Chubu Electric Power Co Inc (CHUEF)
12.16
0.00 (0.00%)
USD |
OTCM |
May 03, 16:00
Chubu Electric Power Max Drawdown (5Y): 45.15% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 45.15% |
| March 31, 2024 | 45.15% |
| February 29, 2024 | 45.15% |
| January 31, 2024 | 45.15% |
| December 31, 2023 | 45.15% |
| November 30, 2023 | 45.15% |
| October 31, 2023 | 45.15% |
| September 30, 2023 | 45.15% |
| August 31, 2023 | 45.15% |
| July 31, 2023 | 45.15% |
| June 30, 2023 | 45.15% |
| May 31, 2023 | 45.15% |
| April 30, 2023 | 45.15% |
| March 31, 2023 | 45.15% |
| February 28, 2023 | 45.15% |
| January 31, 2023 | 45.15% |
| December 31, 2022 | 45.15% |
| November 30, 2022 | 45.15% |
| October 31, 2022 | 45.15% |
| September 30, 2022 | 37.79% |
| August 31, 2022 | 37.79% |
| July 31, 2022 | 37.79% |
| June 30, 2022 | 37.79% |
| May 31, 2022 | 36.72% |
| April 30, 2022 | 36.72% |
| Date | Value |
|---|---|
| March 31, 2022 | 36.72% |
| February 28, 2022 | 36.72% |
| January 31, 2022 | 34.19% |
| December 31, 2021 | 34.19% |
| November 30, 2021 | 33.60% |
| October 31, 2021 | 25.93% |
| September 30, 2021 | 25.93% |
| August 31, 2021 | 25.93% |
| July 31, 2021 | 25.93% |
| June 30, 2021 | 25.93% |
| May 31, 2021 | 25.93% |
| April 30, 2021 | 25.93% |
| March 31, 2021 | 25.93% |
| February 28, 2021 | 25.93% |
| January 31, 2021 | 25.93% |
| December 31, 2020 | 25.93% |
| November 30, 2020 | 25.93% |
| October 31, 2020 | 25.93% |
| September 30, 2020 | 25.93% |
| August 31, 2020 | 25.93% |
| July 31, 2020 | 25.93% |
| June 30, 2020 | 14.73% |
| May 31, 2020 | 11.89% |
| April 30, 2020 | 11.89% |
| March 31, 2020 | 11.89% |
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
10.01%
Minimum
May 2019
45.15%
Maximum
Oct 2022
30.51%
Average
29.76%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.838 |
| Beta (5Y) | 0.0878 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.22% |
| Historical Sharpe Ratio (5Y) | -0.1819 |
| Historical Sortino (5Y) | -0.2671 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.14% |