Daiichi Sankyo Co Ltd (DSNKY)
33.56
+0.20
(+0.58%)
USD |
OTCM |
May 01, 16:00
Daiichi Sankyo Max Drawdown (5Y): 51.52% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 51.52% |
March 31, 2024 | 51.52% |
February 29, 2024 | 51.52% |
January 31, 2024 | 51.52% |
December 31, 2023 | 51.52% |
November 30, 2023 | 51.52% |
October 31, 2023 | 51.52% |
September 30, 2023 | 51.52% |
August 31, 2023 | 51.52% |
July 31, 2023 | 51.52% |
June 30, 2023 | 51.52% |
May 31, 2023 | 51.52% |
April 30, 2023 | 51.52% |
March 31, 2023 | 51.52% |
February 28, 2023 | 51.52% |
January 31, 2023 | 51.52% |
December 31, 2022 | 51.52% |
November 30, 2022 | 51.52% |
October 31, 2022 | 51.52% |
September 30, 2022 | 51.52% |
August 31, 2022 | 51.52% |
July 31, 2022 | 51.52% |
June 30, 2022 | 51.52% |
May 31, 2022 | 51.52% |
April 30, 2022 | 51.52% |
Date | Value |
---|---|
March 31, 2022 | 51.52% |
February 28, 2022 | 51.52% |
January 31, 2022 | 51.52% |
December 31, 2021 | 51.52% |
November 30, 2021 | 51.52% |
October 31, 2021 | 51.52% |
September 30, 2021 | 51.52% |
August 31, 2021 | 51.52% |
July 31, 2021 | 47.07% |
June 30, 2021 | 42.24% |
May 31, 2021 | 38.69% |
April 30, 2021 | 32.18% |
March 31, 2021 | 32.18% |
February 28, 2021 | 32.18% |
January 31, 2021 | 32.18% |
December 31, 2020 | 32.18% |
November 30, 2020 | 32.18% |
October 31, 2020 | 32.18% |
September 30, 2020 | 32.18% |
August 31, 2020 | 32.18% |
July 31, 2020 | 32.18% |
June 30, 2020 | 32.18% |
May 31, 2020 | 32.18% |
April 30, 2020 | 32.18% |
March 31, 2020 | 32.18% |
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
29.37%
Minimum
Nov 2019
51.52%
Maximum
Aug 2021
42.95%
Average
51.52%
Median
Aug 2021
Max Drawdown (5Y) Benchmarks
AstraZeneca PLC | 24.93% |
Eisai Co Ltd | 91.54% |
Takeda Pharmaceutical Co Ltd | 54.24% |
Nxera Pharma Co Ltd | 95.29% |
PeptiDream Inc | 87.73% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 10.56 |
Beta (5Y) | 0.3118 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.17% |
Historical Sharpe Ratio (5Y) | 0.388 |
Historical Sortino (5Y) | 0.7817 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.64% |