Ricoh Co Ltd (RICOY)
8.775
0.00 (0.00%)
USD |
OTCM |
May 01, 16:00
Ricoh Max Drawdown (5Y): 82.38% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 82.38% |
| March 31, 2024 | 82.38% |
| February 29, 2024 | 82.54% |
| January 31, 2024 | 82.54% |
| December 31, 2023 | 82.54% |
| November 30, 2023 | 82.54% |
| October 31, 2023 | 83.56% |
| September 30, 2023 | 83.99% |
| August 31, 2023 | 83.99% |
| July 31, 2023 | 83.99% |
| June 30, 2023 | 83.99% |
| May 31, 2023 | 83.99% |
| April 30, 2023 | 84.73% |
| March 31, 2023 | 84.73% |
| February 28, 2023 | 84.73% |
| January 31, 2023 | 84.73% |
| December 31, 2022 | 84.73% |
| November 30, 2022 | 84.73% |
| October 31, 2022 | 84.73% |
| September 30, 2022 | 85.00% |
| August 31, 2022 | 85.50% |
| July 31, 2022 | 85.50% |
| June 30, 2022 | 85.50% |
| May 31, 2022 | 85.50% |
| April 30, 2022 | 86.05% |
| Date | Value |
|---|---|
| March 31, 2022 | 86.05% |
| February 28, 2022 | 87.18% |
| January 31, 2022 | 87.18% |
| December 31, 2021 | 87.18% |
| November 30, 2021 | 87.18% |
| October 31, 2021 | 87.18% |
| September 30, 2021 | 87.18% |
| August 31, 2021 | 87.18% |
| July 31, 2021 | 87.18% |
| June 30, 2021 | 87.18% |
| May 31, 2021 | 87.18% |
| April 30, 2021 | 87.18% |
| March 31, 2021 | 87.18% |
| February 28, 2021 | 87.18% |
| January 31, 2021 | 87.18% |
| December 31, 2020 | 87.18% |
| November 30, 2020 | 87.18% |
| October 31, 2020 | 87.18% |
| September 30, 2020 | 87.18% |
| August 31, 2020 | 87.18% |
| July 31, 2020 | 87.18% |
| June 30, 2020 | 87.18% |
| May 31, 2020 | 87.93% |
| April 30, 2020 | 87.93% |
| March 31, 2020 | 87.93% |
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
82.38%
Minimum
Mar 2024
88.97%
Maximum
May 2019
86.19%
Average
87.18%
Median
Jun 2020
Max Drawdown (5Y) Benchmarks
| Kubota Corp | 47.22% |
| Kyocera Corp | 31.65% |
| Dr. Foods Inc | 99.88% |
| FUJIFILM Holdings Corp | 46.92% |
| Mitsubishi Heavy Industries Ltd | 61.76% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -9.641 |
| Beta (5Y) | 0.686 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.64% |
| Historical Sharpe Ratio (5Y) | -0.0594 |
| Historical Sortino (5Y) | -0.0937 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.88% |