KDDI Corp (KDDIF)
28.64
0.00 (0.00%)
USD |
OTCM |
May 03, 16:00
KDDI Max Drawdown (5Y): 63.24% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 63.24% |
| March 31, 2024 | 63.24% |
| February 29, 2024 | 67.52% |
| January 31, 2024 | 69.11% |
| December 31, 2023 | 69.11% |
| November 30, 2023 | 69.11% |
| October 31, 2023 | 69.11% |
| September 30, 2023 | 69.11% |
| August 31, 2023 | 69.11% |
| July 31, 2023 | 69.27% |
| June 30, 2023 | 69.27% |
| May 31, 2023 | 69.27% |
| April 30, 2023 | 69.27% |
| March 31, 2023 | 69.27% |
| February 28, 2023 | 69.27% |
| January 31, 2023 | 69.27% |
| December 31, 2022 | 69.27% |
| November 30, 2022 | 69.27% |
| October 31, 2022 | 69.27% |
| September 30, 2022 | 69.27% |
| August 31, 2022 | 69.27% |
| July 31, 2022 | 69.27% |
| June 30, 2022 | 69.27% |
| May 31, 2022 | 69.27% |
| April 30, 2022 | 69.27% |
| Date | Value |
|---|---|
| March 31, 2022 | 69.27% |
| February 28, 2022 | 69.27% |
| January 31, 2022 | 69.27% |
| December 31, 2021 | 69.27% |
| November 30, 2021 | 69.27% |
| October 31, 2021 | 69.27% |
| September 30, 2021 | 69.27% |
| August 31, 2021 | 69.27% |
| July 31, 2021 | 69.27% |
| June 30, 2021 | 69.27% |
| May 31, 2021 | 69.27% |
| April 30, 2021 | 69.27% |
| March 31, 2021 | 69.27% |
| February 28, 2021 | 69.27% |
| January 31, 2021 | 69.27% |
| December 31, 2020 | 69.27% |
| November 30, 2020 | 69.27% |
| October 31, 2020 | 69.27% |
| September 30, 2020 | 69.27% |
| August 31, 2020 | 69.27% |
| July 31, 2020 | 69.27% |
| June 30, 2020 | 71.08% |
| May 31, 2020 | 71.08% |
| April 30, 2020 | 71.08% |
| March 31, 2020 | 71.08% |
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
63.24%
Minimum
Mar 2024
71.08%
Maximum
May 2019
69.44%
Average
69.27%
Median
Jul 2020
Max Drawdown (5Y) Benchmarks
| Internet Initiative Japan Inc | 47.50% |
| Nippon Telegraph & Telephone Corp | 22.93% |
| SoftBank Group Corp | 65.46% |
| GMO Internet group Inc | 58.26% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 6.510 |
| Beta (5Y) | 0.018 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.95% |
| Historical Sharpe Ratio (5Y) | 0.3204 |
| Historical Sortino (5Y) | 0.4715 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.83% |