Sumitomo Realty & Development Co Ltd (SURDF)

31.59 +0.28 (+0.90%) USD  |  OTCM  |  Dec 16, 14:34
More

Sumitomo Realty & Development Max Drawdown (5Y): 44.05% for Nov. 30, 2024

Max Drawdown (5Y) Chart

View Max Drawdown (5Y) for SURDF.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Cumulative Total Returns Versus Peers
Start Trial

Historical Data

View Historical Data
Start Trial

Max Drawdown Definition

View Max Drawdown Definition
Start Trial

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.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

View Max Drawdown (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Max Drawdown (5Y) Benchmarks

View Max Drawdown (5Y) Benchmarks
Start Trial
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) -11.61
Beta (5Y) 0.4072
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 31.70%
Historical Sharpe Ratio (5Y) -0.1948
Historical Sortino (5Y) -0.2546
Monthly Value at Risk (VaR) 5% (5Y Lookback) 11.98%