Chudenko Corp (CKOCF)
17.48
0.00 (0.00%)
USD |
OTCM |
May 17, 16:00
Chudenko Max Drawdown (5Y): 43.52% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 43.52% |
March 31, 2024 | 43.52% |
February 29, 2024 | 43.52% |
January 31, 2024 | 43.52% |
December 31, 2023 | 43.52% |
November 30, 2023 | 43.52% |
October 31, 2023 | 43.52% |
September 30, 2023 | 43.52% |
August 31, 2023 | 43.52% |
July 31, 2023 | 43.52% |
June 30, 2023 | 43.52% |
May 31, 2023 | 43.52% |
April 30, 2023 | 43.52% |
March 31, 2023 | 43.52% |
February 28, 2023 | 43.52% |
January 31, 2023 | 43.52% |
December 31, 2022 | 43.52% |
November 30, 2022 | 40.93% |
October 31, 2022 | 40.93% |
September 30, 2022 | 40.93% |
August 31, 2022 | 40.93% |
July 31, 2022 | 39.45% |
June 30, 2022 | 39.45% |
May 31, 2022 | 39.45% |
April 30, 2022 | 35.20% |
Date | Value |
---|---|
March 31, 2022 | 35.20% |
February 28, 2022 | 32.49% |
January 31, 2022 | 32.49% |
December 31, 2021 | 32.49% |
November 30, 2021 | 28.97% |
October 31, 2021 | 26.49% |
September 30, 2021 | 26.49% |
August 31, 2021 | 26.49% |
July 31, 2021 | 26.49% |
June 30, 2021 | 26.49% |
May 31, 2021 | 26.49% |
April 30, 2021 | 26.49% |
March 31, 2021 | 26.49% |
February 28, 2021 | 26.49% |
January 31, 2021 | 26.49% |
December 31, 2020 | 26.49% |
November 30, 2020 | 26.49% |
October 31, 2020 | 26.49% |
September 30, 2020 | 26.49% |
August 31, 2020 | 26.49% |
July 31, 2020 | 26.49% |
June 30, 2020 | 26.49% |
May 31, 2020 | 26.49% |
April 30, 2020 | 26.49% |
March 31, 2020 | 26.49% |
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
26.20%
Minimum
May 2019
43.52%
Maximum
Dec 2022
33.55%
Average
27.73%
Median
Max Drawdown (5Y) Benchmarks
Kubota Corp | 47.22% |
Kyocera Corp | 31.65% |
Dr. Foods Inc | 99.88% |
FUJIFILM Holdings Corp | 46.92% |
Mitsubishi Heavy Industries Ltd | 61.76% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -3.978 |
Beta (5Y) | 0.1018 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 13.07% |
Historical Sharpe Ratio (5Y) | -0.2175 |
Historical Sortino (5Y) | -0.2815 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.58% |