Inpex Corp (IPXHY)
15.45
-0.13
(-0.82%)
USD |
OTCM |
May 21, 12:28
Inpex Max Drawdown (5Y): 66.42% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 66.42% |
March 31, 2024 | 66.42% |
February 29, 2024 | 66.42% |
January 31, 2024 | 66.42% |
December 31, 2023 | 66.42% |
November 30, 2023 | 66.42% |
October 31, 2023 | 66.42% |
September 30, 2023 | 66.42% |
August 31, 2023 | 66.42% |
July 31, 2023 | 66.42% |
June 30, 2023 | 66.42% |
May 31, 2023 | 66.42% |
April 30, 2023 | 66.42% |
March 31, 2023 | 66.42% |
February 28, 2023 | 66.42% |
January 31, 2023 | 66.42% |
December 31, 2022 | 66.42% |
November 30, 2022 | 66.42% |
October 31, 2022 | 66.42% |
September 30, 2022 | 66.42% |
August 31, 2022 | 66.42% |
July 31, 2022 | 66.42% |
June 30, 2022 | 66.42% |
May 31, 2022 | 66.42% |
April 30, 2022 | 66.42% |
Date | Value |
---|---|
March 31, 2022 | 66.42% |
February 28, 2022 | 66.42% |
January 31, 2022 | 66.42% |
December 31, 2021 | 66.42% |
November 30, 2021 | 66.42% |
October 31, 2021 | 66.42% |
September 30, 2021 | 66.42% |
August 31, 2021 | 66.42% |
July 31, 2021 | 66.42% |
June 30, 2021 | 66.42% |
May 31, 2021 | 66.42% |
April 30, 2021 | 66.42% |
March 31, 2021 | 66.42% |
February 28, 2021 | 66.42% |
January 31, 2021 | 66.42% |
December 31, 2020 | 66.42% |
November 30, 2020 | 66.42% |
October 31, 2020 | 66.42% |
September 30, 2020 | 66.42% |
August 31, 2020 | 66.42% |
July 31, 2020 | 66.42% |
June 30, 2020 | 66.42% |
May 31, 2020 | 66.42% |
April 30, 2020 | 66.42% |
March 31, 2020 | 66.42% |
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
62.14%
Minimum
May 2019
66.42%
Maximum
Mar 2020
65.71%
Average
66.42%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
ENEOS Holdings Inc | 63.96% |
Idemitsu Kosan Co Ltd | 62.66% |
Fuji Oil Co Ltd | -- |
Cosmo Energy Holdings Co Ltd | -- |
Japan Petroleum Exploration Co Ltd | 25.50% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.0793 |
Beta (5Y) | 1.062 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.14% |
Historical Sharpe Ratio (5Y) | 0.3252 |
Historical Sortino (5Y) | 0.4286 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.99% |