Daito Trust Construction Co Ltd (DIFTY)
25.12
-0.50
(-1.94%)
USD |
OTCM |
Jun 21, 16:00
Daito Trust Construction Max Drawdown (5Y): 59.35% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 59.35% |
April 30, 2024 | 59.35% |
March 31, 2024 | 59.35% |
February 29, 2024 | 59.35% |
January 31, 2024 | 59.35% |
December 31, 2023 | 59.35% |
November 30, 2023 | 59.35% |
October 31, 2023 | 59.35% |
September 30, 2023 | 59.35% |
August 31, 2023 | 59.35% |
July 31, 2023 | 59.35% |
June 30, 2023 | 59.35% |
May 31, 2023 | 59.35% |
April 30, 2023 | 59.35% |
March 31, 2023 | 59.35% |
February 28, 2023 | 59.35% |
January 31, 2023 | 59.35% |
December 31, 2022 | 59.35% |
November 30, 2022 | 59.35% |
October 31, 2022 | 59.35% |
September 30, 2022 | 59.35% |
August 31, 2022 | 59.35% |
July 31, 2022 | 59.35% |
June 30, 2022 | 59.35% |
May 31, 2022 | 59.35% |
Date | Value |
---|---|
April 30, 2022 | 59.35% |
March 31, 2022 | 59.35% |
February 28, 2022 | 59.35% |
January 31, 2022 | 59.35% |
December 31, 2021 | 59.35% |
November 30, 2021 | 59.35% |
October 31, 2021 | 59.35% |
September 30, 2021 | 59.35% |
August 31, 2021 | 59.35% |
July 31, 2021 | 59.35% |
June 30, 2021 | 59.35% |
May 31, 2021 | 59.35% |
April 30, 2021 | 59.35% |
March 31, 2021 | 59.35% |
February 28, 2021 | 59.35% |
January 31, 2021 | 59.35% |
December 31, 2020 | 59.35% |
November 30, 2020 | 59.35% |
October 31, 2020 | 59.35% |
September 30, 2020 | 59.35% |
August 31, 2020 | 59.35% |
July 31, 2020 | 58.26% |
June 30, 2020 | 54.62% |
May 31, 2020 | 54.62% |
April 30, 2020 | 54.62% |
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
43.36%
Minimum
Jun 2019
59.35%
Maximum
Aug 2020
56.69%
Average
59.35%
Median
Aug 2020
Max Drawdown (5Y) Benchmarks
Daiwa House Industry Co Ltd | 45.63% |
Tokyo Tatemono Co Ltd | 50.41% |
Goldcrest Co Ltd | 38.06% |
Sumitomo Realty & Development Co Ltd | -- |
Lead Real Estate Co Ltd | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -7.849 |
Beta (5Y) | 0.4096 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.97% |
Historical Sharpe Ratio (5Y) | -0.0861 |
Historical Sortino (5Y) | -0.141 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.77% |