Kawasaki Kisen Kaisha Ltd (KAIKY)
13.48
0.00 (0.00%)
USD |
OTCM |
May 03, 16:00
Kawasaki Kisen Kaisha Max Drawdown (5Y): 67.56% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 67.56% |
| March 31, 2024 | 67.56% |
| February 29, 2024 | 67.56% |
| January 31, 2024 | 67.56% |
| December 31, 2023 | 67.56% |
| November 30, 2023 | 67.56% |
| October 31, 2023 | 67.56% |
| September 30, 2023 | 67.56% |
| August 31, 2023 | 67.56% |
| July 31, 2023 | 67.56% |
| June 30, 2023 | 67.56% |
| May 31, 2023 | 67.56% |
| April 30, 2023 | 67.56% |
| March 31, 2023 | 67.56% |
| February 28, 2023 | 67.56% |
| January 31, 2023 | 67.56% |
| December 31, 2022 | 67.56% |
| November 30, 2022 | 67.56% |
| October 31, 2022 | 67.56% |
| September 30, 2022 | 67.56% |
| August 31, 2022 | 67.56% |
| July 31, 2022 | 67.56% |
| June 30, 2022 | 67.56% |
| May 31, 2022 | 67.56% |
| April 30, 2022 | 67.56% |
| Date | Value |
|---|---|
| March 31, 2022 | 67.56% |
| February 28, 2022 | 67.56% |
| January 31, 2022 | 67.56% |
| December 31, 2021 | 67.56% |
| November 30, 2021 | 67.56% |
| October 31, 2021 | 67.56% |
| September 30, 2021 | 67.56% |
| August 31, 2021 | 67.56% |
| July 31, 2021 | 67.56% |
| June 30, 2021 | 67.56% |
| May 31, 2021 | 67.56% |
| April 30, 2021 | 67.56% |
| March 31, 2021 | 67.56% |
| February 28, 2021 | 67.56% |
| January 31, 2021 | 67.56% |
| December 31, 2020 | 67.56% |
| November 30, 2020 | 67.56% |
| October 31, 2020 | 67.56% |
| September 30, 2020 | 67.56% |
| August 31, 2020 | 67.56% |
| July 31, 2020 | 67.56% |
| June 30, 2020 | 67.56% |
| May 31, 2020 | 67.56% |
| April 30, 2020 | 67.56% |
| March 31, 2020 | 59.61% |
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
52.51%
Minimum
May 2019
67.56%
Maximum
Apr 2020
65.85%
Average
67.56%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| Kubota Corp | 47.22% |
| Kyocera Corp | 31.65% |
| Dr. Foods Inc | 99.88% |
| FUJIFILM Holdings Corp | 46.92% |
| Mitsubishi Heavy Industries Ltd | 61.76% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 53.38 |
| Beta (5Y) | 0.4284 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 57.72% |
| Historical Sharpe Ratio (5Y) | 1.008 |
| Historical Sortino (5Y) | 1.782 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.00% |