Daiwa Securities Group Inc (DSECF)
6.965
0.00 (0.00%)
USD |
OTCM |
May 17, 16:00
Daiwa Securities Group Max Drawdown (5Y): 41.55% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 41.55% |
March 31, 2024 | 44.66% |
February 29, 2024 | 44.66% |
January 31, 2024 | 44.66% |
December 31, 2023 | 44.66% |
November 30, 2023 | 44.66% |
October 31, 2023 | 44.66% |
September 30, 2023 | 44.66% |
August 31, 2023 | 44.66% |
July 31, 2023 | 44.66% |
June 30, 2023 | 44.66% |
May 31, 2023 | 44.66% |
April 30, 2023 | 44.66% |
March 31, 2023 | 44.66% |
February 28, 2023 | 44.66% |
January 31, 2023 | 44.66% |
December 31, 2022 | 44.66% |
November 30, 2022 | 44.66% |
October 31, 2022 | 44.66% |
September 30, 2022 | 44.66% |
August 31, 2022 | 44.66% |
July 31, 2022 | 44.66% |
June 30, 2022 | 44.66% |
May 31, 2022 | 44.66% |
April 30, 2022 | 44.66% |
Date | Value |
---|---|
March 31, 2022 | 44.66% |
February 28, 2022 | 44.66% |
January 31, 2022 | 44.66% |
December 31, 2021 | 44.66% |
November 30, 2021 | 44.66% |
October 31, 2021 | 44.66% |
September 30, 2021 | 44.66% |
August 31, 2021 | 44.66% |
July 31, 2021 | 44.66% |
June 30, 2021 | 44.66% |
May 31, 2021 | 44.66% |
April 30, 2021 | 44.66% |
March 31, 2021 | 44.66% |
February 28, 2021 | 44.66% |
January 31, 2021 | 44.66% |
December 31, 2020 | 44.66% |
November 30, 2020 | 44.66% |
October 31, 2020 | 44.66% |
September 30, 2020 | 44.66% |
August 31, 2020 | 44.66% |
July 31, 2020 | 44.66% |
June 30, 2020 | 44.66% |
May 31, 2020 | 44.66% |
April 30, 2020 | 44.66% |
March 31, 2020 | 44.66% |
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
41.55%
Minimum
Apr 2024
44.66%
Maximum
Jun 2019
44.61%
Average
44.66%
Median
Jun 2019
Max Drawdown (5Y) Benchmarks
ORIX Corp | 42.52% |
Mizuho Financial Group Inc | 46.77% |
Mitsubishi UFJ Financial Group Inc | 54.49% |
Nomura Holdings Inc | 52.85% |
Sumitomo Mitsui Financial Group Inc | 47.68% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.3568 |
Beta (5Y) | 0.4628 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.21% |
Historical Sharpe Ratio (5Y) | 0.2376 |
Historical Sortino (5Y) | 0.3898 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.20% |