Fujitsu Ltd (FJTSF)
15.87
+0.04
(+0.25%)
USD |
OTCM |
May 03, 16:00
Fujitsu Max Drawdown (5Y): 45.52% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 45.52% |
| March 31, 2024 | 45.52% |
| February 29, 2024 | 45.52% |
| January 31, 2024 | 45.52% |
| December 31, 2023 | 45.52% |
| November 30, 2023 | 45.52% |
| October 31, 2023 | 45.52% |
| September 30, 2023 | 45.52% |
| August 31, 2023 | 45.52% |
| July 31, 2023 | 45.52% |
| June 30, 2023 | 45.52% |
| May 31, 2023 | 45.52% |
| April 30, 2023 | 45.52% |
| March 31, 2023 | 45.52% |
| February 28, 2023 | 45.52% |
| January 31, 2023 | 45.52% |
| December 31, 2022 | 45.52% |
| November 30, 2022 | 45.52% |
| October 31, 2022 | 45.52% |
| September 30, 2022 | 45.52% |
| August 31, 2022 | 39.29% |
| July 31, 2022 | 37.33% |
| June 30, 2022 | 37.33% |
| May 31, 2022 | 32.03% |
| April 30, 2022 | 32.03% |
| Date | Value |
|---|---|
| March 31, 2022 | 32.03% |
| February 28, 2022 | 31.89% |
| January 31, 2022 | 31.89% |
| December 31, 2021 | 27.92% |
| November 30, 2021 | 27.92% |
| October 31, 2021 | 27.92% |
| September 30, 2021 | 27.92% |
| August 31, 2021 | 29.90% |
| July 31, 2021 | 29.90% |
| June 30, 2021 | 34.53% |
| May 31, 2021 | 34.53% |
| April 30, 2021 | 34.53% |
| March 31, 2021 | 49.74% |
| February 28, 2021 | 50.79% |
| January 31, 2021 | 50.79% |
| December 31, 2020 | 53.44% |
| November 30, 2020 | 53.44% |
| October 31, 2020 | 53.44% |
| September 30, 2020 | 53.44% |
| August 31, 2020 | 53.44% |
| July 31, 2020 | 53.44% |
| June 30, 2020 | 53.44% |
| May 31, 2020 | 53.44% |
| April 30, 2020 | 53.44% |
| March 31, 2020 | 53.44% |
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
27.92%
Minimum
Sep 2021
53.44%
Maximum
May 2019
44.66%
Average
45.52%
Median
Sep 2022
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 5.682 |
| Beta (5Y) | 0.8437 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.35% |
| Historical Sharpe Ratio (5Y) | 0.4812 |
| Historical Sortino (5Y) | 0.735 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.96% |