Japan Prime Realty Investment Corp (JPRRF)
3900.00
0.00 (0.00%)
USD |
OTCM |
May 07, 16:00
Japan Prime Realty Investment Max Drawdown (5Y): 35.74% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 35.74% |
March 31, 2024 | 35.74% |
February 29, 2024 | 35.74% |
January 31, 2024 | 35.74% |
December 31, 2023 | 35.74% |
November 30, 2023 | 35.74% |
October 31, 2023 | 35.74% |
September 30, 2023 | 35.74% |
August 31, 2023 | 35.74% |
July 31, 2023 | 35.74% |
June 30, 2023 | 35.74% |
May 31, 2023 | 35.74% |
April 30, 2023 | 35.74% |
March 31, 2023 | 35.74% |
February 28, 2023 | 35.74% |
January 31, 2023 | 35.74% |
December 31, 2022 | 35.74% |
November 30, 2022 | 35.74% |
October 31, 2022 | 35.74% |
September 30, 2022 | 35.74% |
August 31, 2022 | 35.74% |
July 31, 2022 | 35.74% |
June 30, 2022 | 35.74% |
May 31, 2022 | 35.74% |
April 30, 2022 | 35.74% |
Date | Value |
---|---|
March 31, 2022 | 35.74% |
February 28, 2022 | 35.74% |
January 31, 2022 | 35.74% |
December 31, 2021 | 35.74% |
November 30, 2021 | 35.74% |
October 31, 2021 | 35.74% |
September 30, 2021 | 35.74% |
August 31, 2021 | 35.74% |
July 31, 2021 | 35.74% |
June 30, 2021 | 35.74% |
May 31, 2021 | 35.74% |
April 30, 2021 | 35.74% |
March 31, 2021 | 35.74% |
February 28, 2021 | 35.74% |
January 31, 2021 | 35.74% |
December 31, 2020 | 35.74% |
November 30, 2020 | 35.74% |
October 31, 2020 | 35.74% |
September 30, 2020 | 35.74% |
August 31, 2020 | 35.74% |
July 31, 2020 | 35.74% |
June 30, 2020 | 35.74% |
May 31, 2020 | 35.74% |
April 30, 2020 | 26.02% |
March 31, 2020 | 26.02% |
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
26.02%
Minimum
May 2019
35.74%
Maximum
May 2020
33.80%
Average
35.74%
Median
May 2020
Max Drawdown (5Y) Benchmarks
Daiwa House Industry Co Ltd | 45.63% |
Sumitomo Realty & Development Co Ltd | 44.05% |
Tokyo Tatemono Co Ltd | 50.41% |
Goldcrest Co Ltd | 41.89% |
Lead Real Estate Co Ltd | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 1.083 |
Beta (5Y) | -0.0163 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.33% |
Historical Sharpe Ratio (5Y) | 0.0423 |
Historical Sortino (5Y) | 0.0482 |