Seven & i Holdings Co Ltd (SVNDY)
16.49
+0.04
(+0.24%)
USD |
OTCM |
Nov 22, 16:00
Seven & i Holdings Max Drawdown (5Y): 34.79% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 34.79% |
| September 30, 2024 | 34.79% |
| August 31, 2024 | 34.79% |
| July 31, 2024 | 34.79% |
| June 30, 2024 | 34.79% |
| May 31, 2024 | 34.79% |
| April 30, 2024 | 34.79% |
| March 31, 2024 | 34.79% |
| February 29, 2024 | 34.79% |
| January 31, 2024 | 34.79% |
| December 31, 2023 | 34.79% |
| November 30, 2023 | 34.79% |
| October 31, 2023 | 34.79% |
| September 30, 2023 | 34.79% |
| August 31, 2023 | 34.79% |
| July 31, 2023 | 34.79% |
| June 30, 2023 | 34.79% |
| May 31, 2023 | 34.79% |
| April 30, 2023 | 34.79% |
| March 31, 2023 | 34.79% |
| February 28, 2023 | 34.79% |
| January 31, 2023 | 34.79% |
| December 31, 2022 | 34.79% |
| November 30, 2022 | 34.79% |
| October 31, 2022 | 34.79% |
| Date | Value |
|---|---|
| September 30, 2022 | 34.79% |
| August 31, 2022 | 34.79% |
| July 31, 2022 | 34.79% |
| June 30, 2022 | 34.79% |
| May 31, 2022 | 34.79% |
| April 30, 2022 | 34.79% |
| March 31, 2022 | 34.79% |
| February 28, 2022 | 34.79% |
| January 31, 2022 | 34.79% |
| December 31, 2021 | 34.79% |
| November 30, 2021 | 34.79% |
| October 31, 2021 | 34.79% |
| September 30, 2021 | 34.79% |
| August 31, 2021 | 34.79% |
| July 31, 2021 | 34.79% |
| June 30, 2021 | 34.79% |
| May 31, 2021 | 34.79% |
| April 30, 2021 | 34.79% |
| March 31, 2021 | 34.79% |
| February 28, 2021 | 34.79% |
| January 31, 2021 | 34.79% |
| December 31, 2020 | 34.79% |
| November 30, 2020 | 34.79% |
| October 31, 2020 | 34.79% |
| September 30, 2020 | 34.79% |
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
28.55%
Minimum
Nov 2019
34.79%
Maximum
Mar 2020
34.37%
Average
34.79%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Kirin Holdings Co Ltd | 48.69% |
| Coca-Cola Bottlers Japan Holdings Inc | 78.86% |
| Asahi Group Holdings Ltd | 49.15% |
| Takara Holdings Inc | -- |
| Sapporo Holdings Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.013 |
| Beta (5Y) | 0.3485 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.56% |
| Historical Sharpe Ratio (5Y) | 0.1012 |
| Historical Sortino (5Y) | 0.192 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.04% |