Fast Retailing Co Ltd (FRCOF)
261.04
0.00 (0.00%)
USD |
OTCM |
May 03, 16:00
Fast Retailing Max Drawdown (5Y): 54.24% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 54.24% |
| March 31, 2024 | 54.24% |
| February 29, 2024 | 54.24% |
| January 31, 2024 | 54.24% |
| December 31, 2023 | 54.24% |
| November 30, 2023 | 54.24% |
| October 31, 2023 | 54.24% |
| September 30, 2023 | 54.24% |
| August 31, 2023 | 54.24% |
| July 31, 2023 | 54.24% |
| June 30, 2023 | 54.24% |
| May 31, 2023 | 54.24% |
| April 30, 2023 | 54.24% |
| March 31, 2023 | 54.24% |
| February 28, 2023 | 54.24% |
| January 31, 2023 | 54.24% |
| December 31, 2022 | 54.24% |
| November 30, 2022 | 54.24% |
| October 31, 2022 | 54.24% |
| September 30, 2022 | 54.24% |
| August 31, 2022 | 54.24% |
| July 31, 2022 | 54.24% |
| June 30, 2022 | 54.24% |
| May 31, 2022 | 54.24% |
| April 30, 2022 | 53.84% |
| Date | Value |
|---|---|
| March 31, 2022 | 50.62% |
| February 28, 2022 | 47.78% |
| January 31, 2022 | 47.78% |
| December 31, 2021 | 45.42% |
| November 30, 2021 | 45.42% |
| October 31, 2021 | 45.42% |
| September 30, 2021 | 45.42% |
| August 31, 2021 | 45.42% |
| July 31, 2021 | 45.42% |
| June 30, 2021 | 45.42% |
| May 31, 2021 | 45.42% |
| April 30, 2021 | 45.90% |
| March 31, 2021 | 46.95% |
| February 28, 2021 | 48.65% |
| January 31, 2021 | 50.24% |
| December 31, 2020 | 50.24% |
| November 30, 2020 | 50.24% |
| October 31, 2020 | 50.24% |
| September 30, 2020 | 50.24% |
| August 31, 2020 | 50.24% |
| July 31, 2020 | 50.24% |
| June 30, 2020 | 50.24% |
| May 31, 2020 | 50.24% |
| April 30, 2020 | 50.24% |
| March 31, 2020 | 50.24% |
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
45.42%
Minimum
May 2021
54.24%
Maximum
May 2022
51.03%
Average
50.24%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| Honda Motor Co Ltd | 41.93% |
| Toyota Motor Corp | 36.79% |
| MEDIROM Healthcare Technologies Inc | -- |
| Yoshitsu Co Ltd | -- |
| Linkage Global Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.070 |
| Beta (5Y) | 0.5698 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.54% |
| Historical Sharpe Ratio (5Y) | 0.1729 |
| Historical Sortino (5Y) | 0.2791 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.48% |