Kajima Corp. (KAJMY)
30.95
-0.25
(-0.80%)
USD |
OTCM |
Oct 05, 16:00
Kajima Max Drawdown (5Y) : 57.37% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 57.37% |
| August 31, 2026 | 57.37% |
| July 31, 2026 | 57.37% |
| June 30, 2026 | 57.37% |
| May 31, 2026 | 57.37% |
| April 30, 2026 | 57.37% |
| March 31, 2026 | 57.37% |
| February 28, 2026 | 57.37% |
| January 31, 2026 | 57.37% |
| December 31, 2025 | 57.37% |
| November 30, 2025 | 57.37% |
| October 31, 2025 | 57.37% |
| September 30, 2025 | 57.37% |
| August 31, 2025 | 57.37% |
| July 31, 2025 | 57.37% |
| June 30, 2025 | 57.37% |
| May 31, 2025 | 57.37% |
| April 30, 2025 | 57.37% |
| March 31, 2025 | 57.37% |
| February 28, 2025 | 61.19% |
| January 31, 2025 | 61.19% |
| December 31, 2024 | 61.19% |
| November 30, 2024 | 61.19% |
| October 31, 2024 | 61.19% |
| September 30, 2024 | 61.19% |
| Date | Value |
|---|---|
| August 31, 2024 | 61.19% |
| July 31, 2024 | 61.19% |
| June 30, 2024 | 61.19% |
| May 31, 2024 | 61.19% |
| April 30, 2024 | 61.19% |
| March 31, 2024 | 61.19% |
| February 29, 2024 | 61.19% |
| January 31, 2024 | 61.19% |
| December 31, 2023 | 61.19% |
| November 30, 2023 | 61.19% |
| October 31, 2023 | 61.19% |
| September 30, 2023 | 61.19% |
| August 31, 2023 | 61.19% |
| July 31, 2023 | 61.19% |
| June 30, 2023 | 61.19% |
| May 31, 2023 | 61.19% |
| April 30, 2023 | 61.19% |
| March 31, 2023 | 61.19% |
| February 28, 2023 | 61.19% |
| January 31, 2023 | 61.19% |
| December 31, 2022 | 61.19% |
| November 30, 2022 | 61.19% |
| October 31, 2022 | 61.19% |
| September 30, 2022 | 61.19% |
| August 31, 2022 | 61.19% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| JGC Holdings Corp. | 67.82% |
| Obayashi Corp. | 45.32% |
| Yurtec Corp. | 14.25% |
| Hazama Ando Corp. | 23.20% |
| Kumagai Gumi Co., Ltd. | 69.86% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 12.12 |
| Beta (5Y) | 0.3015 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.94% |
| Historical Sharpe Ratio (5Y) | 0.4459 |
| Historical Sortino (5Y) | 0.8556 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.65% |