Fukuoka Financial Group Inc (FKKFY)
12.88
0.00 (0.00%)
USD |
OTCM |
Jun 18, 16:00
Fukuoka Financial Group Max Drawdown (5Y): 52.85% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 52.85% |
April 30, 2024 | 52.85% |
March 31, 2024 | 52.85% |
February 29, 2024 | 52.85% |
January 31, 2024 | 52.85% |
December 31, 2023 | 52.85% |
November 30, 2023 | 52.85% |
October 31, 2023 | 52.85% |
September 30, 2023 | 52.85% |
August 31, 2023 | 52.85% |
July 31, 2023 | 52.85% |
June 30, 2023 | 52.85% |
May 31, 2023 | 52.85% |
April 30, 2023 | 52.85% |
March 31, 2023 | 52.85% |
February 28, 2023 | 52.85% |
January 31, 2023 | 52.85% |
December 31, 2022 | 52.85% |
November 30, 2022 | 52.85% |
October 31, 2022 | 52.85% |
September 30, 2022 | 52.85% |
August 31, 2022 | 52.85% |
July 31, 2022 | 52.85% |
June 30, 2022 | 52.85% |
May 31, 2022 | 52.85% |
Date | Value |
---|---|
April 30, 2022 | 52.85% |
March 31, 2022 | 52.85% |
February 28, 2022 | 52.85% |
January 31, 2022 | 52.85% |
December 31, 2021 | 52.85% |
November 30, 2021 | 52.85% |
October 31, 2021 | 52.85% |
September 30, 2021 | 52.85% |
August 31, 2021 | 52.85% |
July 31, 2021 | 52.85% |
June 30, 2021 | 52.85% |
May 31, 2021 | 52.85% |
April 30, 2021 | 52.85% |
March 31, 2021 | 52.85% |
February 28, 2021 | 52.85% |
January 31, 2021 | 52.85% |
December 31, 2020 | 52.85% |
November 30, 2020 | 52.85% |
October 31, 2020 | 52.85% |
September 30, 2020 | 52.85% |
August 31, 2020 | 52.85% |
July 31, 2020 | 52.85% |
June 30, 2020 | 52.85% |
May 31, 2020 | 52.85% |
April 30, 2020 | 47.34% |
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
40.74%
Minimum
Jun 2019
52.85%
Maximum
May 2020
50.74%
Average
52.85%
Median
May 2020
Max Drawdown (5Y) Benchmarks
ORIX Corp | 42.52% |
Mizuho Financial Group Inc | 46.77% |
Mitsubishi UFJ Financial Group Inc | 54.49% |
Nomura Holdings Inc | 52.85% |
Sumitomo Mitsui Financial Group Inc | 47.68% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 2.498 |
Beta (5Y) | -0.2975 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.77% |
Historical Sharpe Ratio (5Y) | -0.0513 |
Historical Sortino (5Y) | -0.0885 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.27% |