Japan Food Tech Holdings Inc (JFTH)

0.0172 0.00 (0.00%) USD  |  OTCM  |  Dec 20, 16:00
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Japan Food Tech Holdings Max Drawdown (5Y): 99.88% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Median

Max Drawdown (5Y) Benchmarks

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Waste Connections Inc 31.59%
Perma-Pipe International Holdings Inc 58.53%
OriginClear Inc 100.00%
AirJoule Technologies Corp --
FuelCell Energy Inc 99.79%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -577.23
Beta (5Y) 44.54
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 4.97K%
Historical Sharpe Ratio (5Y) 0.0036
Historical Sortino (5Y) 0.2386
Monthly Value at Risk (VaR) 5% (5Y Lookback) 52.66%