Capcom Co Ltd (CCOEY)
8.225
+0.01
(+0.09%)
USD |
OTCM |
May 01, 15:46
Capcom Max Drawdown (5Y): 38.11% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 38.11% |
March 31, 2024 | 38.11% |
February 29, 2024 | 38.11% |
January 31, 2024 | 38.11% |
December 31, 2023 | 38.11% |
November 30, 2023 | 38.11% |
October 31, 2023 | 38.11% |
September 30, 2023 | 38.11% |
August 31, 2023 | 38.11% |
July 31, 2023 | 38.11% |
June 30, 2023 | 38.11% |
May 31, 2023 | 38.11% |
April 30, 2023 | 38.11% |
March 31, 2023 | 38.11% |
February 28, 2023 | 38.11% |
January 31, 2023 | 38.11% |
December 31, 2022 | 38.11% |
November 30, 2022 | 38.11% |
October 31, 2022 | 38.11% |
September 30, 2022 | 38.11% |
August 31, 2022 | 38.11% |
July 31, 2022 | 38.11% |
June 30, 2022 | 38.11% |
May 31, 2022 | 38.11% |
April 30, 2022 | 38.11% |
Date | Value |
---|---|
March 31, 2022 | 38.11% |
February 28, 2022 | 38.11% |
January 31, 2022 | 38.11% |
December 31, 2021 | 34.83% |
November 30, 2021 | 34.74% |
October 31, 2021 | 34.74% |
September 30, 2021 | 34.74% |
August 31, 2021 | 34.74% |
July 31, 2021 | 34.74% |
June 30, 2021 | 34.74% |
May 31, 2021 | 34.74% |
April 30, 2021 | 34.74% |
March 31, 2021 | 34.74% |
February 28, 2021 | 34.74% |
January 31, 2021 | 34.74% |
December 31, 2020 | 34.74% |
November 30, 2020 | 34.74% |
October 31, 2020 | 34.74% |
September 30, 2020 | 34.74% |
August 31, 2020 | 34.74% |
July 31, 2020 | 34.74% |
June 30, 2020 | 34.74% |
May 31, 2020 | 34.74% |
April 30, 2020 | 34.74% |
March 31, 2020 | 34.74% |
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
34.74%
Minimum
May 2019
38.11%
Maximum
Jan 2022
36.31%
Average
34.74%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Internet Initiative Japan Inc | 47.50% |
Nippon Telegraph & Telephone Corp | 22.93% |
KDDI Corp | 21.25% |
SoftBank Group Corp | 65.46% |
GMO Internet group Inc | 58.26% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 20.55 |
Beta (5Y) | 0.2878 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.12% |
Historical Sharpe Ratio (5Y) | 0.6577 |
Historical Sortino (5Y) | 1.404 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.52% |