Yakult Honsha Co Ltd (YKLTY)
9.72
+0.28
(+2.97%)
USD |
OTCM |
May 01, 16:00
Yakult Honsha Max Drawdown (5Y): 50.72% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 50.72% |
| March 31, 2024 | 50.03% |
| February 29, 2024 | 50.03% |
| January 31, 2024 | 50.03% |
| December 31, 2023 | 50.03% |
| November 30, 2023 | 50.03% |
| October 31, 2023 | 50.03% |
| September 30, 2023 | 43.92% |
| August 31, 2023 | 43.92% |
| July 31, 2023 | 43.92% |
| June 30, 2023 | 43.92% |
| May 31, 2023 | 43.92% |
| April 30, 2023 | 43.92% |
| March 31, 2023 | 43.92% |
| February 28, 2023 | 43.92% |
| January 31, 2023 | 43.92% |
| December 31, 2022 | 43.92% |
| November 30, 2022 | 43.92% |
| October 31, 2022 | 43.92% |
| September 30, 2022 | 43.92% |
| August 31, 2022 | 43.92% |
| July 31, 2022 | 43.92% |
| June 30, 2022 | 43.92% |
| May 31, 2022 | 43.92% |
| April 30, 2022 | 43.92% |
| Date | Value |
|---|---|
| March 31, 2022 | 43.92% |
| February 28, 2022 | 43.92% |
| January 31, 2022 | 43.92% |
| December 31, 2021 | 43.92% |
| November 30, 2021 | 43.92% |
| October 31, 2021 | 43.92% |
| September 30, 2021 | 43.92% |
| August 31, 2021 | 43.92% |
| July 31, 2021 | 43.92% |
| June 30, 2021 | 43.92% |
| May 31, 2021 | 43.92% |
| April 30, 2021 | 43.92% |
| March 31, 2021 | 43.92% |
| February 28, 2021 | 43.92% |
| January 31, 2021 | 43.92% |
| December 31, 2020 | 43.92% |
| November 30, 2020 | 43.92% |
| October 31, 2020 | 43.92% |
| September 30, 2020 | 43.92% |
| August 31, 2020 | 43.92% |
| July 31, 2020 | 43.92% |
| June 30, 2020 | 43.92% |
| May 31, 2020 | 43.92% |
| April 30, 2020 | 43.92% |
| March 31, 2020 | 43.92% |
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
42.70%
Minimum
May 2019
50.72%
Maximum
Apr 2024
44.46%
Average
43.92%
Median
Feb 2020
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) | -15.80 |
| Beta (5Y) | 0.3427 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.50% |
| Historical Sharpe Ratio (5Y) | -0.406 |
| Historical Sortino (5Y) | -0.7298 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.11% |