Canon Inc (CAJFF)
26.99
-0.53
(-1.93%)
USD |
OTCM |
May 08, 09:49
Canon Max Drawdown (5Y): 57.39% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 57.39% |
March 31, 2024 | 57.39% |
February 29, 2024 | 57.39% |
January 31, 2024 | 57.39% |
December 31, 2023 | 57.39% |
November 30, 2023 | 57.39% |
October 31, 2023 | 57.39% |
September 30, 2023 | 57.39% |
August 31, 2023 | 57.39% |
July 31, 2023 | 57.39% |
June 30, 2023 | 57.39% |
May 31, 2023 | 57.39% |
April 30, 2023 | 57.39% |
March 31, 2023 | 57.39% |
February 28, 2023 | 57.39% |
January 31, 2023 | 57.39% |
December 31, 2022 | 57.39% |
November 30, 2022 | 57.39% |
October 31, 2022 | 57.39% |
September 30, 2022 | 57.39% |
August 31, 2022 | 57.39% |
July 31, 2022 | 57.39% |
June 30, 2022 | 57.39% |
May 31, 2022 | 57.39% |
April 30, 2022 | 57.39% |
Date | Value |
---|---|
March 31, 2022 | 57.39% |
February 28, 2022 | 57.39% |
January 31, 2022 | 57.39% |
December 31, 2021 | 57.39% |
November 30, 2021 | 57.39% |
October 31, 2021 | 57.39% |
September 30, 2021 | 57.39% |
August 31, 2021 | 57.39% |
July 31, 2021 | 57.39% |
June 30, 2021 | 57.39% |
May 31, 2021 | 57.39% |
April 30, 2021 | 57.39% |
March 31, 2021 | 57.39% |
February 28, 2021 | 57.39% |
January 31, 2021 | 57.39% |
December 31, 2020 | 57.39% |
November 30, 2020 | 57.39% |
October 31, 2020 | 57.39% |
September 30, 2020 | 57.01% |
August 31, 2020 | 55.81% |
July 31, 2020 | 55.81% |
June 30, 2020 | 47.79% |
May 31, 2020 | 47.79% |
April 30, 2020 | 47.79% |
March 31, 2020 | 47.69% |
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
36.06%
Minimum
May 2019
57.39%
Maximum
Oct 2020
53.16%
Average
57.39%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.200 |
Beta (5Y) | 0.1854 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.40% |
Historical Sharpe Ratio (5Y) | -0.0055 |
Historical Sortino (5Y) | -0.0076 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.54% |