Japan Post Bank Co Ltd (JPSTF)
9.93
0.00 (0.00%)
USD |
OTCM |
Apr 30, 16:00
Japan Post Bank Max Drawdown (5Y): 48.23% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 48.23% |
| March 31, 2024 | 48.23% |
| February 29, 2024 | 48.23% |
| January 31, 2024 | 48.23% |
| December 31, 2023 | 48.23% |
| November 30, 2023 | 48.23% |
| October 31, 2023 | 48.23% |
| September 30, 2023 | 48.23% |
| August 31, 2023 | 48.23% |
| July 31, 2023 | 48.23% |
| June 30, 2023 | 48.23% |
| May 31, 2023 | 48.23% |
| April 30, 2023 | 48.23% |
| March 31, 2023 | 48.23% |
| February 28, 2023 | 48.23% |
| January 31, 2023 | 48.23% |
| December 31, 2022 | 48.23% |
| November 30, 2022 | 48.23% |
| October 31, 2022 | 48.23% |
| September 30, 2022 | 47.85% |
| August 31, 2022 | 43.77% |
| July 31, 2022 | 43.77% |
| June 30, 2022 | 43.77% |
| May 31, 2022 | 43.77% |
| April 30, 2022 | 43.77% |
| Date | Value |
|---|---|
| March 31, 2022 | 43.77% |
| February 28, 2022 | 43.77% |
| January 31, 2022 | 43.77% |
| December 31, 2021 | 43.77% |
| November 30, 2021 | 43.77% |
| October 31, 2021 | 43.77% |
| September 30, 2021 | 43.77% |
| August 31, 2021 | 43.77% |
| July 31, 2021 | 43.77% |
| June 30, 2021 | 43.77% |
| May 31, 2021 | 43.77% |
| April 30, 2021 | 43.77% |
| March 31, 2021 | 43.77% |
| February 28, 2021 | 43.77% |
| January 31, 2021 | 43.77% |
| December 31, 2020 | 43.77% |
| November 30, 2020 | 43.77% |
| October 31, 2020 | 43.77% |
| September 30, 2020 | 43.77% |
| August 31, 2020 | 43.77% |
| July 31, 2020 | 40.65% |
| June 30, 2020 | 40.65% |
| May 31, 2020 | 39.27% |
| April 30, 2020 | 39.27% |
| March 31, 2020 | 39.27% |
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
26.28%
Minimum
May 2019
48.23%
Maximum
Oct 2022
43.46%
Average
43.77%
Median
Aug 2020
Max Drawdown (5Y) Benchmarks
| Mizuho Financial Group Inc | 46.77% |
| Mitsubishi UFJ Financial Group Inc | 54.49% |
| Sumitomo Mitsui Financial Group Inc | 47.68% |
| ORIX Corp | 42.52% |
| Nomura Holdings Inc | 52.85% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.106 |
| Beta (5Y) | 0.0171 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.61% |
| Historical Sharpe Ratio (5Y) | -0.0976 |
| Historical Sortino (5Y) | -0.1422 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.19% |