KDDI Corp (KDDIY)

15.75 -0.11 (-0.69%) USD  |  OTCM  |  Dec 24, 16:00
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KDDI Max Drawdown (5Y): 23.70% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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May '19
 
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270.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Median

Max Drawdown (5Y) Benchmarks

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Internet Initiative Japan Inc 47.50%
Nippon Telegraph & Telephone Corp 28.24%
SoftBank Group Corp 65.46%
BloomZ Inc --
TNL Mediagene --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 3.159
Beta (5Y) 0.0535
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 20.45%
Historical Sharpe Ratio (5Y) 0.1894
Historical Sortino (5Y) 0.3127
Monthly Value at Risk (VaR) 5% (5Y Lookback) 8.61%