Dai Nippon Printing Co Ltd (DNPLY)
15.34
+0.15
(+0.99%)
USD |
OTCM |
May 17, 16:00
Dai Nippon Printing Max Drawdown (5Y): 37.45% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 37.45% |
March 31, 2024 | 37.45% |
February 29, 2024 | 37.45% |
January 31, 2024 | 37.45% |
December 31, 2023 | 37.45% |
November 30, 2023 | 37.45% |
October 31, 2023 | 37.45% |
September 30, 2023 | 37.45% |
August 31, 2023 | 37.45% |
July 31, 2023 | 37.45% |
June 30, 2023 | 37.45% |
May 31, 2023 | 37.45% |
April 30, 2023 | 37.45% |
March 31, 2023 | 37.45% |
February 28, 2023 | 37.45% |
January 31, 2023 | 37.45% |
December 31, 2022 | 37.45% |
November 30, 2022 | 37.45% |
October 31, 2022 | 37.45% |
September 30, 2022 | 37.45% |
August 31, 2022 | 37.45% |
July 31, 2022 | 37.45% |
June 30, 2022 | 37.45% |
May 31, 2022 | 37.45% |
April 30, 2022 | 37.45% |
Date | Value |
---|---|
March 31, 2022 | 37.45% |
February 28, 2022 | 37.45% |
January 31, 2022 | 37.45% |
December 31, 2021 | 37.45% |
November 30, 2021 | 37.45% |
October 31, 2021 | 37.45% |
September 30, 2021 | 37.45% |
August 31, 2021 | 37.45% |
July 31, 2021 | 37.45% |
June 30, 2021 | 37.45% |
May 31, 2021 | 37.45% |
April 30, 2021 | 37.45% |
March 31, 2021 | 37.45% |
February 28, 2021 | 37.45% |
January 31, 2021 | 37.24% |
December 31, 2020 | 35.79% |
November 30, 2020 | 35.65% |
October 31, 2020 | 35.65% |
September 30, 2020 | 35.65% |
August 31, 2020 | 35.65% |
July 31, 2020 | 35.65% |
June 30, 2020 | 35.65% |
May 31, 2020 | 35.65% |
April 30, 2020 | 35.65% |
March 31, 2020 | 35.65% |
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
23.81%
Minimum
Jan 2020
37.45%
Maximum
Feb 2021
35.91%
Average
37.45%
Median
Feb 2021
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) | -1.725 |
Beta (5Y) | 0.5329 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.93% |
Historical Sharpe Ratio (5Y) | 0.1509 |
Historical Sortino (5Y) | 0.254 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.05% |