Pan Pacific International Holdings Corp (DQJCY)
24.57
-0.07
(-0.28%)
USD |
OTCM |
May 17, 16:00
Pan Pacific International Holdings Max Drawdown (5Y): 49.36% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 49.36% |
| March 31, 2024 | 49.36% |
| February 29, 2024 | 49.36% |
| January 31, 2024 | 49.36% |
| December 31, 2023 | 49.36% |
| November 30, 2023 | 49.36% |
| October 31, 2023 | 49.36% |
| September 30, 2023 | 49.36% |
| August 31, 2023 | 49.36% |
| July 31, 2023 | 49.36% |
| June 30, 2023 | 49.36% |
| May 31, 2023 | 49.36% |
| April 30, 2023 | 49.36% |
| March 31, 2023 | 49.36% |
| February 28, 2023 | 49.36% |
| January 31, 2023 | 49.36% |
| December 31, 2022 | 49.36% |
| November 30, 2022 | 49.36% |
| October 31, 2022 | 49.36% |
| September 30, 2022 | 49.36% |
| August 31, 2022 | 49.36% |
| July 31, 2022 | 49.36% |
| June 30, 2022 | 49.36% |
| May 31, 2022 | 49.36% |
| April 30, 2022 | 49.36% |
| Date | Value |
|---|---|
| March 31, 2022 | 49.36% |
| February 28, 2022 | 49.36% |
| January 31, 2022 | 49.36% |
| December 31, 2021 | 45.76% |
| November 30, 2021 | 36.64% |
| October 31, 2021 | 36.64% |
| September 30, 2021 | 36.64% |
| August 31, 2021 | 36.64% |
| July 31, 2021 | 36.64% |
| June 30, 2021 | 36.64% |
| May 31, 2021 | 36.64% |
| April 30, 2021 | 36.64% |
| March 31, 2021 | 36.67% |
| February 28, 2021 | 41.28% |
| January 31, 2021 | 41.28% |
| December 31, 2020 | 41.28% |
| November 30, 2020 | 44.40% |
| October 31, 2020 | 44.40% |
| September 30, 2020 | 44.40% |
| August 31, 2020 | 44.40% |
| July 31, 2020 | 44.40% |
| June 30, 2020 | 44.40% |
| May 31, 2020 | 44.40% |
| April 30, 2020 | 44.40% |
| March 31, 2020 | 44.40% |
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
36.64%
Minimum
Apr 2021
49.36%
Maximum
Jan 2022
45.42%
Average
44.40%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| Kirin Holdings Co Ltd | 48.69% |
| Coca-Cola Bottlers Japan Holdings Inc | 78.86% |
| Asahi Group Holdings Ltd | 47.76% |
| Suntory Beverage & Food Ltd | 34.34% |
| Sapporo Holdings Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 6.844 |
| Beta (5Y) | -0.0132 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.97% |
| Historical Sharpe Ratio (5Y) | 0.2394 |
| Historical Sortino (5Y) | 0.3694 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.47% |