Daifuku Co Ltd (DAIUF)
22.76
0.00 (0.00%)
USD |
OTCM |
May 06, 16:00
Daifuku Max Drawdown (5Y): 64.84% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 64.84% |
| March 31, 2024 | 64.84% |
| February 29, 2024 | 64.84% |
| January 31, 2024 | 64.84% |
| December 31, 2023 | 64.84% |
| November 30, 2023 | 64.84% |
| October 31, 2023 | 64.84% |
| September 30, 2023 | 64.84% |
| August 31, 2023 | 64.84% |
| July 31, 2023 | 64.84% |
| June 30, 2023 | 64.84% |
| May 31, 2023 | 64.84% |
| April 30, 2023 | 64.84% |
| March 31, 2023 | 64.84% |
| February 28, 2023 | 64.84% |
| January 31, 2023 | 64.84% |
| December 31, 2022 | 64.84% |
| November 30, 2022 | 64.84% |
| October 31, 2022 | 64.84% |
| September 30, 2022 | 61.33% |
| August 31, 2022 | 55.64% |
| July 31, 2022 | 55.64% |
| June 30, 2022 | 55.64% |
| May 31, 2022 | 55.07% |
| April 30, 2022 | 51.78% |
| Date | Value |
|---|---|
| March 31, 2022 | 47.45% |
| February 28, 2022 | 46.15% |
| January 31, 2022 | 46.15% |
| December 31, 2021 | 36.94% |
| November 30, 2021 | 36.94% |
| October 31, 2021 | 36.94% |
| September 30, 2021 | 36.94% |
| August 31, 2021 | 36.94% |
| July 31, 2021 | 36.94% |
| June 30, 2021 | 36.94% |
| May 31, 2021 | 36.94% |
| April 30, 2021 | 36.94% |
| March 31, 2021 | 36.94% |
| February 28, 2021 | 36.94% |
| January 31, 2021 | 36.94% |
| December 31, 2020 | 36.94% |
| November 30, 2020 | 36.94% |
| October 31, 2020 | 36.94% |
| September 30, 2020 | 36.94% |
| August 31, 2020 | 36.94% |
| July 31, 2020 | 36.94% |
| June 30, 2020 | 36.94% |
| May 31, 2020 | 36.94% |
| April 30, 2020 | 36.94% |
| March 31, 2020 | 36.94% |
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
36.94%
Minimum
May 2019
64.84%
Maximum
Oct 2022
48.15%
Average
36.94%
Median
May 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) | -8.872 |
| Beta (5Y) | 0.8911 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.77% |
| Historical Sharpe Ratio (5Y) | 0.0273 |
| Historical Sortino (5Y) | 0.0502 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.49% |