JFE Holdings Inc (JFEEF)
17.16
0.00 (0.00%)
USD |
OTCM |
May 03, 16:00
JFE Holdings Max Drawdown (5Y): 73.20% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 73.20% |
March 31, 2024 | 73.20% |
February 29, 2024 | 73.20% |
January 31, 2024 | 73.20% |
December 31, 2023 | 73.20% |
November 30, 2023 | 73.20% |
October 31, 2023 | 73.20% |
September 30, 2023 | 73.20% |
August 31, 2023 | 73.20% |
July 31, 2023 | 73.20% |
June 30, 2023 | 73.20% |
May 31, 2023 | 73.20% |
April 30, 2023 | 73.20% |
March 31, 2023 | 73.20% |
February 28, 2023 | 73.20% |
January 31, 2023 | 73.20% |
December 31, 2022 | 73.20% |
November 30, 2022 | 73.20% |
October 31, 2022 | 73.20% |
September 30, 2022 | 73.20% |
August 31, 2022 | 73.20% |
July 31, 2022 | 73.20% |
June 30, 2022 | 73.20% |
May 31, 2022 | 73.20% |
April 30, 2022 | 73.20% |
Date | Value |
---|---|
March 31, 2022 | 73.20% |
February 28, 2022 | 73.20% |
January 31, 2022 | 73.20% |
December 31, 2021 | 73.20% |
November 30, 2021 | 73.20% |
October 31, 2021 | 73.20% |
September 30, 2021 | 73.20% |
August 31, 2021 | 73.20% |
July 31, 2021 | 73.20% |
June 30, 2021 | 73.20% |
May 31, 2021 | 73.20% |
April 30, 2021 | 73.20% |
March 31, 2021 | 73.20% |
February 28, 2021 | 73.20% |
January 31, 2021 | 73.20% |
December 31, 2020 | 73.20% |
November 30, 2020 | 73.20% |
October 31, 2020 | 73.20% |
September 30, 2020 | 73.20% |
August 31, 2020 | 73.20% |
July 31, 2020 | 73.20% |
June 30, 2020 | 73.20% |
May 31, 2020 | 73.20% |
April 30, 2020 | 73.20% |
March 31, 2020 | 69.61% |
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
53.88%
Minimum
May 2019
73.20%
Maximum
Apr 2020
70.02%
Average
73.20%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Shin-Etsu Chemical Co Ltd | 47.42% |
Sumitomo Chemical Co Ltd | 65.98% |
Taiheiyo Cement Corp | 63.13% |
Sumitomo Osaka Cement Co Ltd | -- |
Central Glass Co Ltd | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -7.020 |
Beta (5Y) | 0.8032 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.33% |
Historical Sharpe Ratio (5Y) | 0.0491 |
Historical Sortino (5Y) | 0.073 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.21% |