KDDI Corp (KDDIY)
13.86
+0.07
(+0.51%)
USD |
OTCM |
May 01, 16:07
KDDI Max Drawdown (5Y): 21.25% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 21.25% |
March 31, 2024 | 20.97% |
February 29, 2024 | 23.28% |
January 31, 2024 | 29.18% |
December 31, 2023 | 29.45% |
November 30, 2023 | 29.45% |
October 31, 2023 | 29.45% |
September 30, 2023 | 29.45% |
August 31, 2023 | 32.14% |
July 31, 2023 | 32.14% |
June 30, 2023 | 32.14% |
May 31, 2023 | 32.14% |
April 30, 2023 | 32.14% |
March 31, 2023 | 32.14% |
February 28, 2023 | 32.14% |
January 31, 2023 | 32.14% |
December 31, 2022 | 32.14% |
November 30, 2022 | 32.14% |
October 31, 2022 | 32.14% |
September 30, 2022 | 32.14% |
August 31, 2022 | 32.14% |
July 31, 2022 | 32.14% |
June 30, 2022 | 32.14% |
May 31, 2022 | 32.14% |
April 30, 2022 | 32.14% |
Date | Value |
---|---|
March 31, 2022 | 32.14% |
February 28, 2022 | 32.14% |
January 31, 2022 | 32.14% |
December 31, 2021 | 32.14% |
November 30, 2021 | 32.14% |
October 31, 2021 | 32.14% |
September 30, 2021 | 32.14% |
August 31, 2021 | 32.14% |
July 31, 2021 | 32.14% |
June 30, 2021 | 32.14% |
May 31, 2021 | 32.14% |
April 30, 2021 | 32.14% |
March 31, 2021 | 32.14% |
February 28, 2021 | 32.14% |
January 31, 2021 | 32.14% |
December 31, 2020 | 32.14% |
November 30, 2020 | 32.14% |
October 31, 2020 | 32.14% |
September 30, 2020 | 32.14% |
August 31, 2020 | 32.14% |
July 31, 2020 | 32.14% |
June 30, 2020 | 32.14% |
May 31, 2020 | 32.14% |
April 30, 2020 | 32.14% |
March 31, 2020 | 32.14% |
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
20.97%
Minimum
Mar 2024
32.14%
Maximum
May 2019
31.40%
Average
32.14%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Internet Initiative Japan Inc | 47.50% |
Nippon Telegraph & Telephone Corp | 22.93% |
SoftBank Group Corp | 65.46% |
GMO Internet group Inc | 58.26% |
SoftBank Corp | 28.70% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 4.724 |
Beta (5Y) | -0.0057 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.42% |
Historical Sharpe Ratio (5Y) | 0.2399 |
Historical Sortino (5Y) | 0.3604 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.81% |