Aberdeen Japan Equity Fund Inc (JEQ)
6.105
+0.10
(+1.58%)
USD |
NYSE |
May 03, 16:00
6.105
0.00 (0.00%)
After-Hours: 20:00
JEQ Max Drawdown (5Y): 41.61% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 41.61% |
March 31, 2024 | 41.61% |
February 29, 2024 | 41.61% |
January 31, 2024 | 41.61% |
December 31, 2023 | 41.61% |
November 30, 2023 | 41.61% |
October 31, 2023 | 41.61% |
September 30, 2023 | 41.61% |
August 31, 2023 | 41.61% |
July 31, 2023 | 41.61% |
June 30, 2023 | 41.61% |
May 31, 2023 | 41.61% |
April 30, 2023 | 41.61% |
March 31, 2023 | 41.61% |
February 28, 2023 | 41.61% |
January 31, 2023 | 41.61% |
December 31, 2022 | 41.61% |
November 30, 2022 | 41.61% |
October 31, 2022 | 41.61% |
September 30, 2022 | 41.61% |
August 31, 2022 | 40.44% |
July 31, 2022 | 40.44% |
June 30, 2022 | 40.44% |
May 31, 2022 | 40.44% |
April 30, 2022 | 40.44% |
Date | Value |
---|---|
March 31, 2022 | 40.44% |
February 28, 2022 | 40.44% |
January 31, 2022 | 40.44% |
December 31, 2021 | 40.44% |
November 30, 2021 | 40.44% |
October 31, 2021 | 40.44% |
September 30, 2021 | 40.44% |
August 31, 2021 | 40.44% |
July 31, 2021 | 40.44% |
June 30, 2021 | 40.44% |
May 31, 2021 | 40.44% |
April 30, 2021 | 40.44% |
March 31, 2021 | 40.44% |
February 28, 2021 | 40.44% |
January 31, 2021 | 40.44% |
December 31, 2020 | 40.44% |
November 30, 2020 | 40.44% |
October 31, 2020 | 40.44% |
September 30, 2020 | 40.44% |
August 31, 2020 | 40.44% |
July 31, 2020 | 40.44% |
June 30, 2020 | 40.44% |
May 31, 2020 | 40.44% |
April 30, 2020 | 40.44% |
March 31, 2020 | 40.44% |
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
31.73%
Minimum
May 2019
41.61%
Maximum
Sep 2022
39.38%
Average
40.44%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -1.428 |
Beta (5Y) | 0.9219 |
Alpha (vs YCharts Benchmark) (5Y) | -4.369 |
Beta (vs YCharts Benchmark) (5Y) | 1.199 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.51% |
Historical Sharpe Ratio (5Y) | 0.0588 |
Historical Sortino (5Y) | 0.0807 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.02% |