Keyence Corp (KYCCF)
457.28
+7.28
(+1.62%)
USD |
OTCM |
May 03, 16:00
Keyence Max Drawdown (5Y): 53.67% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 53.67% |
March 31, 2024 | 53.67% |
February 29, 2024 | 53.67% |
January 31, 2024 | 53.67% |
December 31, 2023 | 53.67% |
November 30, 2023 | 53.67% |
October 31, 2023 | 53.67% |
September 30, 2023 | 53.67% |
August 31, 2023 | 53.67% |
July 31, 2023 | 53.67% |
June 30, 2023 | 53.67% |
May 31, 2023 | 53.67% |
April 30, 2023 | 53.67% |
March 31, 2023 | 53.67% |
February 28, 2023 | 53.67% |
January 31, 2023 | 53.67% |
December 31, 2022 | 53.67% |
November 30, 2022 | 53.67% |
October 31, 2022 | 53.67% |
September 30, 2022 | 51.71% |
August 31, 2022 | 51.43% |
July 31, 2022 | 51.43% |
June 30, 2022 | 51.26% |
May 31, 2022 | 45.35% |
April 30, 2022 | 43.43% |
Date | Value |
---|---|
March 31, 2022 | 37.92% |
February 28, 2022 | 34.77% |
January 31, 2022 | 31.54% |
December 31, 2021 | 31.54% |
November 30, 2021 | 31.54% |
October 31, 2021 | 31.54% |
September 30, 2021 | 31.54% |
August 31, 2021 | 31.54% |
July 31, 2021 | 31.54% |
June 30, 2021 | 31.54% |
May 31, 2021 | 31.54% |
April 30, 2021 | 31.54% |
March 31, 2021 | 31.54% |
February 28, 2021 | 31.54% |
January 31, 2021 | 31.54% |
December 31, 2020 | 31.54% |
November 30, 2020 | 31.54% |
October 31, 2020 | 31.54% |
September 30, 2020 | 31.54% |
August 31, 2020 | 31.54% |
July 31, 2020 | 31.54% |
June 30, 2020 | 31.54% |
May 31, 2020 | 31.54% |
April 30, 2020 | 31.54% |
March 31, 2020 | 31.54% |
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
31.54%
Minimum
May 2019
53.67%
Maximum
Oct 2022
40.46%
Average
31.54%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -5.342 |
Beta (5Y) | 0.9966 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.88% |
Historical Sharpe Ratio (5Y) | 0.1808 |
Historical Sortino (5Y) | 0.3262 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.08% |