East Japan Railway Co (EJPRY)
9.055
+0.06
(+0.61%)
USD |
OTCM |
May 20, 13:29
East Japan Railway Max Drawdown (5Y): 52.36% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 52.36% |
March 31, 2024 | 52.36% |
February 29, 2024 | 52.36% |
January 31, 2024 | 52.36% |
December 31, 2023 | 52.36% |
November 30, 2023 | 52.36% |
October 31, 2023 | 52.36% |
September 30, 2023 | 52.36% |
August 31, 2023 | 52.36% |
July 31, 2023 | 52.36% |
June 30, 2023 | 52.36% |
May 31, 2023 | 52.36% |
April 30, 2023 | 52.36% |
March 31, 2023 | 52.36% |
February 28, 2023 | 52.36% |
January 31, 2023 | 52.36% |
December 31, 2022 | 52.36% |
November 30, 2022 | 52.36% |
October 31, 2022 | 52.36% |
September 30, 2022 | 52.36% |
August 31, 2022 | 52.36% |
July 31, 2022 | 52.36% |
June 30, 2022 | 50.25% |
May 31, 2022 | 49.77% |
April 30, 2022 | 48.59% |
Date | Value |
---|---|
March 31, 2022 | 48.59% |
February 28, 2022 | 48.59% |
January 31, 2022 | 48.59% |
December 31, 2021 | 48.59% |
November 30, 2021 | 48.59% |
October 31, 2021 | 48.59% |
September 30, 2021 | 48.59% |
August 31, 2021 | 48.59% |
July 31, 2021 | 48.59% |
June 30, 2021 | 48.59% |
May 31, 2021 | 48.59% |
April 30, 2021 | 48.59% |
March 31, 2021 | 48.59% |
February 28, 2021 | 48.59% |
January 31, 2021 | 48.59% |
December 31, 2020 | 48.59% |
November 30, 2020 | 48.59% |
October 31, 2020 | 48.59% |
September 30, 2020 | 44.98% |
August 31, 2020 | 44.98% |
July 31, 2020 | 43.72% |
June 30, 2020 | 33.31% |
May 31, 2020 | 33.31% |
April 30, 2020 | 33.31% |
March 31, 2020 | 33.31% |
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
20.61%
Minimum
May 2019
52.36%
Maximum
Jul 2022
44.24%
Average
48.59%
Median
Oct 2020
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) | -14.88 |
Beta (5Y) | 0.3835 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.43% |
Historical Sharpe Ratio (5Y) | -0.4729 |
Historical Sortino (5Y) | -0.7388 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.98% |