JFE Holdings, Inc. (JFEEF)
11.80
0.00 (0.00%)
USD |
OTCM |
Oct 05, 16:00
JFE Holdings Max Drawdown (5Y) : 53.16% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 53.16% |
| August 31, 2026 | 53.16% |
| July 31, 2026 | 53.16% |
| June 30, 2026 | 53.16% |
| May 31, 2026 | 53.16% |
| April 30, 2026 | 53.16% |
| March 31, 2026 | 53.16% |
| February 28, 2026 | 54.25% |
| January 31, 2026 | 56.76% |
| December 31, 2025 | 56.76% |
| November 30, 2025 | 64.74% |
| October 31, 2025 | 70.86% |
| September 30, 2025 | 70.86% |
| August 31, 2025 | 70.86% |
| July 31, 2025 | 70.86% |
| June 30, 2025 | 70.86% |
| May 31, 2025 | 70.86% |
| April 30, 2025 | 71.00% |
| March 31, 2025 | 72.72% |
| February 28, 2025 | 72.72% |
| January 31, 2025 | 72.72% |
| December 31, 2024 | 72.72% |
| November 30, 2024 | 72.72% |
| October 31, 2024 | 72.72% |
| September 30, 2024 | 72.72% |
| Date | Value |
|---|---|
| August 31, 2024 | 72.72% |
| July 31, 2024 | 72.72% |
| June 30, 2024 | 72.72% |
| May 31, 2024 | 72.72% |
| April 30, 2024 | 72.72% |
| March 31, 2024 | 72.72% |
| February 29, 2024 | 72.72% |
| January 31, 2024 | 72.72% |
| December 31, 2023 | 72.72% |
| November 30, 2023 | 72.72% |
| October 31, 2023 | 72.72% |
| September 30, 2023 | 72.72% |
| August 31, 2023 | 72.72% |
| July 31, 2023 | 72.72% |
| June 30, 2023 | 72.72% |
| May 31, 2023 | 72.72% |
| April 30, 2023 | 72.72% |
| March 31, 2023 | 72.72% |
| February 28, 2023 | 72.72% |
| January 31, 2023 | 72.72% |
| December 31, 2022 | 72.72% |
| November 30, 2022 | 72.72% |
| October 31, 2022 | 72.72% |
| September 30, 2022 | 72.72% |
| August 31, 2022 | 72.72% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| NIPPON STEEL CORP. | 48.38% |
| ENEOS Holdings, Inc. | 75.38% |
| Kobe Steel, Ltd. | 59.23% |
| Yamato Kogyo Co., Ltd. | 12.61% |
| OSAKA STEEL CO., LTD. | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.644 |
| Beta (5Y) | 0.3215 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.57% |
| Historical Sharpe Ratio (5Y) | -0.1448 |
| Historical Sortino (5Y) | -0.2298 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.64% |