Kao Corp (KAOOY)
7.96
-0.04
(-0.50%)
USD |
OTCM |
Nov 21, 16:00
Kao Max Drawdown (5Y): 58.54% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 58.54% |
| September 30, 2024 | 58.54% |
| August 31, 2024 | 58.54% |
| July 31, 2024 | 58.54% |
| June 30, 2024 | 58.54% |
| May 31, 2024 | 58.54% |
| April 30, 2024 | 58.54% |
| March 31, 2024 | 58.54% |
| February 29, 2024 | 58.54% |
| January 31, 2024 | 58.54% |
| December 31, 2023 | 58.54% |
| November 30, 2023 | 58.54% |
| October 31, 2023 | 58.54% |
| September 30, 2023 | 58.54% |
| August 31, 2023 | 58.54% |
| July 31, 2023 | 58.54% |
| June 30, 2023 | 58.54% |
| May 31, 2023 | 58.54% |
| April 30, 2023 | 58.54% |
| March 31, 2023 | 58.54% |
| February 28, 2023 | 58.54% |
| January 31, 2023 | 58.54% |
| December 31, 2022 | 58.54% |
| November 30, 2022 | 58.54% |
| October 31, 2022 | 54.75% |
| Date | Value |
|---|---|
| September 30, 2022 | 54.67% |
| August 31, 2022 | 54.67% |
| July 31, 2022 | 54.67% |
| June 30, 2022 | 54.67% |
| May 31, 2022 | 53.89% |
| April 30, 2022 | 53.34% |
| March 31, 2022 | 52.26% |
| February 28, 2022 | 46.51% |
| January 31, 2022 | 40.38% |
| December 31, 2021 | 40.38% |
| November 30, 2021 | 39.33% |
| October 31, 2021 | 33.77% |
| September 30, 2021 | 30.03% |
| August 31, 2021 | 30.03% |
| July 31, 2021 | 30.03% |
| June 30, 2021 | 30.03% |
| May 31, 2021 | 28.67% |
| April 30, 2021 | 25.92% |
| March 31, 2021 | 25.92% |
| February 28, 2021 | 25.92% |
| January 31, 2021 | 25.92% |
| December 31, 2020 | 25.92% |
| November 30, 2020 | 25.92% |
| October 31, 2020 | 25.92% |
| September 30, 2020 | 25.92% |
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
25.92%
Minimum
Nov 2019
58.54%
Maximum
Nov 2022
44.23%
Average
53.62%
Median
Max Drawdown (5Y) Benchmarks
| Kirin Holdings Co Ltd | 48.69% |
| Coca-Cola Bottlers Japan Holdings Inc | 78.86% |
| Asahi Group Holdings Ltd | 49.15% |
| Takara Holdings Inc | -- |
| Sapporo Holdings Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -13.33 |
| Beta (5Y) | 0.1306 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.32% |
| Historical Sharpe Ratio (5Y) | -0.5731 |
| Historical Sortino (5Y) | -0.997 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.85% |