Dai-ichi Life Holdings Inc (DCNSF)
23.68
0.00 (0.00%)
USD |
OTCM |
May 03, 16:00
Dai-ichi Life Holdings Max Drawdown (5Y): 52.05% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 52.05% |
March 31, 2024 | 52.05% |
February 29, 2024 | 52.05% |
January 31, 2024 | 52.05% |
December 31, 2023 | 52.05% |
November 30, 2023 | 52.05% |
October 31, 2023 | 52.05% |
September 30, 2023 | 52.05% |
August 31, 2023 | 52.05% |
July 31, 2023 | 52.05% |
June 30, 2023 | 52.05% |
May 31, 2023 | 52.05% |
April 30, 2023 | 52.05% |
March 31, 2023 | 98.87% |
February 28, 2023 | 98.90% |
January 31, 2023 | 98.90% |
December 31, 2022 | 98.90% |
November 30, 2022 | 98.90% |
October 31, 2022 | 98.90% |
September 30, 2022 | 98.90% |
August 31, 2022 | 98.90% |
July 31, 2022 | 98.96% |
June 30, 2022 | 99.06% |
May 31, 2022 | 99.06% |
April 30, 2022 | 99.06% |
Date | Value |
---|---|
March 31, 2022 | 99.06% |
February 28, 2022 | 99.06% |
January 31, 2022 | 99.06% |
December 31, 2021 | 99.06% |
November 30, 2021 | 99.06% |
October 31, 2021 | 99.06% |
September 30, 2021 | 99.06% |
August 31, 2021 | 99.16% |
July 31, 2021 | 99.20% |
June 30, 2021 | 99.20% |
May 31, 2021 | 99.34% |
April 30, 2021 | 99.38% |
March 31, 2021 | 99.38% |
February 28, 2021 | 99.38% |
January 31, 2021 | 99.38% |
December 31, 2020 | 99.38% |
November 30, 2020 | 99.38% |
October 31, 2020 | 99.38% |
September 30, 2020 | 99.38% |
August 31, 2020 | 99.38% |
July 31, 2020 | 99.38% |
June 30, 2020 | 99.38% |
May 31, 2020 | 99.38% |
April 30, 2020 | 99.38% |
March 31, 2020 | 99.38% |
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
52.05%
Minimum
Apr 2023
99.38%
Maximum
May 2019
88.99%
Average
99.06%
Median
Sep 2021
Max Drawdown (5Y) Benchmarks
ORIX Corp | 42.52% |
Mizuho Financial Group Inc | 46.77% |
Mitsubishi UFJ Financial Group Inc | 54.49% |
Nomura Holdings Inc | 52.85% |
Sumitomo Mitsui Financial Group Inc | 47.68% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 11.40 |
Beta (5Y) | 0.0159 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.43% |
Historical Sharpe Ratio (5Y) | 0.3685 |
Historical Sortino (5Y) | 0.5036 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.94% |