Japan Exchange Group Inc (JPXGY)
11.52
+0.29
(+2.59%)
USD |
OTCM |
May 02, 13:10
Japan Exchange Group Max Drawdown (5Y): 51.73% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 51.73% |
| March 31, 2024 | 51.73% |
| February 29, 2024 | 51.73% |
| January 31, 2024 | 51.73% |
| December 31, 2023 | 51.73% |
| November 30, 2023 | 51.73% |
| October 31, 2023 | 51.73% |
| September 30, 2023 | 51.73% |
| August 31, 2023 | 51.73% |
| July 31, 2023 | 51.73% |
| June 30, 2023 | 51.73% |
| May 31, 2023 | 51.73% |
| April 30, 2023 | 51.73% |
| March 31, 2023 | 51.73% |
| February 28, 2023 | 51.73% |
| January 31, 2023 | 51.73% |
| December 31, 2022 | 51.73% |
| November 30, 2022 | 51.73% |
| October 31, 2022 | 51.73% |
| September 30, 2022 | 51.39% |
| August 31, 2022 | 48.74% |
| July 31, 2022 | 48.74% |
| June 30, 2022 | 48.74% |
| May 31, 2022 | 48.74% |
| April 30, 2022 | 46.31% |
| Date | Value |
|---|---|
| March 31, 2022 | 35.05% |
| February 28, 2022 | 32.23% |
| January 31, 2022 | 29.55% |
| December 31, 2021 | 26.84% |
| November 30, 2021 | 26.84% |
| October 31, 2021 | 23.98% |
| September 30, 2021 | 23.98% |
| August 31, 2021 | 23.98% |
| July 31, 2021 | 23.98% |
| June 30, 2021 | 23.98% |
| May 31, 2021 | 23.98% |
| April 30, 2021 | 35.17% |
| March 31, 2021 | 36.05% |
| February 28, 2021 | 36.05% |
| January 31, 2021 | 36.05% |
| December 31, 2020 | 36.05% |
| November 30, 2020 | 36.05% |
| October 31, 2020 | 36.05% |
| September 30, 2020 | 36.05% |
| August 31, 2020 | 36.05% |
| July 31, 2020 | 36.05% |
| June 30, 2020 | 36.05% |
| May 31, 2020 | 36.05% |
| April 30, 2020 | 36.05% |
| March 31, 2020 | 36.05% |
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
23.98%
Minimum
May 2021
51.73%
Maximum
Oct 2022
40.57%
Average
36.05%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| ORIX Corp | 42.52% |
| Mizuho Financial Group Inc | 46.77% |
| Mitsubishi UFJ Financial Group Inc | 54.49% |
| Nomura Holdings Inc | 52.85% |
| Sumitomo Mitsui Financial Group Inc | 47.68% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.9595 |
| Beta (5Y) | 0.6333 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.25% |
| Historical Sharpe Ratio (5Y) | 0.2942 |
| Historical Sortino (5Y) | 0.4951 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.98% |