Kansai Electric Power Co Inc (KAEPF)
15.50
+0.25
(+1.64%)
USD |
OTCM |
May 16, 16:00
Kansai Electric Power Max Drawdown (5Y): 43.77% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 43.77% |
March 31, 2024 | 43.77% |
February 29, 2024 | 43.77% |
January 31, 2024 | 43.77% |
December 31, 2023 | 43.77% |
November 30, 2023 | 43.77% |
October 31, 2023 | 43.77% |
September 30, 2023 | 43.77% |
August 31, 2023 | 43.77% |
July 31, 2023 | 43.77% |
June 30, 2023 | 43.77% |
May 31, 2023 | 43.77% |
April 30, 2023 | 43.77% |
March 31, 2023 | 43.77% |
February 28, 2023 | 43.77% |
January 31, 2023 | 43.77% |
December 31, 2022 | 43.77% |
November 30, 2022 | 43.77% |
October 31, 2022 | 43.77% |
September 30, 2022 | 39.44% |
August 31, 2022 | 39.44% |
July 31, 2022 | 39.44% |
June 30, 2022 | 39.44% |
May 31, 2022 | 39.44% |
April 30, 2022 | 39.44% |
Date | Value |
---|---|
March 31, 2022 | 39.44% |
February 28, 2022 | 39.44% |
January 31, 2022 | 39.44% |
December 31, 2021 | 39.44% |
November 30, 2021 | 39.44% |
October 31, 2021 | 39.44% |
September 30, 2021 | 39.44% |
August 31, 2021 | 39.44% |
July 31, 2021 | 48.40% |
June 30, 2021 | 48.40% |
May 31, 2021 | 48.40% |
April 30, 2021 | 48.40% |
March 31, 2021 | 48.40% |
February 28, 2021 | 48.40% |
January 31, 2021 | 48.40% |
December 31, 2020 | 48.40% |
November 30, 2020 | 48.40% |
October 31, 2020 | 50.15% |
September 30, 2020 | 50.15% |
August 31, 2020 | 52.01% |
July 31, 2020 | 52.01% |
June 30, 2020 | 52.01% |
May 31, 2020 | 52.01% |
April 30, 2020 | 52.01% |
March 31, 2020 | 52.01% |
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
39.44%
Minimum
Aug 2021
65.59%
Maximum
May 2019
47.90%
Average
43.77%
Median
Oct 2022
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 2.192 |
Beta (5Y) | -0.0868 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.53% |
Historical Sharpe Ratio (5Y) | 0.0401 |
Historical Sortino (5Y) | 0.0571 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.99% |