Fast Retailing Co Ltd (FRCOY)
26.36
+0.26
(+1.00%)
USD |
OTCM |
May 15, 15:16
Fast Retailing Max Drawdown (5Y): 56.99% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 56.99% |
| March 31, 2024 | 56.99% |
| February 29, 2024 | 56.99% |
| January 31, 2024 | 56.99% |
| December 31, 2023 | 56.99% |
| November 30, 2023 | 56.99% |
| October 31, 2023 | 56.99% |
| September 30, 2023 | 56.99% |
| August 31, 2023 | 56.99% |
| July 31, 2023 | 56.99% |
| June 30, 2023 | 56.99% |
| May 31, 2023 | 56.99% |
| April 30, 2023 | 56.99% |
| March 31, 2023 | 56.99% |
| February 28, 2023 | 56.99% |
| January 31, 2023 | 56.99% |
| December 31, 2022 | 56.99% |
| November 30, 2022 | 56.99% |
| October 31, 2022 | 56.99% |
| September 30, 2022 | 56.99% |
| August 31, 2022 | 56.99% |
| July 31, 2022 | 56.99% |
| June 30, 2022 | 56.99% |
| May 31, 2022 | 56.99% |
| April 30, 2022 | 55.51% |
| Date | Value |
|---|---|
| March 31, 2022 | 53.57% |
| February 28, 2022 | 49.38% |
| January 31, 2022 | 49.38% |
| December 31, 2021 | 44.47% |
| November 30, 2021 | 43.41% |
| October 31, 2021 | 43.41% |
| September 30, 2021 | 43.41% |
| August 31, 2021 | 43.41% |
| July 31, 2021 | 43.41% |
| June 30, 2021 | 43.41% |
| May 31, 2021 | 43.41% |
| April 30, 2021 | 48.46% |
| March 31, 2021 | 48.46% |
| February 28, 2021 | 48.54% |
| January 31, 2021 | 50.28% |
| December 31, 2020 | 50.28% |
| November 30, 2020 | 50.28% |
| October 31, 2020 | 50.28% |
| September 30, 2020 | 50.28% |
| August 31, 2020 | 50.28% |
| July 31, 2020 | 50.28% |
| June 30, 2020 | 50.28% |
| May 31, 2020 | 50.28% |
| April 30, 2020 | 50.28% |
| March 31, 2020 | 50.28% |
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
43.41%
Minimum
May 2021
56.99%
Maximum
May 2022
52.09%
Average
50.28%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| Honda Motor Co Ltd | 41.93% |
| Toyota Motor Corp | 36.79% |
| MEDIROM Healthcare Technologies Inc | -- |
| Yoshitsu Co Ltd | -- |
| Linkage Global Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.831 |
| Beta (5Y) | 0.7939 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.14% |
| Historical Sharpe Ratio (5Y) | 0.1664 |
| Historical Sortino (5Y) | 0.2906 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.90% |