Kyocera Corp (KYOCY)
11.75
-0.05
(-0.42%)
USD |
OTCM |
May 22, 11:10
Kyocera Max Drawdown (5Y): 31.65% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 31.65% |
| March 31, 2024 | 31.65% |
| February 29, 2024 | 31.65% |
| January 31, 2024 | 31.65% |
| December 31, 2023 | 31.65% |
| November 30, 2023 | 31.65% |
| October 31, 2023 | 31.65% |
| September 30, 2023 | 32.54% |
| August 31, 2023 | 32.54% |
| July 31, 2023 | 32.54% |
| June 30, 2023 | 32.54% |
| May 31, 2023 | 32.54% |
| April 30, 2023 | 32.54% |
| March 31, 2023 | 32.54% |
| February 28, 2023 | 32.54% |
| January 31, 2023 | 32.54% |
| December 31, 2022 | 32.54% |
| November 30, 2022 | 32.54% |
| October 31, 2022 | 32.54% |
| September 30, 2022 | 32.54% |
| August 31, 2022 | 32.54% |
| July 31, 2022 | 32.54% |
| June 30, 2022 | 32.54% |
| May 31, 2022 | 32.54% |
| April 30, 2022 | 32.54% |
| Date | Value |
|---|---|
| March 31, 2022 | 32.54% |
| February 28, 2022 | 32.54% |
| January 31, 2022 | 32.54% |
| December 31, 2021 | 32.54% |
| November 30, 2021 | 32.54% |
| October 31, 2021 | 32.54% |
| September 30, 2021 | 32.54% |
| August 31, 2021 | 32.54% |
| July 31, 2021 | 32.54% |
| June 30, 2021 | 32.54% |
| May 31, 2021 | 32.54% |
| April 30, 2021 | 32.54% |
| March 31, 2021 | 32.54% |
| February 28, 2021 | 32.54% |
| January 31, 2021 | 32.54% |
| December 31, 2020 | 32.54% |
| November 30, 2020 | 34.74% |
| October 31, 2020 | 34.74% |
| September 30, 2020 | 34.74% |
| August 31, 2020 | 34.74% |
| July 31, 2020 | 34.74% |
| June 30, 2020 | 34.74% |
| May 31, 2020 | 34.74% |
| April 30, 2020 | 34.74% |
| March 31, 2020 | 34.74% |
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
31.65%
Minimum
Oct 2023
34.74%
Maximum
May 2019
33.13%
Average
32.54%
Median
Dec 2020
Max Drawdown (5Y) Benchmarks
| Kubota Corp | 47.22% |
| Dr. Foods Inc | 99.88% |
| FUJIFILM Holdings Corp | 46.92% |
| Mitsubishi Heavy Industries Ltd | 61.76% |
| SECOM Co Ltd | 43.00% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -9.343 |
| Beta (5Y) | 0.344 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.34% |
| Historical Sharpe Ratio (5Y) | -0.2849 |
| Historical Sortino (5Y) | -0.4165 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.48% |