JVCKenwood Corp (JVCZY)
17.24
0.00 (0.00%)
USD |
OTCM |
May 03, 16:00
JVCKenwood Max Drawdown (5Y): 64.86% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 64.86% |
March 31, 2024 | 64.86% |
February 29, 2024 | 64.86% |
January 31, 2024 | 64.86% |
December 31, 2023 | 64.86% |
November 30, 2023 | 64.86% |
October 31, 2023 | 64.86% |
September 30, 2023 | 64.86% |
August 31, 2023 | 64.86% |
July 31, 2023 | 64.86% |
June 30, 2023 | 64.86% |
May 31, 2023 | 64.86% |
April 30, 2023 | 64.86% |
March 31, 2023 | 64.86% |
February 28, 2023 | 64.86% |
January 31, 2023 | 64.86% |
December 31, 2022 | 64.86% |
November 30, 2022 | 64.86% |
October 31, 2022 | 64.86% |
September 30, 2022 | 64.86% |
August 31, 2022 | 64.86% |
July 31, 2022 | 64.86% |
June 30, 2022 | 64.86% |
May 31, 2022 | 64.32% |
April 30, 2022 | 64.32% |
Date | Value |
---|---|
March 31, 2022 | 64.32% |
February 28, 2022 | 64.32% |
January 31, 2022 | 64.32% |
December 31, 2021 | 64.32% |
November 30, 2021 | 64.32% |
October 31, 2021 | 64.32% |
September 30, 2021 | 64.32% |
August 31, 2021 | 64.32% |
July 31, 2021 | 64.32% |
June 30, 2021 | 64.32% |
May 31, 2021 | 64.32% |
April 30, 2021 | 64.32% |
March 31, 2021 | 64.32% |
February 28, 2021 | 64.32% |
January 31, 2021 | 64.32% |
December 31, 2020 | 64.32% |
November 30, 2020 | 64.32% |
October 31, 2020 | 64.32% |
September 30, 2020 | 62.63% |
August 31, 2020 | 47.16% |
July 31, 2020 | 47.16% |
June 30, 2020 | 47.16% |
May 31, 2020 | 47.16% |
April 30, 2020 | 47.16% |
March 31, 2020 | 47.16% |
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
47.16%
Minimum
May 2019
64.86%
Maximum
Jun 2022
59.92%
Average
64.32%
Median
Oct 2020
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) | 4.206 |
Beta (5Y) | 0.5562 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 50.26% |
Historical Sharpe Ratio (5Y) | 0.207 |
Historical Sortino (5Y) | 0.4577 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.91% |