Internet Initiative Japan Inc (IIJIY)
39.65
0.00 (0.00%)
USD |
OTCM |
Nov 22, 16:00
Internet Initiative Japan Max Drawdown (5Y): 47.50% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 47.50% |
September 30, 2024 | 47.50% |
August 31, 2024 | 47.50% |
July 31, 2024 | 47.50% |
June 30, 2024 | 47.50% |
May 31, 2024 | 47.50% |
April 30, 2024 | 47.50% |
March 31, 2024 | 47.50% |
February 29, 2024 | 47.50% |
January 31, 2024 | 47.50% |
December 31, 2023 | 47.50% |
November 30, 2023 | 47.50% |
October 31, 2023 | 47.50% |
September 30, 2023 | 47.50% |
August 31, 2023 | 47.50% |
July 31, 2023 | 47.50% |
June 30, 2023 | 47.50% |
May 31, 2023 | 47.50% |
April 30, 2023 | 47.50% |
March 31, 2023 | 47.50% |
February 28, 2023 | 47.50% |
January 31, 2023 | 50.08% |
December 31, 2022 | 50.08% |
November 30, 2022 | 50.08% |
October 31, 2022 | 55.07% |
Date | Value |
---|---|
September 30, 2022 | 55.72% |
August 31, 2022 | 55.72% |
July 31, 2022 | 55.72% |
June 30, 2022 | 56.19% |
May 31, 2022 | 57.80% |
April 30, 2022 | 57.80% |
March 31, 2022 | 57.92% |
February 28, 2022 | 57.92% |
January 31, 2022 | 58.55% |
December 31, 2021 | 58.55% |
November 30, 2021 | 60.98% |
October 31, 2021 | 63.82% |
September 30, 2021 | 66.31% |
August 31, 2021 | 66.31% |
July 31, 2021 | 66.31% |
June 30, 2021 | 66.31% |
May 31, 2021 | 66.31% |
April 30, 2021 | 66.31% |
March 31, 2021 | 66.31% |
February 28, 2021 | 66.31% |
January 31, 2021 | 66.31% |
December 31, 2020 | 66.31% |
November 30, 2020 | 66.31% |
October 31, 2020 | 66.31% |
September 30, 2020 | 66.31% |
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
47.50%
Minimum
Feb 2023
66.31%
Maximum
Nov 2019
57.08%
Average
57.80%
Median
Apr 2022
Max Drawdown (5Y) Benchmarks
Nippon Telegraph & Telephone Corp | 28.24% |
KDDI Corp | 23.70% |
SoftBank Group Corp | 65.46% |
GMO Internet group Inc | 58.26% |
BloomZ Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 15.93 |
Beta (5Y) | 0.6752 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.17% |
Historical Sharpe Ratio (5Y) | 0.6456 |
Historical Sortino (5Y) | 1.281 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.94% |