Komatsu Ltd (KMTUY)
30.11
+0.16
(+0.53%)
USD |
OTCM |
May 06, 16:06
Komatsu Max Drawdown (5Y): 62.01% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 62.01% |
March 31, 2024 | 62.01% |
February 29, 2024 | 62.01% |
January 31, 2024 | 62.01% |
December 31, 2023 | 62.01% |
November 30, 2023 | 62.01% |
October 31, 2023 | 62.01% |
September 30, 2023 | 62.01% |
August 31, 2023 | 62.01% |
July 31, 2023 | 62.01% |
June 30, 2023 | 62.01% |
May 31, 2023 | 62.01% |
April 30, 2023 | 62.01% |
March 31, 2023 | 62.01% |
February 28, 2023 | 62.01% |
January 31, 2023 | 62.01% |
December 31, 2022 | 62.01% |
November 30, 2022 | 62.01% |
October 31, 2022 | 62.01% |
September 30, 2022 | 62.01% |
August 31, 2022 | 62.01% |
July 31, 2022 | 62.01% |
June 30, 2022 | 62.01% |
May 31, 2022 | 62.01% |
April 30, 2022 | 62.01% |
Date | Value |
---|---|
March 31, 2022 | 62.01% |
February 28, 2022 | 62.01% |
January 31, 2022 | 62.01% |
December 31, 2021 | 62.01% |
November 30, 2021 | 62.01% |
October 31, 2021 | 62.01% |
September 30, 2021 | 62.01% |
August 31, 2021 | 62.01% |
July 31, 2021 | 62.01% |
June 30, 2021 | 62.01% |
May 31, 2021 | 62.01% |
April 30, 2021 | 62.01% |
March 31, 2021 | 62.01% |
February 28, 2021 | 62.01% |
January 31, 2021 | 62.01% |
December 31, 2020 | 62.01% |
November 30, 2020 | 62.01% |
October 31, 2020 | 62.01% |
September 30, 2020 | 62.01% |
August 31, 2020 | 62.01% |
July 31, 2020 | 62.01% |
June 30, 2020 | 62.01% |
May 31, 2020 | 62.01% |
April 30, 2020 | 62.01% |
March 31, 2020 | 62.01% |
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
56.02%
Minimum
May 2019
62.01%
Maximum
Mar 2020
61.01%
Average
62.01%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Hitachi Ltd | 44.98% |
Kubota Corp | 47.22% |
Kyocera Corp | 31.65% |
Dr. Foods Inc | 99.88% |
FUJIFILM Holdings Corp | 46.92% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -8.136 |
Beta (5Y) | 1.106 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.68% |
Historical Sharpe Ratio (5Y) | 0.1513 |
Historical Sortino (5Y) | 0.2242 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.34% |