Sumitomo Realty & Development Co Ltd (SURDF)
33.37
0.00 (0.00%)
USD |
OTCM |
May 16, 16:00
Sumitomo Realty & Development Max Drawdown (5Y): 44.05% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
July 31, 2020 | 48.69% |
June 30, 2020 | 48.69% |
May 31, 2020 | 48.69% |
April 30, 2020 | 48.69% |
March 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
May 2019
46.26%
Average
45.16%
Median
Max Drawdown (5Y) Benchmarks
Daiwa House Industry Co Ltd | 45.63% |
Tokyo Tatemono Co Ltd | 50.41% |
Goldcrest Co Ltd | 41.89% |
Lead Real Estate Co Ltd | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -7.111 |
Beta (5Y) | 0.3678 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.52% |
Historical Sharpe Ratio (5Y) | -0.0987 |
Historical Sortino (5Y) | -0.1269 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.97% |