ANA Holdings Inc (ALNPY)
3.86
-0.04
(-1.15%)
USD |
OTCM |
May 03, 15:59
ANA Holdings Max Drawdown (5Y): 59.27% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 59.27% |
| March 31, 2024 | 59.27% |
| February 29, 2024 | 59.27% |
| January 31, 2024 | 59.27% |
| December 31, 2023 | 59.27% |
| November 30, 2023 | 59.27% |
| October 31, 2023 | 59.27% |
| September 30, 2023 | 59.27% |
| August 31, 2023 | 59.27% |
| July 31, 2023 | 59.27% |
| June 30, 2023 | 59.27% |
| May 31, 2023 | 59.27% |
| April 30, 2023 | 59.27% |
| March 31, 2023 | 59.27% |
| February 28, 2023 | 59.27% |
| January 31, 2023 | 59.27% |
| December 31, 2022 | 59.27% |
| November 30, 2022 | 59.27% |
| October 31, 2022 | 59.27% |
| September 30, 2022 | 59.27% |
| August 31, 2022 | 59.27% |
| July 31, 2022 | 59.27% |
| June 30, 2022 | 56.99% |
| May 31, 2022 | 55.19% |
| April 30, 2022 | 54.53% |
| Date | Value |
|---|---|
| March 31, 2022 | 54.47% |
| February 28, 2022 | 53.28% |
| January 31, 2022 | 53.28% |
| December 31, 2021 | 53.28% |
| November 30, 2021 | 52.68% |
| October 31, 2021 | 52.68% |
| September 30, 2021 | 52.68% |
| August 31, 2021 | 52.68% |
| July 31, 2021 | 52.68% |
| June 30, 2021 | 52.68% |
| May 31, 2021 | 52.68% |
| April 30, 2021 | 52.68% |
| March 31, 2021 | 52.68% |
| February 28, 2021 | 52.68% |
| January 31, 2021 | 52.68% |
| December 31, 2020 | 52.68% |
| November 30, 2020 | 52.68% |
| October 31, 2020 | 52.68% |
| September 30, 2020 | 52.68% |
| August 31, 2020 | 52.68% |
| July 31, 2020 | 52.68% |
| June 30, 2020 | 52.68% |
| May 31, 2020 | 52.68% |
| April 30, 2020 | 52.68% |
| March 31, 2020 | 44.83% |
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
29.85%
Minimum
Nov 2019
59.27%
Maximum
Jul 2022
52.42%
Average
52.68%
Median
Apr 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) | -19.12 |
| Beta (5Y) | 0.5204 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.41% |
| Historical Sharpe Ratio (5Y) | -0.5244 |
| Historical Sortino (5Y) | -0.7638 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.19% |