Kansai Electric Power Co Inc (KAEPY)
6.37
0.00 (0.00%)
USD |
OTCM |
May 17, 16:00
Kansai Electric Power Max Drawdown (5Y): 47.58% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 47.58% |
| March 31, 2024 | 47.58% |
| February 29, 2024 | 47.58% |
| January 31, 2024 | 47.58% |
| December 31, 2023 | 47.58% |
| November 30, 2023 | 47.58% |
| October 31, 2023 | 47.58% |
| September 30, 2023 | 47.58% |
| August 31, 2023 | 47.58% |
| July 31, 2023 | 47.58% |
| June 30, 2023 | 47.58% |
| May 31, 2023 | 47.58% |
| April 30, 2023 | 47.58% |
| March 31, 2023 | 47.58% |
| February 28, 2023 | 47.58% |
| January 31, 2023 | 47.58% |
| December 31, 2022 | 47.58% |
| November 30, 2022 | 47.58% |
| October 31, 2022 | 47.58% |
| September 30, 2022 | 42.41% |
| August 31, 2022 | 42.41% |
| July 31, 2022 | 42.41% |
| June 30, 2022 | 42.41% |
| May 31, 2022 | 42.41% |
| April 30, 2022 | 42.41% |
| Date | Value |
|---|---|
| March 31, 2022 | 42.41% |
| February 28, 2022 | 42.41% |
| January 31, 2022 | 42.41% |
| December 31, 2021 | 42.41% |
| November 30, 2021 | 42.41% |
| October 31, 2021 | 42.41% |
| September 30, 2021 | 42.41% |
| August 31, 2021 | 42.41% |
| July 31, 2021 | 42.41% |
| June 30, 2021 | 51.40% |
| May 31, 2021 | 52.66% |
| April 30, 2021 | 52.66% |
| March 31, 2021 | 52.66% |
| February 28, 2021 | 54.38% |
| January 31, 2021 | 54.80% |
| December 31, 2020 | 54.80% |
| November 30, 2020 | 54.80% |
| October 31, 2020 | 54.80% |
| September 30, 2020 | 54.80% |
| August 31, 2020 | 54.80% |
| July 31, 2020 | 54.80% |
| June 30, 2020 | 54.80% |
| May 31, 2020 | 54.80% |
| April 30, 2020 | 54.80% |
| March 31, 2020 | 54.80% |
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
42.41%
Minimum
Jul 2021
63.79%
Maximum
May 2019
50.48%
Average
47.58%
Median
Oct 2022
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.2974 |
| Beta (5Y) | -0.0648 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.69% |
| Historical Sharpe Ratio (5Y) | -0.0413 |
| Historical Sortino (5Y) | -0.0702 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.06% |