FUJIFILM Holdings Corp (FUJIY)
10.57
-0.05
(-0.47%)
USD |
OTCM |
May 01, 15:59
FUJIFILM Holdings Max Drawdown (5Y): 46.92% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 46.92% |
| March 31, 2024 | 46.92% |
| February 29, 2024 | 46.92% |
| January 31, 2024 | 46.92% |
| December 31, 2023 | 46.92% |
| November 30, 2023 | 46.92% |
| October 31, 2023 | 46.92% |
| September 30, 2023 | 46.92% |
| August 31, 2023 | 46.92% |
| July 31, 2023 | 46.92% |
| June 30, 2023 | 46.92% |
| May 31, 2023 | 46.92% |
| April 30, 2023 | 46.92% |
| March 31, 2023 | 46.92% |
| February 28, 2023 | 46.92% |
| January 31, 2023 | 46.92% |
| December 31, 2022 | 46.92% |
| November 30, 2022 | 46.92% |
| October 31, 2022 | 46.92% |
| September 30, 2022 | 46.92% |
| August 31, 2022 | 40.57% |
| July 31, 2022 | 40.39% |
| June 30, 2022 | 40.39% |
| May 31, 2022 | 36.92% |
| April 30, 2022 | 35.87% |
| Date | Value |
|---|---|
| March 31, 2022 | 35.87% |
| February 28, 2022 | 29.11% |
| January 31, 2022 | 26.51% |
| December 31, 2021 | 25.27% |
| November 30, 2021 | 25.27% |
| October 31, 2021 | 25.27% |
| September 30, 2021 | 25.27% |
| August 31, 2021 | 25.27% |
| July 31, 2021 | 25.27% |
| June 30, 2021 | 25.27% |
| May 31, 2021 | 25.27% |
| April 30, 2021 | 25.27% |
| March 31, 2021 | 25.27% |
| February 28, 2021 | 25.27% |
| January 31, 2021 | 25.27% |
| December 31, 2020 | 25.27% |
| November 30, 2020 | 25.27% |
| October 31, 2020 | 25.27% |
| September 30, 2020 | 25.27% |
| August 31, 2020 | 25.27% |
| July 31, 2020 | 25.27% |
| June 30, 2020 | 24.97% |
| May 31, 2020 | 24.79% |
| April 30, 2020 | 24.79% |
| March 31, 2020 | 24.79% |
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
20.00%
Minimum
May 2019
46.92%
Maximum
Sep 2022
32.97%
Average
25.27%
Median
Jul 2020
Max Drawdown (5Y) Benchmarks
| Kubota Corp | 47.22% |
| Kyocera Corp | 31.65% |
| Dr. Foods Inc | 99.88% |
| Mitsubishi Heavy Industries Ltd | 61.76% |
| SECOM Co Ltd | 43.00% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 58.97 |
| Beta (5Y) | 0.4822 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 243.5% |
| Historical Sharpe Ratio (5Y) | 0.2642 |
| Historical Sortino (5Y) | 4.854 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.96% |