Daiwa House Industry Co Ltd (DWAHF)
27.89
0.00 (0.00%)
USD |
OTCM |
May 01, 16:00
Daiwa House Industry Max Drawdown (5Y): 37.50% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 37.50% |
March 31, 2024 | 37.50% |
February 29, 2024 | 37.50% |
January 31, 2024 | 37.50% |
December 31, 2023 | 37.50% |
November 30, 2023 | 37.50% |
October 31, 2023 | 37.50% |
September 30, 2023 | 37.50% |
August 31, 2023 | 37.50% |
July 31, 2023 | 37.50% |
June 30, 2023 | 37.50% |
May 31, 2023 | 37.50% |
April 30, 2023 | 37.50% |
March 31, 2023 | 37.50% |
February 28, 2023 | 37.50% |
January 31, 2023 | 37.50% |
December 31, 2022 | 37.50% |
November 30, 2022 | 37.50% |
October 31, 2022 | 37.50% |
September 30, 2022 | 37.50% |
August 31, 2022 | 37.50% |
July 31, 2022 | 37.50% |
June 30, 2022 | 37.50% |
May 31, 2022 | 37.50% |
April 30, 2022 | 37.50% |
Date | Value |
---|---|
March 31, 2022 | 37.50% |
February 28, 2022 | 37.50% |
January 31, 2022 | 37.50% |
December 31, 2021 | 37.50% |
November 30, 2021 | 37.50% |
October 31, 2021 | 37.50% |
September 30, 2021 | 37.50% |
August 31, 2021 | 37.50% |
July 31, 2021 | 37.50% |
June 30, 2021 | 37.50% |
May 31, 2021 | 37.50% |
April 30, 2021 | 37.50% |
March 31, 2021 | 37.50% |
February 28, 2021 | 37.50% |
January 31, 2021 | 37.50% |
December 31, 2020 | 37.50% |
November 30, 2020 | 37.50% |
October 31, 2020 | 37.50% |
September 30, 2020 | 37.50% |
August 31, 2020 | 37.50% |
July 31, 2020 | 37.50% |
June 30, 2020 | 37.50% |
May 31, 2020 | 37.50% |
April 30, 2020 | 37.50% |
March 31, 2020 | 37.50% |
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
--
Minimum
May 2019
37.50%
Maximum
Mar 2020
31.45%
Average
37.50%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Sumitomo Realty & Development Co Ltd | 44.05% |
Tokyo Tatemono Co Ltd | 50.41% |
Goldcrest Co Ltd | 41.89% |
Lead Real Estate Co Ltd | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -6.921 |
Beta (5Y) | 0.4744 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.79% |
Historical Sharpe Ratio (5Y) | -0.0588 |
Historical Sortino (5Y) | -0.0744 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.37% |