DeNA Co Ltd (DNACF)
10.00
0.00 (0.00%)
USD |
OTCM |
May 17, 16:00
DeNA Max Drawdown (5Y): 71.06% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 71.06% |
March 31, 2024 | 71.06% |
February 29, 2024 | 71.06% |
January 31, 2024 | 71.06% |
December 31, 2023 | 71.06% |
November 30, 2023 | 71.06% |
October 31, 2023 | 71.06% |
September 30, 2023 | 71.06% |
August 31, 2023 | 71.06% |
July 31, 2023 | 71.06% |
June 30, 2023 | 71.06% |
May 31, 2023 | 71.06% |
April 30, 2023 | 71.06% |
March 31, 2023 | 71.06% |
February 28, 2023 | 71.06% |
January 31, 2023 | 71.06% |
December 31, 2022 | 71.06% |
November 30, 2022 | 71.06% |
October 31, 2022 | 71.06% |
September 30, 2022 | 71.06% |
August 31, 2022 | 71.06% |
July 31, 2022 | 71.06% |
June 30, 2022 | 71.06% |
May 31, 2022 | 71.06% |
April 30, 2022 | 71.06% |
Date | Value |
---|---|
March 31, 2022 | 71.06% |
February 28, 2022 | 71.06% |
January 31, 2022 | 71.06% |
December 31, 2021 | 71.06% |
November 30, 2021 | 71.06% |
October 31, 2021 | 71.06% |
September 30, 2021 | 71.06% |
August 31, 2021 | 71.06% |
July 31, 2021 | 71.06% |
June 30, 2021 | 71.06% |
May 31, 2021 | 71.06% |
April 30, 2021 | 71.06% |
March 31, 2021 | 71.06% |
February 28, 2021 | 71.06% |
January 31, 2021 | 71.06% |
December 31, 2020 | 71.06% |
November 30, 2020 | 71.06% |
October 31, 2020 | 71.06% |
September 30, 2020 | 71.06% |
August 31, 2020 | 71.06% |
July 31, 2020 | 71.06% |
June 30, 2020 | 71.06% |
May 31, 2020 | 71.06% |
April 30, 2020 | 71.06% |
March 31, 2020 | 71.01% |
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
71.01%
Minimum
Jan 2020
99.84%
Maximum
May 2019
74.90%
Average
71.06%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Internet Initiative Japan Inc | 47.50% |
KDDI Corp | 21.25% |
Nippon Telegraph & Telephone Corp | 27.83% |
SoftBank Group Corp | 65.46% |
GMO Internet group Inc | 58.26% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -14.34 |
Beta (5Y) | 0.4695 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.03% |
Historical Sharpe Ratio (5Y) | -0.2599 |
Historical Sortino (5Y) | -0.4573 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.96% |