Asahi Group Holdings Ltd (ASBRF)
35.81
0.00 (0.00%)
USD |
OTCM |
Apr 19, 16:00
Asahi Group Holdings Max Drawdown (5Y): 47.76% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 47.76% |
February 29, 2024 | 47.76% |
January 31, 2024 | 47.76% |
December 31, 2023 | 47.76% |
November 30, 2023 | 47.76% |
October 31, 2023 | 47.76% |
September 30, 2023 | 47.76% |
August 31, 2023 | 47.76% |
July 31, 2023 | 47.76% |
June 30, 2023 | 47.76% |
May 31, 2023 | 47.76% |
April 30, 2023 | 47.76% |
March 31, 2023 | 47.76% |
February 28, 2023 | 47.76% |
January 31, 2023 | 47.76% |
December 31, 2022 | 47.76% |
November 30, 2022 | 47.76% |
October 31, 2022 | 47.76% |
September 30, 2022 | 47.76% |
August 31, 2022 | 47.76% |
July 31, 2022 | 47.76% |
June 30, 2022 | 47.76% |
May 31, 2022 | 47.76% |
April 30, 2022 | 47.76% |
March 31, 2022 | 47.76% |
Date | Value |
---|---|
February 28, 2022 | 47.76% |
January 31, 2022 | 47.76% |
December 31, 2021 | 47.76% |
November 30, 2021 | 47.76% |
October 31, 2021 | 47.76% |
September 30, 2021 | 47.76% |
August 31, 2021 | 47.76% |
July 31, 2021 | 47.76% |
June 30, 2021 | 47.76% |
May 31, 2021 | 47.76% |
April 30, 2021 | 47.76% |
March 31, 2021 | 47.76% |
February 28, 2021 | 47.76% |
January 31, 2021 | 47.76% |
December 31, 2020 | 47.76% |
November 30, 2020 | 47.76% |
October 31, 2020 | 47.76% |
September 30, 2020 | 47.76% |
August 31, 2020 | 47.76% |
July 31, 2020 | 47.76% |
June 30, 2020 | 47.76% |
May 31, 2020 | 47.76% |
April 30, 2020 | 47.76% |
March 31, 2020 | 47.76% |
February 29, 2020 | 29.29% |
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
29.29%
Minimum
Apr 2019
47.76%
Maximum
Mar 2020
44.37%
Average
47.76%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Kirin Holdings Co Ltd | 48.69% |
Coca-Cola Bottlers Japan Holdings Inc | 78.86% |
Suntory Beverage & Food Ltd | 34.34% |
Yakult Honsha Co Ltd | 50.03% |
Sapporo Holdings Ltd | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -13.96 |
Beta (5Y) | 0.7381 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.60% |
Historical Sharpe Ratio (5Y) | -0.1415 |
Historical Sortino (5Y) | -0.1948 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.09% |