Capcom Co Ltd (CCOEF)
17.25
0.00 (0.00%)
USD |
OTCM |
May 22, 16:00
Capcom Max Drawdown (5Y): 37.19% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 37.19% |
March 31, 2024 | 37.19% |
February 29, 2024 | 37.19% |
January 31, 2024 | 37.19% |
December 31, 2023 | 37.19% |
November 30, 2023 | 37.19% |
October 31, 2023 | 37.19% |
September 30, 2023 | 37.19% |
August 31, 2023 | 37.19% |
July 31, 2023 | 37.19% |
June 30, 2023 | 37.19% |
May 31, 2023 | 37.19% |
April 30, 2023 | 37.19% |
March 31, 2023 | 37.19% |
February 28, 2023 | 37.19% |
January 31, 2023 | 37.19% |
December 31, 2022 | 37.19% |
November 30, 2022 | 37.19% |
October 31, 2022 | 37.19% |
September 30, 2022 | 37.19% |
August 31, 2022 | 37.19% |
July 31, 2022 | 37.19% |
June 30, 2022 | 37.19% |
May 31, 2022 | 37.19% |
April 30, 2022 | 37.19% |
Date | Value |
---|---|
March 31, 2022 | 37.19% |
February 28, 2022 | 37.19% |
January 31, 2022 | 37.19% |
December 31, 2021 | 31.09% |
November 30, 2021 | 29.77% |
October 31, 2021 | 29.77% |
September 30, 2021 | 29.77% |
August 31, 2021 | 29.77% |
July 31, 2021 | 29.77% |
June 30, 2021 | 29.77% |
May 31, 2021 | 29.77% |
April 30, 2021 | 29.77% |
March 31, 2021 | 29.77% |
February 28, 2021 | 29.77% |
January 31, 2021 | 29.77% |
December 31, 2020 | 29.77% |
November 30, 2020 | 29.77% |
October 31, 2020 | 29.77% |
September 30, 2020 | 29.77% |
August 31, 2020 | 29.77% |
July 31, 2020 | 29.77% |
June 30, 2020 | 29.77% |
May 31, 2020 | 30.38% |
April 30, 2020 | 30.38% |
March 31, 2020 | 32.17% |
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
29.77%
Minimum
Jun 2020
42.21%
Maximum
May 2019
34.63%
Average
37.19%
Median
Jan 2022
Max Drawdown (5Y) Benchmarks
Internet Initiative Japan Inc | 47.50% |
KDDI Corp | 21.25% |
Nippon Telegraph & Telephone Corp | 27.83% |
SoftBank Group Corp | 65.46% |
GMO Internet group Inc | 58.26% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 22.44 |
Beta (5Y) | 0.3133 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.22% |
Historical Sharpe Ratio (5Y) | 0.716 |
Historical Sortino (5Y) | 1.681 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.17% |