Nikon Corp (NINOY)
10.26
-0.44
(-4.11%)
USD |
OTCM |
Apr 26, 16:00
Nikon Max Drawdown (5Y): 69.47% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 69.47% |
| February 29, 2024 | 69.47% |
| January 31, 2024 | 69.47% |
| December 31, 2023 | 69.47% |
| November 30, 2023 | 69.47% |
| October 31, 2023 | 69.47% |
| September 30, 2023 | 69.47% |
| August 31, 2023 | 69.47% |
| July 31, 2023 | 69.47% |
| June 30, 2023 | 69.47% |
| May 31, 2023 | 69.47% |
| April 30, 2023 | 69.47% |
| March 31, 2023 | 69.47% |
| February 28, 2023 | 69.47% |
| January 31, 2023 | 69.47% |
| December 31, 2022 | 69.47% |
| November 30, 2022 | 69.47% |
| October 31, 2022 | 69.47% |
| September 30, 2022 | 69.47% |
| August 31, 2022 | 69.47% |
| July 31, 2022 | 69.47% |
| June 30, 2022 | 69.47% |
| May 31, 2022 | 69.47% |
| April 30, 2022 | 69.47% |
| March 31, 2022 | 69.47% |
| Date | Value |
|---|---|
| February 28, 2022 | 69.47% |
| January 31, 2022 | 69.47% |
| December 31, 2021 | 69.47% |
| November 30, 2021 | 69.47% |
| October 31, 2021 | 69.47% |
| September 30, 2021 | 69.47% |
| August 31, 2021 | 69.47% |
| July 31, 2021 | 69.47% |
| June 30, 2021 | 69.47% |
| May 31, 2021 | 69.47% |
| April 30, 2021 | 69.47% |
| March 31, 2021 | 69.47% |
| February 28, 2021 | 69.47% |
| January 31, 2021 | 69.47% |
| December 31, 2020 | 69.47% |
| November 30, 2020 | 69.47% |
| October 31, 2020 | 69.47% |
| September 30, 2020 | 66.92% |
| August 31, 2020 | 64.46% |
| July 31, 2020 | 64.41% |
| June 30, 2020 | 59.49% |
| May 31, 2020 | 59.59% |
| April 30, 2020 | 60.51% |
| March 31, 2020 | 60.61% |
| February 29, 2020 | 60.61% |
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
59.49%
Minimum
Jun 2020
69.47%
Maximum
Oct 2020
67.01%
Average
69.47%
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) | -13.14 |
| Beta (5Y) | 0.5562 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.55% |
| Historical Sharpe Ratio (5Y) | -0.1808 |
| Historical Sortino (5Y) | -0.2999 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.05% |