Kikkoman Corp (KIKOF)
12.90
0.00 (0.00%)
USD |
OTCM |
May 07, 16:00
Kikkoman Max Drawdown (5Y): 38.35% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 38.35% |
| March 31, 2024 | 38.35% |
| February 29, 2024 | 38.35% |
| January 31, 2024 | 38.35% |
| December 31, 2023 | 38.35% |
| November 30, 2023 | 38.35% |
| October 31, 2023 | 38.35% |
| September 30, 2023 | 38.35% |
| August 31, 2023 | 38.35% |
| July 31, 2023 | 38.35% |
| June 30, 2023 | 38.35% |
| May 31, 2023 | 38.35% |
| April 30, 2023 | 38.35% |
| March 31, 2023 | 38.35% |
| February 28, 2023 | 38.35% |
| January 31, 2023 | 38.35% |
| December 31, 2022 | 32.72% |
| November 30, 2022 | 32.72% |
| October 31, 2022 | 32.72% |
| September 30, 2022 | 32.72% |
| August 31, 2022 | 32.72% |
| July 31, 2022 | 32.72% |
| June 30, 2022 | 32.72% |
| May 31, 2022 | 32.72% |
| April 30, 2022 | 18.50% |
| Date | Value |
|---|---|
| March 31, 2022 | 16.98% |
| February 28, 2022 | 16.98% |
| January 31, 2022 | 16.98% |
| December 31, 2021 | 16.98% |
| November 30, 2021 | 16.98% |
| October 31, 2021 | 16.98% |
| September 30, 2021 | 16.98% |
| August 31, 2021 | 16.98% |
| July 31, 2021 | 16.98% |
| June 30, 2021 | 16.98% |
| May 31, 2021 | 16.98% |
| April 30, 2021 | 16.98% |
| March 31, 2021 | 16.98% |
| February 28, 2021 | 16.98% |
| January 31, 2021 | 16.98% |
| December 31, 2020 | 16.98% |
| November 30, 2020 | 16.98% |
| October 31, 2020 | 16.98% |
| September 30, 2020 | 16.98% |
| August 31, 2020 | 16.98% |
| July 31, 2020 | 16.98% |
| June 30, 2020 | 16.98% |
| May 31, 2020 | 16.98% |
| April 30, 2020 | 15.70% |
| March 31, 2020 | 15.70% |
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
15.70%
Minimum
May 2019
38.35%
Maximum
Jan 2023
24.55%
Average
16.98%
Median
May 2020
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) | 3.239 |
| Beta (5Y) | -0.0137 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.16% |
| Historical Sharpe Ratio (5Y) | 0.096 |
| Historical Sortino (5Y) | 0.2049 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.18% |