Idemitsu Kosan Co Ltd (IDKOY)
13.49
+0.71
(+5.55%)
USD |
OTCM |
Nov 14, 10:54
Idemitsu Kosan Max Drawdown (5Y): 62.66% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 62.66% |
| September 30, 2024 | 62.66% |
| August 31, 2024 | 62.66% |
| July 31, 2024 | 62.66% |
| June 30, 2024 | 62.66% |
| May 31, 2024 | 62.66% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
56.32%
Minimum
Nov 2019
62.66%
Maximum
Jun 2020
62.07%
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) | 4.342 |
| Beta (5Y) | 0.0666 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.90% |
| Historical Sharpe Ratio (5Y) | 0.2176 |
| Historical Sortino (5Y) | 0.4649 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.51% |