Daiichi Sankyo Co Ltd (DSKYF)
31.85
+1.55
(+5.12%)
USD |
OTCM |
Apr 26, 15:19
Daiichi Sankyo Max Drawdown (5Y): 51.79% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 51.79% |
| February 29, 2024 | 51.79% |
| January 31, 2024 | 51.79% |
| December 31, 2023 | 51.79% |
| November 30, 2023 | 51.79% |
| October 31, 2023 | 51.79% |
| September 30, 2023 | 51.79% |
| August 31, 2023 | 51.79% |
| July 31, 2023 | 51.79% |
| June 30, 2023 | 51.79% |
| May 31, 2023 | 51.79% |
| April 30, 2023 | 51.79% |
| March 31, 2023 | 51.79% |
| February 28, 2023 | 51.79% |
| January 31, 2023 | 51.79% |
| December 31, 2022 | 51.79% |
| November 30, 2022 | 51.79% |
| October 31, 2022 | 51.79% |
| September 30, 2022 | 51.79% |
| August 31, 2022 | 51.79% |
| July 31, 2022 | 51.79% |
| June 30, 2022 | 51.79% |
| May 31, 2022 | 51.79% |
| April 30, 2022 | 51.79% |
| March 31, 2022 | 51.79% |
| Date | Value |
|---|---|
| February 28, 2022 | 51.79% |
| January 31, 2022 | 51.79% |
| December 31, 2021 | 51.79% |
| November 30, 2021 | 51.79% |
| October 31, 2021 | 51.79% |
| September 30, 2021 | 51.79% |
| August 31, 2021 | 51.79% |
| July 31, 2021 | 45.29% |
| June 30, 2021 | 41.36% |
| May 31, 2021 | 36.13% |
| April 30, 2021 | 30.27% |
| March 31, 2021 | 30.27% |
| February 28, 2021 | 30.27% |
| January 31, 2021 | 30.27% |
| December 31, 2020 | 30.27% |
| November 30, 2020 | 30.27% |
| October 31, 2020 | 30.27% |
| September 30, 2020 | 30.27% |
| August 31, 2020 | 30.27% |
| July 31, 2020 | 30.27% |
| June 30, 2020 | 30.27% |
| May 31, 2020 | 30.27% |
| April 30, 2020 | 30.27% |
| March 31, 2020 | 30.27% |
| February 29, 2020 | 23.13% |
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
23.13%
Minimum
Dec 2019
51.79%
Maximum
Aug 2021
42.29%
Average
51.79%
Median
Aug 2021
Max Drawdown (5Y) Benchmarks
| AstraZeneca PLC | 24.93% |
| Eisai Co Ltd | 90.87% |
| Takeda Pharmaceutical Co Ltd | 54.24% |
| Nxera Pharma Co Ltd | 95.29% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 11.11 |
| Beta (5Y) | 0.2988 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.07% |
| Historical Sharpe Ratio (5Y) | 0.4161 |
| Historical Sortino (5Y) | 0.8198 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.85% |