East Japan Railway Co (EJPRY)
10.09
+0.05
(+0.50%)
USD |
OTCM |
Nov 05, 15:58
East Japan Railway Max Drawdown (5Y): 52.36% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 52.36% |
| September 30, 2024 | 52.36% |
| August 31, 2024 | 52.36% |
| July 31, 2024 | 52.36% |
| June 30, 2024 | 52.36% |
| May 31, 2024 | 52.36% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
52.36%
Maximum
Jul 2022
47.42%
Average
49.18%
Median
Max Drawdown (5Y) Benchmarks
| Kubota Corp | 47.22% |
| Kyocera Corp | 32.73% |
| Japan Food Tech Holdings Inc | 99.88% |
| FUJIFILM Holdings Corp | 46.92% |
| SBC Medical Group Holdings Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -14.18 |
| Beta (5Y) | 0.3956 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.89% |
| Historical Sharpe Ratio (5Y) | -0.3797 |
| Historical Sortino (5Y) | -0.6178 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.22% |