Capcom Co Ltd (CCOEY)
10.29
+0.28
(+2.80%)
USD |
OTCM |
Nov 05, 15:58
Capcom Max Drawdown (5Y): 38.11% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 38.11% |
| September 30, 2024 | 38.11% |
| August 31, 2024 | 38.11% |
| July 31, 2024 | 38.11% |
| June 30, 2024 | 38.11% |
| May 31, 2024 | 38.11% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
38.11%
Maximum
Jan 2022
36.65%
Average
38.11%
Median
Jan 2022
Max Drawdown (5Y) Benchmarks
| Sega Sammy Holdings Inc | 48.70% |
| Nintendo Co Ltd | 39.63% |
| Square Enix Holdings Co Ltd | 54.38% |
| NEXON Co Ltd | 56.11% |
| Konami Group Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 21.76 |
| Beta (5Y) | 0.372 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.43% |
| Historical Sharpe Ratio (5Y) | 0.7714 |
| Historical Sortino (5Y) | 1.578 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.72% |