Coca-Cola Bottlers Japan Holdings Inc (CCOJY)

7.97 0.00 (0.00%) USD  |  OTCM  |  Dec 20, 16:00
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Coca-Cola Bottlers Japan Holdings Max Drawdown (5Y): 78.86% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Kirin Holdings Co Ltd 48.69%
Asahi Group Holdings Ltd 49.15%
Suntory Beverage & Food Ltd 34.34%
Takara Holdings Inc --
Sapporo Holdings Ltd --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -9.796
Beta (5Y) 0.0036
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 32.20%
Historical Sharpe Ratio (5Y) -0.3027
Historical Sortino (5Y) -0.455
Monthly Value at Risk (VaR) 5% (5Y Lookback) 16.03%