Japan Tobacco Inc (JAPAY)
13.91
-0.08
(-0.57%)
USD |
OTCM |
May 07, 15:54
Japan Tobacco Max Drawdown (5Y): 53.24% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 53.24% |
March 31, 2024 | 53.24% |
February 29, 2024 | 53.24% |
January 31, 2024 | 53.24% |
December 31, 2023 | 53.24% |
November 30, 2023 | 53.24% |
October 31, 2023 | 53.24% |
September 30, 2023 | 53.24% |
August 31, 2023 | 53.24% |
July 31, 2023 | 53.24% |
June 30, 2023 | 53.24% |
May 31, 2023 | 53.24% |
April 30, 2023 | 53.24% |
March 31, 2023 | 53.24% |
February 28, 2023 | 53.24% |
January 31, 2023 | 53.24% |
December 31, 2022 | 53.24% |
November 30, 2022 | 53.24% |
October 31, 2022 | 53.24% |
September 30, 2022 | 53.24% |
August 31, 2022 | 53.24% |
July 31, 2022 | 53.24% |
June 30, 2022 | 53.24% |
May 31, 2022 | 53.24% |
April 30, 2022 | 53.24% |
Date | Value |
---|---|
March 31, 2022 | 53.24% |
February 28, 2022 | 53.24% |
January 31, 2022 | 53.24% |
December 31, 2021 | 53.24% |
November 30, 2021 | 53.24% |
October 31, 2021 | 53.24% |
September 30, 2021 | 53.24% |
August 31, 2021 | 53.24% |
July 31, 2021 | 53.24% |
June 30, 2021 | 53.24% |
May 31, 2021 | 53.24% |
April 30, 2021 | 53.24% |
March 31, 2021 | 53.24% |
February 28, 2021 | 53.24% |
January 31, 2021 | 53.24% |
December 31, 2020 | 53.24% |
November 30, 2020 | 53.24% |
October 31, 2020 | 53.24% |
September 30, 2020 | 53.24% |
August 31, 2020 | 53.24% |
July 31, 2020 | 53.24% |
June 30, 2020 | 53.24% |
May 31, 2020 | 53.24% |
April 30, 2020 | 53.24% |
March 31, 2020 | 53.24% |
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
42.85%
Minimum
May 2019
53.24%
Maximum
Mar 2020
51.87%
Average
53.24%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Kirin Holdings Co Ltd | 48.69% |
Coca-Cola Bottlers Japan Holdings Inc | 78.86% |
Asahi Group Holdings Ltd | 47.76% |
Suntory Beverage & Food Ltd | 34.34% |
Sapporo Holdings Ltd | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 3.397 |
Beta (5Y) | 0.4167 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.75% |
Historical Sharpe Ratio (5Y) | 0.453 |
Historical Sortino (5Y) | 0.6699 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.18% |