Chugai Pharmaceutical Co Ltd (CHGCY)
16.62
+0.16
(+0.97%)
USD |
OTCM |
May 03, 16:00
Chugai Pharmaceutical Max Drawdown (5Y): 58.50% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 58.50% |
| March 31, 2024 | 58.50% |
| February 29, 2024 | 58.50% |
| January 31, 2024 | 58.50% |
| December 31, 2023 | 58.50% |
| November 30, 2023 | 58.50% |
| October 31, 2023 | 58.50% |
| September 30, 2023 | 58.50% |
| August 31, 2023 | 58.50% |
| July 31, 2023 | 58.50% |
| June 30, 2023 | 58.50% |
| May 31, 2023 | 58.50% |
| April 30, 2023 | 58.50% |
| March 31, 2023 | 58.50% |
| February 28, 2023 | 58.50% |
| January 31, 2023 | 58.50% |
| December 31, 2022 | 58.50% |
| November 30, 2022 | 58.50% |
| October 31, 2022 | 58.04% |
| September 30, 2022 | 57.60% |
| August 31, 2022 | 55.73% |
| July 31, 2022 | 55.73% |
| June 30, 2022 | 55.73% |
| May 31, 2022 | 51.22% |
| April 30, 2022 | 46.36% |
| Date | Value |
|---|---|
| March 31, 2022 | 44.73% |
| February 28, 2022 | 44.73% |
| January 31, 2022 | 44.73% |
| December 31, 2021 | 44.73% |
| November 30, 2021 | 42.29% |
| October 31, 2021 | 39.67% |
| September 30, 2021 | 36.66% |
| August 31, 2021 | 36.66% |
| July 31, 2021 | 36.66% |
| June 30, 2021 | 36.66% |
| May 31, 2021 | 36.66% |
| April 30, 2021 | 33.86% |
| March 31, 2021 | 32.06% |
| February 28, 2021 | 32.06% |
| January 31, 2021 | 32.06% |
| December 31, 2020 | 32.06% |
| November 30, 2020 | 32.06% |
| October 31, 2020 | 32.06% |
| September 30, 2020 | 32.06% |
| August 31, 2020 | 32.06% |
| July 31, 2020 | 32.06% |
| June 30, 2020 | 32.06% |
| May 31, 2020 | 32.06% |
| April 30, 2020 | 32.06% |
| March 31, 2020 | 32.06% |
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
32.06%
Minimum
Nov 2019
58.50%
Maximum
Nov 2022
44.82%
Average
40.98%
Median
Max Drawdown (5Y) Benchmarks
| Takeda Pharmaceutical Co Ltd | 54.24% |
| Nxera Pharma Co Ltd | 95.29% |
| PeptiDream Inc | 87.73% |
| Stemcell Holdings Inc | -- |
| Healios KK | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 2.168 |
| Beta (5Y) | 0.5499 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.61% |
| Historical Sharpe Ratio (5Y) | 0.2625 |
| Historical Sortino (5Y) | 0.4656 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.89% |