Chiyoda Corp (CHYCY)
1.83
+0.07
(+3.98%)
USD |
OTCM |
Jun 21, 16:00
Chiyoda Max Drawdown (5Y): 82.13% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 82.13% |
April 30, 2024 | 82.13% |
March 31, 2024 | 82.13% |
February 29, 2024 | 82.13% |
January 31, 2024 | 82.13% |
December 31, 2023 | 82.13% |
November 30, 2023 | 82.13% |
October 31, 2023 | 82.13% |
September 30, 2023 | 83.32% |
August 31, 2023 | 83.32% |
July 31, 2023 | 83.32% |
June 30, 2023 | 83.32% |
May 31, 2023 | 83.32% |
April 30, 2023 | 83.32% |
March 31, 2023 | 83.32% |
February 28, 2023 | 83.32% |
January 31, 2023 | 83.32% |
December 31, 2022 | 83.32% |
November 30, 2022 | 83.32% |
October 31, 2022 | 83.32% |
September 30, 2022 | 83.32% |
August 31, 2022 | 83.32% |
July 31, 2022 | 83.32% |
June 30, 2022 | 83.32% |
May 31, 2022 | 83.32% |
Date | Value |
---|---|
April 30, 2022 | 83.32% |
March 31, 2022 | 83.32% |
February 28, 2022 | 83.32% |
January 31, 2022 | 83.32% |
December 31, 2021 | 83.32% |
November 30, 2021 | 83.32% |
October 31, 2021 | 83.32% |
September 30, 2021 | 83.32% |
August 31, 2021 | 83.32% |
July 31, 2021 | 83.32% |
June 30, 2021 | 83.32% |
May 31, 2021 | 83.32% |
April 30, 2021 | 83.32% |
March 31, 2021 | 83.32% |
February 28, 2021 | 83.32% |
January 31, 2021 | 83.32% |
December 31, 2020 | 83.32% |
November 30, 2020 | 83.32% |
October 31, 2020 | 83.32% |
September 30, 2020 | 83.32% |
August 31, 2020 | 83.32% |
July 31, 2020 | 83.32% |
June 30, 2020 | 83.32% |
May 31, 2020 | 83.32% |
April 30, 2020 | 83.32% |
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
82.13%
Minimum
Oct 2023
83.32%
Maximum
Jun 2019
83.16%
Average
83.32%
Median
Jun 2019
Max Drawdown (5Y) Benchmarks
Kubota Corp | 47.22% |
Kyocera Corp | 31.65% |
Dr. Foods Inc | 99.88% |
FUJIFILM Holdings Corp | 46.92% |
Mitsubishi Heavy Industries Ltd | 61.76% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -1.059 |
Beta (5Y) | -0.2339 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 51.90% |
Historical Sharpe Ratio (5Y) | -0.0822 |
Historical Sortino (5Y) | -0.1633 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.18% |