KDDI Corp (KDDIY)
16.26
+0.11
(+0.69%)
USD |
OTCM |
Nov 22, 16:00
KDDI Max Drawdown (5Y): 23.70% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 23.70% |
| September 30, 2024 | 23.70% |
| August 31, 2024 | 23.70% |
| July 31, 2024 | 23.70% |
| June 30, 2024 | 23.70% |
| May 31, 2024 | 21.29% |
| April 30, 2024 | 23.28% |
| March 31, 2024 | 29.45% |
| February 29, 2024 | 29.45% |
| January 31, 2024 | 29.45% |
| December 31, 2023 | 29.45% |
| November 30, 2023 | 29.45% |
| October 31, 2023 | 32.14% |
| September 30, 2023 | 32.14% |
| August 31, 2023 | 32.14% |
| July 31, 2023 | 32.14% |
| June 30, 2023 | 32.14% |
| May 31, 2023 | 32.14% |
| April 30, 2023 | 32.14% |
| March 31, 2023 | 32.14% |
| February 28, 2023 | 32.14% |
| January 31, 2023 | 32.14% |
| December 31, 2022 | 32.14% |
| November 30, 2022 | 32.14% |
| October 31, 2022 | 32.14% |
| Date | Value |
|---|---|
| September 30, 2022 | 32.14% |
| August 31, 2022 | 32.14% |
| July 31, 2022 | 32.14% |
| June 30, 2022 | 32.14% |
| May 31, 2022 | 32.14% |
| April 30, 2022 | 32.14% |
| March 31, 2022 | 32.14% |
| February 28, 2022 | 32.14% |
| January 31, 2022 | 32.14% |
| December 31, 2021 | 32.14% |
| November 30, 2021 | 32.14% |
| October 31, 2021 | 32.14% |
| September 30, 2021 | 32.14% |
| August 31, 2021 | 32.14% |
| July 31, 2021 | 32.14% |
| June 30, 2021 | 32.14% |
| May 31, 2021 | 32.14% |
| April 30, 2021 | 32.14% |
| March 31, 2021 | 32.14% |
| February 28, 2021 | 32.14% |
| January 31, 2021 | 32.14% |
| December 31, 2020 | 32.14% |
| November 30, 2020 | 32.14% |
| October 31, 2020 | 32.14% |
| September 30, 2020 | 32.14% |
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
21.29%
Minimum
May 2024
32.14%
Maximum
Nov 2019
30.88%
Average
32.14%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Internet Initiative Japan Inc | 47.50% |
| Nippon Telegraph & Telephone Corp | 28.24% |
| SoftBank Group Corp | 65.46% |
| GMO Internet group Inc | 58.26% |
| BloomZ Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 2.667 |
| Beta (5Y) | 0.0430 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.51% |
| Historical Sharpe Ratio (5Y) | 0.1571 |
| Historical Sortino (5Y) | 0.2593 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.61% |