Kao Corp (KAOOY)
8.880
-0.02
(-0.22%)
USD |
OTCM |
May 20, 12:42
Kao Max Drawdown (5Y): 90.76% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 90.76% |
| March 31, 2024 | 90.76% |
| February 29, 2024 | 90.76% |
| January 31, 2024 | 90.76% |
| December 31, 2023 | 90.76% |
| November 30, 2023 | 90.76% |
| October 31, 2023 | 90.76% |
| September 30, 2023 | 90.76% |
| August 31, 2023 | 90.76% |
| July 31, 2023 | 90.76% |
| June 30, 2023 | 90.76% |
| May 31, 2023 | 90.76% |
| April 30, 2023 | 90.76% |
| March 31, 2023 | 90.76% |
| February 28, 2023 | 90.76% |
| January 31, 2023 | 90.76% |
| December 31, 2022 | 90.76% |
| November 30, 2022 | 90.76% |
| October 31, 2022 | 89.92% |
| September 30, 2022 | 89.90% |
| August 31, 2022 | 89.90% |
| July 31, 2022 | 89.90% |
| June 30, 2022 | 89.90% |
| May 31, 2022 | 89.72% |
| April 30, 2022 | 89.60% |
| Date | Value |
|---|---|
| March 31, 2022 | 89.36% |
| February 28, 2022 | 88.08% |
| January 31, 2022 | 86.71% |
| December 31, 2021 | 86.71% |
| November 30, 2021 | 86.48% |
| October 31, 2021 | 85.24% |
| September 30, 2021 | 84.41% |
| August 31, 2021 | 84.41% |
| July 31, 2021 | 84.41% |
| June 30, 2021 | 84.41% |
| May 31, 2021 | 84.41% |
| April 30, 2021 | 84.41% |
| March 31, 2021 | 84.41% |
| February 28, 2021 | 84.41% |
| January 31, 2021 | 84.41% |
| December 31, 2020 | 84.41% |
| November 30, 2020 | 84.41% |
| October 31, 2020 | 84.41% |
| September 30, 2020 | 84.41% |
| August 31, 2020 | 84.41% |
| July 31, 2020 | 84.41% |
| June 30, 2020 | 84.41% |
| May 31, 2020 | 84.41% |
| April 30, 2020 | 84.41% |
| March 31, 2020 | 84.41% |
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
84.41%
Minimum
May 2019
90.76%
Maximum
Nov 2022
87.22%
Average
85.86%
Median
Max Drawdown (5Y) Benchmarks
| Kirin Holdings Co Ltd | 48.69% |
| Coca-Cola Bottlers Japan Holdings Inc | 78.86% |
| Asahi Group Holdings Ltd | 47.76% |
| Suntory Beverage & Food Ltd | 34.34% |
| Sapporo Holdings Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -12.85 |
| Beta (5Y) | 0.0834 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.03% |
| Historical Sharpe Ratio (5Y) | -0.6264 |
| Historical Sortino (5Y) | -1.028 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.72% |