Hengan International Group Co., Ltd. (HEGIY)
12.48
+0.03
(+0.26%)
USD |
OTCM |
Oct 01, 16:00
Hengan International Group Max Drawdown (5Y) : 65.19% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 65.19% |
| August 31, 2026 | 65.19% |
| July 31, 2026 | 65.19% |
| June 30, 2026 | 65.19% |
| May 31, 2026 | 65.19% |
| April 30, 2026 | 65.19% |
| March 31, 2026 | 65.19% |
| February 28, 2026 | 65.19% |
| January 31, 2026 | 65.19% |
| December 31, 2025 | 65.19% |
| November 30, 2025 | 65.19% |
| October 31, 2025 | 65.19% |
| September 30, 2025 | 65.19% |
| August 31, 2025 | 65.19% |
| July 31, 2025 | 65.19% |
| June 30, 2025 | 65.19% |
| May 31, 2025 | 65.19% |
| April 30, 2025 | 65.19% |
| March 31, 2025 | 64.25% |
| February 28, 2025 | 64.25% |
| January 31, 2025 | 64.25% |
| December 31, 2024 | 62.16% |
| November 30, 2024 | 62.16% |
| October 31, 2024 | 62.16% |
| September 30, 2024 | 62.16% |
| Date | Value |
|---|---|
| August 31, 2024 | 62.16% |
| July 31, 2024 | 62.16% |
| June 30, 2024 | 62.16% |
| May 31, 2024 | 62.16% |
| April 30, 2024 | 62.16% |
| March 31, 2024 | 62.16% |
| February 29, 2024 | 59.90% |
| January 31, 2024 | 59.90% |
| December 31, 2023 | 59.90% |
| November 30, 2023 | 59.90% |
| October 31, 2023 | 59.90% |
| September 30, 2023 | 58.64% |
| August 31, 2023 | 56.83% |
| July 31, 2023 | 56.83% |
| June 30, 2023 | 56.83% |
| May 31, 2023 | 56.83% |
| April 30, 2023 | 56.83% |
| March 31, 2023 | 56.83% |
| February 28, 2023 | 56.83% |
| January 31, 2023 | 56.83% |
| December 31, 2022 | 56.83% |
| November 30, 2022 | 56.83% |
| October 31, 2022 | 56.83% |
| September 30, 2022 | 52.02% |
| August 31, 2022 | 52.02% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Big Tree Cloud Holdings Ltd. | -- |
| Ontex Group NV | 80.77% |
| CCA Industries, Inc. | 91.78% |
| Cyanotech Corp. | -- |
| The Estée Lauder Companies, Inc. | 85.82% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -14.05 |
| Beta (5Y) | 0.1172 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.64% |
| Historical Sharpe Ratio (5Y) | -0.5024 |
| Historical Sortino (5Y) | -0.9242 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.13% |