Fujitsu Ltd (FJTSY)
16.25
+0.18
(+1.13%)
USD |
OTCM |
May 03, 16:00
Fujitsu Max Drawdown (5Y): 46.98% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 46.98% |
| March 31, 2024 | 46.98% |
| February 29, 2024 | 46.98% |
| January 31, 2024 | 46.98% |
| December 31, 2023 | 46.98% |
| November 30, 2023 | 46.98% |
| October 31, 2023 | 46.98% |
| September 30, 2023 | 46.98% |
| August 31, 2023 | 46.98% |
| July 31, 2023 | 46.98% |
| June 30, 2023 | 46.98% |
| May 31, 2023 | 46.98% |
| April 30, 2023 | 46.98% |
| March 31, 2023 | 46.98% |
| February 28, 2023 | 46.98% |
| January 31, 2023 | 46.98% |
| December 31, 2022 | 46.98% |
| November 30, 2022 | 46.98% |
| October 31, 2022 | 46.98% |
| September 30, 2022 | 46.98% |
| August 31, 2022 | 40.85% |
| July 31, 2022 | 39.82% |
| June 30, 2022 | 39.82% |
| May 31, 2022 | 35.96% |
| April 30, 2022 | 35.96% |
| Date | Value |
|---|---|
| March 31, 2022 | 35.96% |
| February 28, 2022 | 35.96% |
| January 31, 2022 | 35.22% |
| December 31, 2021 | 35.22% |
| November 30, 2021 | 35.22% |
| October 31, 2021 | 35.22% |
| September 30, 2021 | 35.22% |
| August 31, 2021 | 35.22% |
| July 31, 2021 | 35.22% |
| June 30, 2021 | 35.22% |
| May 31, 2021 | 47.43% |
| April 30, 2021 | 54.63% |
| March 31, 2021 | 54.63% |
| February 28, 2021 | 54.63% |
| January 31, 2021 | 56.50% |
| December 31, 2020 | 56.50% |
| November 30, 2020 | 58.84% |
| October 31, 2020 | 58.84% |
| September 30, 2020 | 58.84% |
| August 31, 2020 | 58.84% |
| July 31, 2020 | 58.84% |
| June 30, 2020 | 58.84% |
| May 31, 2020 | 58.84% |
| April 30, 2020 | 58.84% |
| March 31, 2020 | 58.84% |
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
35.22%
Minimum
Jun 2021
58.84%
Maximum
May 2019
48.80%
Average
46.98%
Median
Sep 2022
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 5.989 |
| Beta (5Y) | 0.8855 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.35% |
| Historical Sharpe Ratio (5Y) | 0.5225 |
| Historical Sortino (5Y) | 0.8166 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.48% |