Daifuku Co Ltd (DFKCY)
9.715
-0.04
(-0.46%)
USD |
OTCM |
Sep 27, 16:00
Daifuku Max Drawdown (5Y): 65.40% for Aug. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| August 31, 2024 | 65.40% |
| July 31, 2024 | 64.18% |
| June 30, 2024 | 64.18% |
| May 31, 2024 | 64.18% |
| April 30, 2024 | 64.18% |
| March 31, 2024 | 64.18% |
| February 29, 2024 | 64.18% |
| January 31, 2024 | 64.18% |
| December 31, 2023 | 64.18% |
| November 30, 2023 | 64.18% |
| October 31, 2023 | 64.18% |
| September 30, 2023 | 64.18% |
| August 31, 2023 | 64.18% |
| July 31, 2023 | 64.18% |
| June 30, 2023 | 64.18% |
| May 31, 2023 | 64.18% |
| April 30, 2023 | 64.18% |
| March 31, 2023 | 64.18% |
| February 28, 2023 | 64.18% |
| January 31, 2023 | 64.18% |
| December 31, 2022 | 64.18% |
| November 30, 2022 | 64.18% |
| October 31, 2022 | 64.18% |
| September 30, 2022 | 62.62% |
| August 31, 2022 | 57.50% |
| Date | Value |
|---|---|
| July 31, 2022 | 57.50% |
| June 30, 2022 | 57.50% |
| May 31, 2022 | 56.52% |
| April 30, 2022 | 51.77% |
| March 31, 2022 | 49.85% |
| February 28, 2022 | 48.96% |
| January 31, 2022 | 47.19% |
| December 31, 2021 | 37.74% |
| November 30, 2021 | 36.26% |
| October 31, 2021 | 35.05% |
| September 30, 2021 | 35.05% |
| August 31, 2021 | 35.05% |
| July 31, 2021 | 35.05% |
| June 30, 2021 | 35.05% |
| May 31, 2021 | 34.08% |
| April 30, 2021 | 30.33% |
| March 31, 2021 | 30.33% |
| February 28, 2021 | 30.33% |
| January 31, 2021 | 30.33% |
| December 31, 2020 | 30.33% |
| November 30, 2020 | 30.33% |
| October 31, 2020 | 30.33% |
| September 30, 2020 | 30.33% |
| August 31, 2020 | 30.33% |
| July 31, 2020 | 30.33% |
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
--
Minimum
Sep 2019
65.40%
Maximum
Aug 2024
45.44%
Average
49.40%
Median
Max Drawdown (5Y) Benchmarks
| Kubota Corp | 47.22% |
| Kyocera Corp | 32.73% |
| Dr. Foods Inc | 99.88% |
| FUJIFILM Holdings Corp | 46.92% |
| SBC Medical Group Holdings Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.420 |
| Beta (5Y) | 0.7107 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 42.75% |
| Historical Sharpe Ratio (5Y) | 0.1002 |
| Historical Sortino (5Y) | 0.1983 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.16% |