The Chiba Bank Ltd (CHBAY)
37.04
0.00 (0.00%)
USD |
OTCM |
May 03, 16:00
Chiba Bank Max Drawdown (5Y): 57.70% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 57.70% |
March 31, 2024 | 57.70% |
February 29, 2024 | 57.70% |
January 31, 2024 | 57.70% |
December 31, 2023 | 57.70% |
November 30, 2023 | 57.70% |
October 31, 2023 | 57.70% |
September 30, 2023 | 57.70% |
August 31, 2023 | 57.70% |
July 31, 2023 | 57.70% |
June 30, 2023 | 57.70% |
May 31, 2023 | 57.70% |
April 30, 2023 | 57.70% |
March 31, 2023 | 57.70% |
February 28, 2023 | 57.70% |
January 31, 2023 | 57.70% |
December 31, 2022 | 57.70% |
November 30, 2022 | 57.70% |
October 31, 2022 | 57.70% |
September 30, 2022 | 57.70% |
August 31, 2022 | 57.70% |
July 31, 2022 | 57.70% |
June 30, 2022 | 57.70% |
May 31, 2022 | 57.70% |
April 30, 2022 | 57.70% |
Date | Value |
---|---|
March 31, 2022 | 57.70% |
February 28, 2022 | 57.70% |
January 31, 2022 | 57.70% |
December 31, 2021 | 57.70% |
November 30, 2021 | 57.70% |
October 31, 2021 | 57.70% |
September 30, 2021 | 57.70% |
August 31, 2021 | 57.70% |
July 31, 2021 | 57.70% |
June 30, 2021 | 57.70% |
May 31, 2021 | 57.70% |
April 30, 2021 | 57.70% |
March 31, 2021 | 57.70% |
February 28, 2021 | 57.70% |
January 31, 2021 | 57.70% |
December 31, 2020 | 57.70% |
November 30, 2020 | 57.70% |
October 31, 2020 | 57.70% |
September 30, 2020 | 57.70% |
August 31, 2020 | 57.70% |
July 31, 2020 | 57.70% |
June 30, 2020 | 57.70% |
May 31, 2020 | 57.70% |
April 30, 2020 | 57.70% |
March 31, 2020 | 57.70% |
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
46.63%
Minimum
May 2019
57.70%
Maximum
Mar 2020
55.88%
Average
57.70%
Median
Mar 2020
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) | 3.680 |
Beta (5Y) | 0.3351 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.71% |
Historical Sharpe Ratio (5Y) | 0.2776 |
Historical Sortino (5Y) | 0.4689 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.94% |