Unicharm Corp (UNCHF)
32.19
+0.27
(+0.84%)
USD |
OTCM |
May 20, 09:50
Unicharm Max Drawdown (5Y): 43.89% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 43.89% |
| March 31, 2024 | 42.92% |
| February 29, 2024 | 42.92% |
| January 31, 2024 | 42.92% |
| December 31, 2023 | 42.92% |
| November 30, 2023 | 42.92% |
| October 31, 2023 | 42.92% |
| September 30, 2023 | 42.92% |
| August 31, 2023 | 42.92% |
| July 31, 2023 | 42.92% |
| June 30, 2023 | 42.92% |
| May 31, 2023 | 42.92% |
| April 30, 2023 | 42.92% |
| March 31, 2023 | 42.92% |
| February 28, 2023 | 42.92% |
| January 31, 2023 | 42.92% |
| December 31, 2022 | 42.92% |
| November 30, 2022 | 42.92% |
| October 31, 2022 | 41.38% |
| September 30, 2022 | 40.51% |
| August 31, 2022 | 40.51% |
| July 31, 2022 | 40.51% |
| June 30, 2022 | 40.51% |
| May 31, 2022 | 38.07% |
| April 30, 2022 | 34.45% |
| Date | Value |
|---|---|
| March 31, 2022 | 34.19% |
| February 28, 2022 | 28.68% |
| January 31, 2022 | 26.60% |
| December 31, 2021 | 26.60% |
| November 30, 2021 | 26.60% |
| October 31, 2021 | 26.60% |
| September 30, 2021 | 26.60% |
| August 31, 2021 | 26.60% |
| July 31, 2021 | 26.60% |
| June 30, 2021 | 26.60% |
| May 31, 2021 | 26.60% |
| April 30, 2021 | 28.93% |
| March 31, 2021 | 32.19% |
| February 28, 2021 | 32.59% |
| January 31, 2021 | 32.59% |
| December 31, 2020 | 32.59% |
| November 30, 2020 | 35.23% |
| October 31, 2020 | 36.41% |
| September 30, 2020 | 36.41% |
| August 31, 2020 | 36.41% |
| July 31, 2020 | 36.41% |
| June 30, 2020 | 37.03% |
| May 31, 2020 | 37.03% |
| April 30, 2020 | 37.03% |
| March 31, 2020 | 37.03% |
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
26.60%
Minimum
May 2021
43.89%
Maximum
Apr 2024
37.00%
Average
37.03%
Median
Jul 2019
Max Drawdown (5Y) Benchmarks
| Kirin Holdings Co Ltd | 48.69% |
| Coca-Cola Bottlers Japan Holdings Inc | 78.86% |
| Asahi Group Holdings Ltd | 47.76% |
| Suntory Beverage & Food Ltd | 34.34% |
| Sapporo Holdings Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.032 |
| Beta (5Y) | 0.2486 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.02% |
| Historical Sharpe Ratio (5Y) | -0.1254 |
| Historical Sortino (5Y) | -0.2446 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.22% |