Capcom Co Ltd (CCOEY)

10.88 -0.05 (-0.46%) USD  |  OTCM  |  Dec 20, 16:00
More

Capcom Max Drawdown (5Y): 38.11% for Nov. 30, 2024

Max Drawdown (5Y) Chart

View Max Drawdown (5Y) for CCOEY.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Max Drawdown (5Y) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Max Drawdown Definition

View Max Drawdown Definition
Start Trial

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.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

View Max Drawdown (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Max Drawdown (5Y) Benchmarks

View Max Drawdown (5Y) Benchmarks
Start Trial
Sega Sammy Holdings Inc 48.70%
Nintendo Co Ltd 39.63%
Square Enix Holdings Co Ltd 54.38%
NEXON Co Ltd 61.35%
Konami Group Corp --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 24.98
Beta (5Y) 0.4124
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 34.47%
Historical Sharpe Ratio (5Y) 0.8845
Historical Sortino (5Y) 1.814
Monthly Value at Risk (VaR) 5% (5Y Lookback) 12.79%