Chugai Pharmaceutical Co Ltd (CHGCF)

42.40 +1.59 (+3.90%) USD  |  OTCM  |  Dec 16, 15:51
More

Chugai Pharmaceutical Max Drawdown (5Y): 56.29% for Nov. 30, 2024

Max Drawdown (5Y) Chart

View Max Drawdown (5Y) for CHGCF.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Cumulative Total Returns Versus Peers
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
Takeda Pharmaceutical Co Ltd 54.24%
Nxera Pharma Co Ltd 95.29%
PeptiDream Inc 87.73%
Healios KK --
AnGes Inc --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 14.82
Beta (5Y) 0.0778
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 40.98%
Historical Sharpe Ratio (5Y) 0.3869
Historical Sortino (5Y) 0.8671
Monthly Value at Risk (VaR) 5% (5Y Lookback) 13.34%