DeNA Co Ltd (DNACF)
10.00
0.00 (0.00%)
USD |
OTCM |
Apr 29, 16:00
DeNA Max Drawdown (5Y): 71.06% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 71.06% |
| February 29, 2024 | 71.06% |
| January 31, 2024 | 71.06% |
| December 31, 2023 | 71.06% |
| November 30, 2023 | 71.06% |
| October 31, 2023 | 71.06% |
| September 30, 2023 | 71.06% |
| August 31, 2023 | 71.06% |
| July 31, 2023 | 71.06% |
| June 30, 2023 | 71.06% |
| May 31, 2023 | 71.06% |
| April 30, 2023 | 71.06% |
| March 31, 2023 | 71.06% |
| February 28, 2023 | 71.06% |
| January 31, 2023 | 71.06% |
| December 31, 2022 | 71.06% |
| November 30, 2022 | 71.06% |
| October 31, 2022 | 71.06% |
| September 30, 2022 | 71.06% |
| August 31, 2022 | 71.06% |
| July 31, 2022 | 71.06% |
| June 30, 2022 | 71.06% |
| May 31, 2022 | 71.06% |
| April 30, 2022 | 71.06% |
| March 31, 2022 | 71.06% |
| Date | Value |
|---|---|
| February 28, 2022 | 71.06% |
| January 31, 2022 | 71.06% |
| December 31, 2021 | 71.06% |
| November 30, 2021 | 71.06% |
| October 31, 2021 | 71.06% |
| September 30, 2021 | 71.06% |
| August 31, 2021 | 71.06% |
| July 31, 2021 | 71.06% |
| June 30, 2021 | 71.06% |
| May 31, 2021 | 71.06% |
| April 30, 2021 | 71.06% |
| March 31, 2021 | 71.06% |
| February 28, 2021 | 71.06% |
| January 31, 2021 | 71.06% |
| December 31, 2020 | 71.06% |
| November 30, 2020 | 71.06% |
| October 31, 2020 | 71.06% |
| September 30, 2020 | 71.06% |
| August 31, 2020 | 71.06% |
| July 31, 2020 | 71.06% |
| June 30, 2020 | 71.06% |
| May 31, 2020 | 71.06% |
| April 30, 2020 | 71.06% |
| March 31, 2020 | 71.01% |
| February 29, 2020 | 71.01% |
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
71.01%
Minimum
Jan 2020
99.84%
Maximum
Apr 2019
75.38%
Average
71.06%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| Internet Initiative Japan Inc | 47.50% |
| Nippon Telegraph & Telephone Corp | 22.93% |
| KDDI Corp | 20.97% |
| SoftBank Group Corp | 65.46% |
| GMO Internet group Inc | 58.26% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -15.75 |
| Beta (5Y) | 0.4715 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.58% |
| Historical Sharpe Ratio (5Y) | -0.2696 |
| Historical Sortino (5Y) | -0.4821 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.96% |