2024 | 44.05% |
| April 30, 2024 | 44.05% |
| March 31, 2024 | 44.05% |
| February 29, 2024 | 44.05% |
| January 31, 2024 | 44.05% |
| December 31, 2023 | 44.05% |
| November 30, 2023 | 44.05% |
| October 31, 2023 | 44.05% |
| September 30, 2023 | 44.05% |
| August 31, 2023 | 44.05% |
| July 31, 2023 | 44.05% |
| June 30, 2023 | 44.05% |
| May 31, 2023 | 44.05% |
| April 30, 2023 | 44.05% |
| March 31, 2023 | 44.05% |
| February 28, 2023 | 44.05% |
| January 31, 2023 | 44.05% |
| December 31, 2022 | 44.05% |
| November 30, 2022 | 44.05% |
| October 31, 2022 | 44.05% |
| September 30, 2022 | 44.05% |
| Date | Value |
|---|---|
| August 31, 2022 | 44.05% |
| July 31, 2022 | 44.05% |
| June 30, 2022 | 44.05% |
| May 31, 2022 | 44.05% |
| April 30, 2022 | 44.05% |
| March 31, 2022 | 44.05% |
| February 28, 2022 | 44.05% |
| January 31, 2022 | 44.05% |
| December 31, 2021 | 44.05% |
| November 30, 2021 | 44.70% |
| October 31, 2021 | 45.63% |
| September 30, 2021 | 45.63% |
| August 31, 2021 | 47.76% |
| July 31, 2021 | 48.61% |
| June 30, 2021 | 48.61% |
| May 31, 2021 | 48.69% |
| April 30, 2021 | 48.69% |
| March 31, 2021 | 48.69% |
| February 28, 2021 | 48.69% |
| January 31, 2021 | 48.69% |
| December 31, 2020 | 48.69% |
| November 30, 2020 | 48.69% |
| October 31, 2020 | 48.69% |
| September 30, 2020 | 48.69% |
| August 31, 2020 | 48.69% |
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
44.05%
Minimum
Dec 2021
48.69%
Maximum
Nov 2019
45.83%
Average
44.05%
Median
Dec 2021
Max Drawdown (5Y) Benchmarks
| Daiwa House Industry Co Ltd | 45.63% |
| Tokyo Tatemono Co Ltd | 50.41% |
| Goldcrest Co Ltd | 38.06% |
| Nomura Real Estate Holdings Inc | -- |
| Lead Real Estate Co Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.463 |
| Beta (5Y) | 0.406 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.28% |
| Historical Sharpe Ratio (5Y) | -0.0931 |
| Historical Sortino (5Y) | -0.1209 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.98% |