Daikin Industries Ltd (DKILY)
15.84
-0.21
(-1.31%)
USD |
OTCM |
May 20, 15:59
Daikin Industries Max Drawdown (5Y): 95.80% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 95.80% |
March 31, 2024 | 95.80% |
February 29, 2024 | 95.80% |
January 31, 2024 | 95.80% |
December 31, 2023 | 95.80% |
November 30, 2023 | 95.94% |
October 31, 2023 | 95.94% |
September 30, 2023 | 95.94% |
August 31, 2023 | 96.08% |
July 31, 2023 | 96.08% |
June 30, 2023 | 96.08% |
May 31, 2023 | 96.08% |
April 30, 2023 | 96.08% |
March 31, 2023 | 96.08% |
February 28, 2023 | 96.08% |
January 31, 2023 | 96.08% |
December 31, 2022 | 96.08% |
November 30, 2022 | 96.08% |
October 31, 2022 | 96.08% |
September 30, 2022 | 96.08% |
August 31, 2022 | 96.08% |
July 31, 2022 | 96.08% |
June 30, 2022 | 96.08% |
May 31, 2022 | 96.08% |
April 30, 2022 | 96.08% |
Date | Value |
---|---|
March 31, 2022 | 96.08% |
February 28, 2022 | 96.08% |
January 31, 2022 | 96.08% |
December 31, 2021 | 96.08% |
November 30, 2021 | 96.08% |
October 31, 2021 | 96.08% |
September 30, 2021 | 96.08% |
August 31, 2021 | 96.08% |
July 31, 2021 | 96.08% |
June 30, 2021 | 96.08% |
May 31, 2021 | 96.08% |
April 30, 2021 | 96.08% |
March 31, 2021 | 96.08% |
February 28, 2021 | 96.08% |
January 31, 2021 | 96.08% |
December 31, 2020 | 96.08% |
November 30, 2020 | 96.08% |
October 31, 2020 | 96.08% |
September 30, 2020 | 96.08% |
August 31, 2020 | 96.08% |
July 31, 2020 | 96.08% |
June 30, 2020 | 96.08% |
May 31, 2020 | 96.08% |
April 30, 2020 | 96.08% |
March 31, 2020 | 96.08% |
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
95.80%
Minimum
Dec 2023
96.08%
Maximum
May 2019
96.05%
Average
96.08%
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) | -10.85 |
Beta (5Y) | 0.9967 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.70% |
Historical Sharpe Ratio (5Y) | 0.0085 |
Historical Sortino (5Y) | 0.0142 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.76% |