Internet Initiative Japan Inc (IIJIY)
35.30
+0.72
(+2.08%)
USD |
OTCM |
May 03, 16:00
Internet Initiative Japan Max Drawdown (5Y): 47.50% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| August 31, 2020 | 66.31% |
| July 31, 2020 | 66.31% |
| June 30, 2020 | 66.31% |
| May 31, 2020 | 66.31% |
| April 30, 2020 | 66.31% |
| March 31, 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
May 2019
58.96%
Average
62.40%
Median
Max Drawdown (5Y) Benchmarks
| Nippon Telegraph & Telephone Corp | 22.93% |
| KDDI Corp | 21.25% |
| SoftBank Group Corp | 65.46% |
| GMO Internet group Inc | 58.26% |
| SoftBank Corp | 28.70% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 20.19 |
| Beta (5Y) | 0.6525 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.70% |
| Historical Sharpe Ratio (5Y) | 0.7692 |
| Historical Sortino (5Y) | 1.525 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.12% |