Hoya Corp (HOCPF)
122.34
0.00 (0.00%)
USD |
OTCM |
May 07, 16:00
Hoya Max Drawdown (5Y): 50.87% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 50.87% |
| March 31, 2024 | 50.87% |
| February 29, 2024 | 50.87% |
| January 31, 2024 | 50.87% |
| December 31, 2023 | 50.87% |
| November 30, 2023 | 50.87% |
| October 31, 2023 | 50.87% |
| September 30, 2023 | 50.87% |
| August 31, 2023 | 50.87% |
| July 31, 2023 | 50.87% |
| June 30, 2023 | 50.87% |
| May 31, 2023 | 50.87% |
| April 30, 2023 | 50.87% |
| March 31, 2023 | 50.87% |
| February 28, 2023 | 50.87% |
| January 31, 2023 | 50.87% |
| December 31, 2022 | 50.87% |
| November 30, 2022 | 50.87% |
| October 31, 2022 | 50.87% |
| September 30, 2022 | 50.87% |
| August 31, 2022 | 50.87% |
| July 31, 2022 | 50.87% |
| June 30, 2022 | 50.71% |
| May 31, 2022 | 46.38% |
| April 30, 2022 | 43.36% |
| Date | Value |
|---|---|
| March 31, 2022 | 38.25% |
| February 28, 2022 | 30.77% |
| January 31, 2022 | 30.77% |
| December 31, 2021 | 23.53% |
| November 30, 2021 | 23.53% |
| October 31, 2021 | 23.53% |
| September 30, 2021 | 23.53% |
| August 31, 2021 | 23.53% |
| July 31, 2021 | 23.53% |
| June 30, 2021 | 23.53% |
| May 31, 2021 | 23.53% |
| April 30, 2021 | 23.53% |
| March 31, 2021 | 23.53% |
| February 28, 2021 | 23.53% |
| January 31, 2021 | 23.53% |
| December 31, 2020 | 23.53% |
| November 30, 2020 | 23.53% |
| October 31, 2020 | 23.53% |
| September 30, 2020 | 23.53% |
| August 31, 2020 | 23.53% |
| July 31, 2020 | 23.53% |
| June 30, 2020 | 23.53% |
| May 31, 2020 | 23.53% |
| April 30, 2020 | 23.53% |
| March 31, 2020 | 23.53% |
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
18.34%
Minimum
May 2019
50.87%
Maximum
Jul 2022
34.34%
Average
23.53%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Takeda Pharmaceutical Co Ltd | 54.24% |
| Nxera Pharma Co Ltd | 95.29% |
| PeptiDream Inc | 87.73% |
| Stemcell Holdings Inc | -- |
| Healios KK | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.9501 |
| Beta (5Y) | 0.6674 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.54% |
| Historical Sharpe Ratio (5Y) | 0.2746 |
| Historical Sortino (5Y) | 0.485 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.53% |