Central Japan Railway Co (CJPRY)
11.11
+0.04
(+0.36%)
USD |
OTCM |
May 20, 14:43
Central Japan Railway Max Drawdown (5Y): 53.90% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 53.90% |
March 31, 2024 | 53.90% |
February 29, 2024 | 53.90% |
January 31, 2024 | 53.90% |
December 31, 2023 | 53.90% |
November 30, 2023 | 53.90% |
October 31, 2023 | 53.90% |
September 30, 2023 | 53.90% |
August 31, 2023 | 53.90% |
July 31, 2023 | 53.90% |
June 30, 2023 | 53.90% |
May 31, 2023 | 53.90% |
April 30, 2023 | 53.90% |
March 31, 2023 | 53.90% |
February 28, 2023 | 53.90% |
January 31, 2023 | 53.90% |
December 31, 2022 | 53.90% |
November 30, 2022 | 53.90% |
October 31, 2022 | 53.90% |
September 30, 2022 | 53.90% |
August 31, 2022 | 53.90% |
July 31, 2022 | 53.90% |
June 30, 2022 | 52.62% |
May 31, 2022 | 50.47% |
April 30, 2022 | 50.47% |
Date | Value |
---|---|
March 31, 2022 | 50.47% |
February 28, 2022 | 50.47% |
January 31, 2022 | 50.47% |
December 31, 2021 | 50.47% |
November 30, 2021 | 50.47% |
October 31, 2021 | 50.47% |
September 30, 2021 | 50.47% |
August 31, 2021 | 50.47% |
July 31, 2021 | 50.47% |
June 30, 2021 | 50.47% |
May 31, 2021 | 50.47% |
April 30, 2021 | 50.47% |
March 31, 2021 | 50.47% |
February 28, 2021 | 50.47% |
January 31, 2021 | 50.47% |
December 31, 2020 | 50.47% |
November 30, 2020 | 50.47% |
October 31, 2020 | 50.47% |
September 30, 2020 | 50.47% |
August 31, 2020 | 50.47% |
July 31, 2020 | 49.99% |
June 30, 2020 | 41.50% |
May 31, 2020 | 41.50% |
April 30, 2020 | 41.50% |
March 31, 2020 | 41.50% |
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
25.16%
Minimum
May 2019
53.90%
Maximum
Jul 2022
47.05%
Average
50.47%
Median
Aug 2020
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) | -17.25 |
Beta (5Y) | 0.3301 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.44% |
Historical Sharpe Ratio (5Y) | -0.5555 |
Historical Sortino (5Y) | -0.776 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.28% |