Coca-Cola Bottlers Japan Holdings Inc (CCOJY)
7.15
+0.16
(+2.35%)
USD |
OTCM |
May 02, 16:00
Coca-Cola Bottlers Japan Holdings Max Drawdown (5Y): 78.86% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 78.86% |
| March 31, 2024 | 78.86% |
| February 29, 2024 | 78.86% |
| January 31, 2024 | 78.86% |
| December 31, 2023 | 78.86% |
| November 30, 2023 | 78.86% |
| October 31, 2023 | 78.86% |
| September 30, 2023 | 78.86% |
| August 31, 2023 | 78.86% |
| July 31, 2023 | 78.86% |
| June 30, 2023 | 78.86% |
| May 31, 2023 | 78.86% |
| April 30, 2023 | 78.86% |
| March 31, 2023 | 78.86% |
| February 28, 2023 | 78.86% |
| January 31, 2023 | 78.86% |
| December 31, 2022 | 78.86% |
| November 30, 2022 | 78.86% |
| October 31, 2022 | 78.86% |
| September 30, 2022 | 77.63% |
| August 31, 2022 | 74.80% |
| July 31, 2022 | 74.52% |
| June 30, 2022 | 74.52% |
| May 31, 2022 | 74.45% |
| April 30, 2022 | 73.93% |
| Date | Value |
|---|---|
| March 31, 2022 | 73.93% |
| February 28, 2022 | 73.93% |
| January 31, 2022 | 73.93% |
| December 31, 2021 | 73.93% |
| November 30, 2021 | 73.16% |
| October 31, 2021 | 68.48% |
| September 30, 2021 | 68.48% |
| August 31, 2021 | 68.48% |
| July 31, 2021 | 67.60% |
| June 30, 2021 | 67.60% |
| May 31, 2021 | 67.60% |
| April 30, 2021 | 67.60% |
| March 31, 2021 | 67.60% |
| February 28, 2021 | 67.60% |
| January 31, 2021 | 67.60% |
| December 31, 2020 | 67.60% |
| November 30, 2020 | 67.60% |
| October 31, 2020 | 67.60% |
| September 30, 2020 | 65.80% |
| August 31, 2020 | 65.80% |
| July 31, 2020 | 65.80% |
| June 30, 2020 | 61.64% |
| May 31, 2020 | 61.64% |
| April 30, 2020 | 61.64% |
| March 31, 2020 | 61.64% |
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
49.62%
Minimum
May 2019
78.86%
Maximum
Oct 2022
69.39%
Average
70.82%
Median
Max Drawdown (5Y) Benchmarks
| Kirin Holdings Co Ltd | 48.69% |
| Asahi Group Holdings Ltd | 47.76% |
| Suntory Beverage & Food Ltd | 34.34% |
| Yakult Honsha Co Ltd | 50.72% |
| Sapporo Holdings Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -11.63 |
| Beta (5Y) | 0.0954 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.21% |
| Historical Sharpe Ratio (5Y) | -0.3497 |
| Historical Sortino (5Y) | -0.4914 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.25% |