Idemitsu Kosan Co Ltd (IDKOF)
6.91
-0.02
(-0.29%)
USD |
OTCM |
Jun 03, 09:30
Idemitsu Kosan Max Drawdown (5Y): 47.82% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 47.82% |
April 30, 2024 | 47.82% |
March 31, 2024 | 47.82% |
February 29, 2024 | 47.82% |
January 31, 2024 | 47.82% |
December 31, 2023 | 47.82% |
November 30, 2023 | 47.82% |
October 31, 2023 | 47.82% |
September 30, 2023 | 47.82% |
August 31, 2023 | 47.82% |
July 31, 2023 | 47.82% |
June 30, 2023 | 47.82% |
May 31, 2023 | 47.82% |
April 30, 2023 | 47.82% |
March 31, 2023 | 47.82% |
February 28, 2023 | 47.82% |
January 31, 2023 | 47.82% |
December 31, 2022 | 47.82% |
November 30, 2022 | 47.82% |
October 31, 2022 | 47.82% |
September 30, 2022 | 47.82% |
August 31, 2022 | 47.82% |
July 31, 2022 | 47.82% |
June 30, 2022 | 47.82% |
May 31, 2022 | 47.82% |
Date | Value |
---|---|
April 30, 2022 | 47.82% |
March 31, 2022 | 47.82% |
February 28, 2022 | 47.82% |
January 31, 2022 | 47.82% |
December 31, 2021 | 47.82% |
November 30, 2021 | 47.82% |
October 31, 2021 | 47.82% |
September 30, 2021 | 47.82% |
August 31, 2021 | 47.82% |
July 31, 2021 | 47.82% |
June 30, 2021 | 47.82% |
May 31, 2021 | 47.82% |
April 30, 2021 | 47.82% |
March 31, 2021 | 47.82% |
February 28, 2021 | 47.82% |
January 31, 2021 | 47.82% |
December 31, 2020 | 47.82% |
November 30, 2020 | 47.82% |
October 31, 2020 | 47.82% |
September 30, 2020 | 47.82% |
August 31, 2020 | 47.82% |
July 31, 2020 | 47.82% |
June 30, 2020 | 47.82% |
May 31, 2020 | 39.12% |
April 30, 2020 | 39.12% |
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
23.79%
Minimum
Jun 2019
47.82%
Maximum
Jun 2020
45.42%
Average
47.82%
Median
Jun 2020
Max Drawdown (5Y) Benchmarks
ENEOS Holdings Inc | 63.96% |
Inpex Corp | 66.42% |
Cosmo Energy Holdings Co Ltd | -- |
Japan Petroleum Exploration Co Ltd | 25.50% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -4.013 |
Beta (5Y) | 0.4118 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.69% |
Historical Sharpe Ratio (5Y) | 0.0718 |
Historical Sortino (5Y) | 0.1065 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.39% |