Casio Computer Co Ltd (CSIOY)
74.17
-0.03
(-0.04%)
USD |
OTCM |
Jul 02, 11:22
Casio Computer Max Drawdown (5Y): 61.98% for June 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| June 30, 2024 | 61.98% |
| May 31, 2024 | 61.98% |
| April 30, 2024 | 59.24% |
| March 31, 2024 | 59.24% |
| February 29, 2024 | 59.24% |
| January 31, 2024 | 58.84% |
| December 31, 2023 | 58.84% |
| November 30, 2023 | 58.84% |
| October 31, 2023 | 58.84% |
| September 30, 2023 | 57.92% |
| August 31, 2023 | 57.92% |
| July 31, 2023 | 57.92% |
| June 30, 2023 | 57.43% |
| May 31, 2023 | 56.71% |
| April 30, 2023 | 55.27% |
| March 31, 2023 | 55.27% |
| February 28, 2023 | 55.27% |
| January 31, 2023 | 55.27% |
| December 31, 2022 | 55.27% |
| November 30, 2022 | 55.27% |
| October 31, 2022 | 55.27% |
| September 30, 2022 | 55.27% |
| August 31, 2022 | 55.27% |
| July 31, 2022 | 55.27% |
| June 30, 2022 | 54.26% |
| Date | Value |
|---|---|
| May 31, 2022 | 54.26% |
| April 30, 2022 | 48.55% |
| March 31, 2022 | 48.55% |
| February 28, 2022 | 48.55% |
| January 31, 2022 | 48.55% |
| December 31, 2021 | 48.55% |
| November 30, 2021 | 48.55% |
| October 31, 2021 | 48.55% |
| September 30, 2021 | 48.55% |
| August 31, 2021 | 48.55% |
| July 31, 2021 | 48.55% |
| June 30, 2021 | 48.55% |
| May 31, 2021 | 48.55% |
| April 30, 2021 | 48.55% |
| March 31, 2021 | 48.55% |
| February 28, 2021 | 48.55% |
| January 31, 2021 | 48.55% |
| December 31, 2020 | 48.55% |
| November 30, 2020 | 48.55% |
| October 31, 2020 | 48.55% |
| September 30, 2020 | 48.55% |
| August 31, 2020 | 48.55% |
| July 31, 2020 | 48.55% |
| June 30, 2020 | 48.55% |
| May 31, 2020 | 48.55% |
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
48.55%
Minimum
Jul 2019
61.98%
Maximum
May 2024
52.28%
Average
48.55%
Median
Jul 2019
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -16.64 |
| Beta (5Y) | 0.5469 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.59% |
| Historical Sharpe Ratio (5Y) | -0.2942 |
| Historical Sortino (5Y) | -0.4979 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.85% |