Hoya Corp (HOCPY)
114.66
+0.60
(+0.53%)
USD |
OTCM |
Apr 23, 15:59
Hoya Max Drawdown (5Y): 51.23% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 51.23% |
| February 29, 2024 | 51.23% |
| January 31, 2024 | 51.23% |
| December 31, 2023 | 51.23% |
| November 30, 2023 | 51.23% |
| October 31, 2023 | 51.23% |
| September 30, 2023 | 51.23% |
| August 31, 2023 | 51.23% |
| July 31, 2023 | 51.23% |
| June 30, 2023 | 51.23% |
| May 31, 2023 | 51.23% |
| April 30, 2023 | 51.23% |
| March 31, 2023 | 51.23% |
| February 28, 2023 | 51.23% |
| January 31, 2023 | 51.23% |
| December 31, 2022 | 51.23% |
| November 30, 2022 | 51.23% |
| October 31, 2022 | 51.23% |
| September 30, 2022 | 51.23% |
| August 31, 2022 | 51.23% |
| July 31, 2022 | 51.23% |
| June 30, 2022 | 51.23% |
| May 31, 2022 | 46.57% |
| April 30, 2022 | 44.20% |
| March 31, 2022 | 38.01% |
| Date | Value |
|---|---|
| February 28, 2022 | 30.21% |
| January 31, 2022 | 30.21% |
| December 31, 2021 | 24.80% |
| November 30, 2021 | 24.80% |
| October 31, 2021 | 24.80% |
| September 30, 2021 | 24.80% |
| August 31, 2021 | 24.80% |
| July 31, 2021 | 24.80% |
| June 30, 2021 | 24.80% |
| May 31, 2021 | 24.80% |
| April 30, 2021 | 24.80% |
| March 31, 2021 | 24.80% |
| February 28, 2021 | 24.80% |
| January 31, 2021 | 24.80% |
| December 31, 2020 | 24.80% |
| November 30, 2020 | 24.80% |
| October 31, 2020 | 24.80% |
| September 30, 2020 | 24.80% |
| August 31, 2020 | 24.80% |
| July 31, 2020 | 24.80% |
| June 30, 2020 | 25.47% |
| May 31, 2020 | 25.47% |
| April 30, 2020 | 25.47% |
| March 31, 2020 | 25.47% |
| February 29, 2020 | 25.47% |
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
24.80%
Minimum
Jul 2020
51.23%
Maximum
Jun 2022
35.74%
Average
25.47%
Median
Apr 2019
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) | 1.486 |
| Beta (5Y) | 0.8264 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.87% |
| Historical Sharpe Ratio (5Y) | 0.4251 |
| Historical Sortino (5Y) | 0.7574 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.71% |