Seven Bank Ltd (SVNBY)
19.24
0.00 (0.00%)
USD |
OTCM |
May 07, 16:00
Seven Bank Max Drawdown (5Y): 42.99% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 42.99% |
| March 31, 2024 | 42.99% |
| February 29, 2024 | 42.99% |
| January 31, 2024 | 42.99% |
| December 31, 2023 | 42.99% |
| November 30, 2023 | 42.99% |
| October 31, 2023 | 42.99% |
| September 30, 2023 | 42.99% |
| August 31, 2023 | 42.99% |
| July 31, 2023 | 42.99% |
| June 30, 2023 | 42.99% |
| May 31, 2023 | 42.99% |
| April 30, 2023 | 42.99% |
| March 31, 2023 | 42.99% |
| February 28, 2023 | 42.99% |
| January 31, 2023 | 42.99% |
| December 31, 2022 | 42.99% |
| November 30, 2022 | 42.99% |
| October 31, 2022 | 34.76% |
| September 30, 2022 | 34.76% |
| August 31, 2022 | 34.76% |
| July 31, 2022 | 34.76% |
| June 30, 2022 | 34.76% |
| May 31, 2022 | 34.76% |
| April 30, 2022 | 34.76% |
| Date | Value |
|---|---|
| March 31, 2022 | 34.76% |
| February 28, 2022 | 34.76% |
| January 31, 2022 | 34.76% |
| December 31, 2021 | 34.76% |
| November 30, 2021 | 34.76% |
| October 31, 2021 | 33.76% |
| September 30, 2021 | 33.76% |
| August 31, 2021 | 33.76% |
| July 31, 2021 | 33.76% |
| June 30, 2021 | 33.76% |
| May 31, 2021 | 33.76% |
| April 30, 2021 | 33.76% |
| March 31, 2021 | 33.76% |
| February 28, 2021 | 33.76% |
| January 31, 2021 | 33.76% |
| December 31, 2020 | 33.22% |
| November 30, 2020 | 30.57% |
| October 31, 2020 | 26.08% |
| September 30, 2020 | 24.98% |
| August 31, 2020 | 24.98% |
| July 31, 2020 | 23.59% |
| June 30, 2020 | 23.59% |
| May 31, 2020 | 23.59% |
| April 30, 2020 | 23.59% |
| March 31, 2020 | 23.59% |
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
21.24%
Minimum
May 2019
42.99%
Maximum
Nov 2022
33.31%
Average
34.26%
Median
Max Drawdown (5Y) Benchmarks
| ORIX Corp | 42.52% |
| Mizuho Financial Group Inc | 46.77% |
| Mitsubishi UFJ Financial Group Inc | 54.49% |
| Nomura Holdings Inc | 52.85% |
| Sumitomo Mitsui Financial Group Inc | 47.68% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.715 |
| Beta (5Y) | 0.0522 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 18.43% |
| Historical Sharpe Ratio (5Y) | -0.3871 |
| Historical Sortino (5Y) | -0.5144 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.67% |