AGC Inc (ASGLY)
6.39
+0.12
(+1.91%)
USD |
OTCM |
Jul 01, 16:00
AGC Max Drawdown (5Y): 52.09% for June 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| June 30, 2024 | 52.09% |
| May 31, 2024 | 52.09% |
| April 30, 2024 | 52.09% |
| March 31, 2024 | 52.09% |
| February 29, 2024 | 52.09% |
| January 31, 2024 | 52.09% |
| December 31, 2023 | 52.09% |
| November 30, 2023 | 52.09% |
| October 31, 2023 | 52.09% |
| September 30, 2023 | 52.09% |
| August 31, 2023 | 52.09% |
| July 31, 2023 | 52.09% |
| June 30, 2023 | 52.09% |
| May 31, 2023 | 52.09% |
| April 30, 2023 | 52.09% |
| March 31, 2023 | 52.09% |
| February 28, 2023 | 52.09% |
| January 31, 2023 | 52.09% |
| December 31, 2022 | 52.09% |
| November 30, 2022 | 52.09% |
| October 31, 2022 | 52.09% |
| September 30, 2022 | 52.09% |
| August 31, 2022 | 52.09% |
| July 31, 2022 | 52.09% |
| June 30, 2022 | 52.09% |
| Date | Value |
|---|---|
| May 31, 2022 | 52.09% |
| April 30, 2022 | 52.09% |
| March 31, 2022 | 52.09% |
| February 28, 2022 | 52.09% |
| January 31, 2022 | 52.09% |
| December 31, 2021 | 52.09% |
| November 30, 2021 | 52.09% |
| October 31, 2021 | 52.09% |
| September 30, 2021 | 52.09% |
| August 31, 2021 | 52.09% |
| July 31, 2021 | 52.09% |
| June 30, 2021 | 52.09% |
| May 31, 2021 | 52.09% |
| April 30, 2021 | 52.09% |
| March 31, 2021 | 52.09% |
| February 28, 2021 | 52.09% |
| January 31, 2021 | 52.09% |
| December 31, 2020 | 52.22% |
| November 30, 2020 | 56.56% |
| October 31, 2020 | 56.56% |
| September 30, 2020 | 56.56% |
| August 31, 2020 | 56.56% |
| July 31, 2020 | 56.56% |
| June 30, 2020 | 56.56% |
| May 31, 2020 | 56.56% |
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
52.09%
Minimum
Jan 2021
61.66%
Maximum
Jul 2019
53.71%
Average
52.09%
Median
Jan 2021
Max Drawdown (5Y) Benchmarks
| Sumitomo Metal Mining Co Ltd | 63.49% |
| JFE Holdings Inc | 73.20% |
| Taiheiyo Cement Corp | 63.13% |
| Sumitomo Osaka Cement Co Ltd | -- |
| Central Glass Co Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.403 |
| Beta (5Y) | 0.6083 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.94% |
| Historical Sharpe Ratio (5Y) | -0.0199 |
| Historical Sortino (5Y) | -0.0313 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.62% |