JSR Corp (JSCPY)
26.72
-0.80
(-2.91%)
USD |
OTCM |
May 31, 16:00
JSR Max Drawdown (5Y): 54.40% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 54.40% |
April 30, 2024 | 54.40% |
March 31, 2024 | 54.40% |
February 29, 2024 | 54.40% |
January 31, 2024 | 54.40% |
December 31, 2023 | 54.40% |
November 30, 2023 | 54.40% |
October 31, 2023 | 54.40% |
September 30, 2023 | 54.40% |
August 31, 2023 | 54.40% |
July 31, 2023 | 54.40% |
June 30, 2023 | 54.40% |
May 31, 2023 | 54.40% |
April 30, 2023 | 54.40% |
March 31, 2023 | 54.40% |
February 28, 2023 | 54.40% |
January 31, 2023 | 54.40% |
December 31, 2022 | 54.40% |
November 30, 2022 | 54.40% |
October 31, 2022 | 54.14% |
September 30, 2022 | 51.18% |
August 31, 2022 | 42.69% |
July 31, 2022 | 41.30% |
June 30, 2022 | 41.30% |
May 31, 2022 | 41.30% |
Date | Value |
---|---|
April 30, 2022 | 41.30% |
March 31, 2022 | 41.30% |
February 28, 2022 | 41.30% |
January 31, 2022 | 41.30% |
December 31, 2021 | 41.30% |
November 30, 2021 | 41.30% |
October 31, 2021 | 41.30% |
September 30, 2021 | 41.30% |
August 31, 2021 | 41.30% |
July 31, 2021 | 41.30% |
June 30, 2021 | 41.30% |
May 31, 2021 | 41.30% |
April 30, 2021 | 41.30% |
March 31, 2021 | 41.30% |
February 28, 2021 | 41.30% |
January 31, 2021 | 41.30% |
December 31, 2020 | 41.30% |
November 30, 2020 | 41.30% |
October 31, 2020 | 41.30% |
September 30, 2020 | 41.30% |
August 31, 2020 | 41.30% |
July 31, 2020 | 41.30% |
June 30, 2020 | 41.30% |
May 31, 2020 | 41.30% |
April 30, 2020 | 41.30% |
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
41.30%
Minimum
Jun 2019
54.40%
Maximum
Nov 2022
45.85%
Average
41.30%
Median
Jun 2019
Max Drawdown (5Y) Benchmarks
Shin-Etsu Chemical Co Ltd | 47.42% |
Sumitomo Chemical Co Ltd | 65.98% |
Taiheiyo Cement Corp | 65.80% |
Sumitomo Osaka Cement Co Ltd | -- |
Central Glass Co Ltd | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 4.451 |
Beta (5Y) | 0.6569 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.71% |
Historical Sharpe Ratio (5Y) | 0.4527 |
Historical Sortino (5Y) | 0.7389 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.69% |