Idemitsu Kosan Co Ltd (IDKOY)
13.84
+0.26
(+1.95%)
USD |
OTCM |
May 06, 16:00
Idemitsu Kosan Max Drawdown (5Y): 62.66% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 62.66% |
March 31, 2024 | 62.66% |
February 29, 2024 | 62.66% |
January 31, 2024 | 62.66% |
December 31, 2023 | 62.66% |
November 30, 2023 | 62.66% |
October 31, 2023 | 62.66% |
September 30, 2023 | 62.66% |
August 31, 2023 | 62.66% |
July 31, 2023 | 62.66% |
June 30, 2023 | 62.66% |
May 31, 2023 | 62.66% |
April 30, 2023 | 62.66% |
March 31, 2023 | 62.66% |
February 28, 2023 | 62.66% |
January 31, 2023 | 62.66% |
December 31, 2022 | 62.66% |
November 30, 2022 | 62.66% |
October 31, 2022 | 62.66% |
September 30, 2022 | 62.66% |
August 31, 2022 | 62.66% |
July 31, 2022 | 62.66% |
June 30, 2022 | 62.66% |
May 31, 2022 | 62.66% |
April 30, 2022 | 62.66% |
Date | Value |
---|---|
March 31, 2022 | 62.66% |
February 28, 2022 | 62.66% |
January 31, 2022 | 62.66% |
December 31, 2021 | 62.66% |
November 30, 2021 | 62.66% |
October 31, 2021 | 62.66% |
September 30, 2021 | 62.66% |
August 31, 2021 | 62.66% |
July 31, 2021 | 62.66% |
June 30, 2021 | 62.66% |
May 31, 2021 | 62.66% |
April 30, 2021 | 62.66% |
March 31, 2021 | 62.66% |
February 28, 2021 | 62.66% |
January 31, 2021 | 62.66% |
December 31, 2020 | 62.66% |
November 30, 2020 | 62.66% |
October 31, 2020 | 62.66% |
September 30, 2020 | 62.66% |
August 31, 2020 | 62.66% |
July 31, 2020 | 62.66% |
June 30, 2020 | 62.66% |
May 31, 2020 | 60.08% |
April 30, 2020 | 60.08% |
March 31, 2020 | 57.63% |
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
53.56%
Minimum
May 2019
62.66%
Maximum
Jun 2020
61.29%
Average
62.66%
Median
Jun 2020
Max Drawdown (5Y) Benchmarks
ENEOS Holdings Inc | 63.96% |
Inpex Corp | 66.42% |
Fuji Oil Co Ltd | -- |
Cosmo Energy Holdings Co Ltd | -- |
Japan Petroleum Exploration Co Ltd | 25.50% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.9587 |
Beta (5Y) | -0.0025 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.88% |
Historical Sharpe Ratio (5Y) | -0.0397 |
Historical Sortino (5Y) | -0.076 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.04% |