Sumitomo Mitsui Trust Group, Inc. (SUTNY)
5.60
+0.03
(+0.54%)
USD |
OTCM |
Oct 02, 16:00
Sumitomo Mitsui Trust Group Max Drawdown (5Y) : 35.66% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 35.66% |
| August 31, 2026 | 35.66% |
| July 31, 2026 | 35.66% |
| June 30, 2026 | 35.66% |
| May 31, 2026 | 35.66% |
| April 30, 2026 | 35.66% |
| March 31, 2026 | 35.66% |
| February 28, 2026 | 35.66% |
| January 31, 2026 | 35.66% |
| December 31, 2025 | 35.66% |
| November 30, 2025 | 35.66% |
| October 31, 2025 | 37.69% |
| September 30, 2025 | 39.59% |
| August 31, 2025 | 39.59% |
| July 31, 2025 | 39.59% |
| June 30, 2025 | 40.21% |
| May 31, 2025 | 40.21% |
| April 30, 2025 | 40.21% |
| March 31, 2025 | 40.21% |
| February 28, 2025 | 42.37% |
| January 31, 2025 | 42.37% |
| December 31, 2024 | 42.37% |
| November 30, 2024 | 42.37% |
| October 31, 2024 | 42.37% |
| September 30, 2024 | 42.37% |
| Date | Value |
|---|---|
| August 31, 2024 | 42.37% |
| July 31, 2024 | 42.37% |
| June 30, 2024 | 42.37% |
| May 31, 2024 | 42.37% |
| April 30, 2024 | 42.37% |
| March 31, 2024 | 42.37% |
| February 29, 2024 | 42.37% |
| January 31, 2024 | 42.37% |
| December 31, 2023 | 42.37% |
| November 30, 2023 | 42.37% |
| October 31, 2023 | 42.37% |
| September 30, 2023 | 42.37% |
| August 31, 2023 | 42.37% |
| July 31, 2023 | 42.37% |
| June 30, 2023 | 42.37% |
| May 31, 2023 | 42.37% |
| April 30, 2023 | 42.37% |
| March 31, 2023 | 42.37% |
| February 28, 2023 | 42.37% |
| January 31, 2023 | 42.37% |
| December 31, 2022 | 42.37% |
| November 30, 2022 | 42.37% |
| October 31, 2022 | 42.37% |
| September 30, 2022 | 42.37% |
| August 31, 2022 | 42.37% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Mizuho Financial Group, Inc. | 33.49% |
| Mitsubishi UFJ Financial Group, Inc. | 33.44% |
| Sumitomo Mitsui Financial Group, Inc. | 31.11% |
| Hachijuni Nagano Bank, Ltd. | 82.80% |
| The Chiba Bank, Ltd. | 41.90% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 12.07 |
| Beta (5Y) | 0.4661 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.06% |
| Historical Sharpe Ratio (5Y) | 0.7256 |
| Historical Sortino (5Y) | 1.313 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.12% |