Daikin Industries Ltd (DKILF)
142.41
+0.50
(+0.35%)
USD |
OTCM |
May 03, 16:00
Daikin Industries Max Drawdown (5Y): 53.44% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 53.44% |
| March 31, 2024 | 51.48% |
| February 29, 2024 | 47.29% |
| January 31, 2024 | 47.29% |
| December 31, 2023 | 47.29% |
| November 30, 2023 | 47.29% |
| October 31, 2023 | 47.29% |
| September 30, 2023 | 46.07% |
| August 31, 2023 | 46.07% |
| July 31, 2023 | 46.07% |
| June 30, 2023 | 46.07% |
| May 31, 2023 | 46.07% |
| April 30, 2023 | 46.07% |
| March 31, 2023 | 46.07% |
| February 28, 2023 | 46.07% |
| January 31, 2023 | 46.07% |
| December 31, 2022 | 46.07% |
| November 30, 2022 | 46.07% |
| October 31, 2022 | 46.07% |
| September 30, 2022 | 46.07% |
| August 31, 2022 | 46.07% |
| July 31, 2022 | 46.07% |
| June 30, 2022 | 46.07% |
| May 31, 2022 | 46.07% |
| April 30, 2022 | 44.11% |
| Date | Value |
|---|---|
| March 31, 2022 | 37.60% |
| February 28, 2022 | 32.67% |
| January 31, 2022 | 25.98% |
| December 31, 2021 | 25.45% |
| November 30, 2021 | 25.45% |
| October 31, 2021 | 25.45% |
| September 30, 2021 | 24.27% |
| August 31, 2021 | 24.27% |
| July 31, 2021 | 24.27% |
| June 30, 2021 | 24.27% |
| May 31, 2021 | 24.27% |
| April 30, 2021 | 24.27% |
| March 31, 2021 | 24.27% |
| February 28, 2021 | 24.27% |
| January 31, 2021 | 24.27% |
| December 31, 2020 | 24.27% |
| November 30, 2020 | 24.27% |
| October 31, 2020 | 24.27% |
| September 30, 2020 | 24.27% |
| August 31, 2020 | 24.27% |
| July 31, 2020 | 24.27% |
| June 30, 2020 | 24.27% |
| May 31, 2020 | 24.27% |
| April 30, 2020 | 24.27% |
| March 31, 2020 | 24.27% |
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
22.52%
Minimum
May 2019
53.44%
Maximum
Apr 2024
33.79%
Average
25.45%
Median
Oct 2021
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) | -6.419 |
| Beta (5Y) | 0.732 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.04% |
| Historical Sharpe Ratio (5Y) | 0.056 |
| Historical Sortino (5Y) | 0.0936 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.56% |