Kikkoman Corp. (KIKOY)
22.85
+0.75
(+3.39%)
USD |
OTCM |
Aug 24, 16:00
Kikkoman Max Drawdown (5Y) : 63.84% for July 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2026 | 63.84% |
| June 30, 2026 | 65.51% |
| May 31, 2026 | 65.51% |
| April 30, 2026 | 66.18% |
| March 31, 2026 | 66.18% |
| February 28, 2026 | 66.18% |
| January 31, 2026 | 66.18% |
| December 31, 2025 | 66.18% |
| November 30, 2025 | 72.75% |
| October 31, 2025 | 72.75% |
| September 30, 2025 | 72.75% |
| August 31, 2025 | 72.75% |
| July 31, 2025 | 73.35% |
| June 30, 2025 | 73.79% |
| May 31, 2025 | 73.99% |
| April 30, 2025 | 73.99% |
| March 31, 2025 | 80.98% |
| February 28, 2025 | 80.98% |
| January 31, 2025 | 80.98% |
| December 31, 2024 | 80.98% |
| November 30, 2024 | 80.98% |
| October 31, 2024 | 80.98% |
| September 30, 2024 | 80.98% |
| August 31, 2024 | 80.98% |
| July 31, 2024 | 80.98% |
| Date | Value |
|---|---|
| June 30, 2024 | 80.98% |
| May 31, 2024 | 80.98% |
| April 30, 2024 | 80.98% |
| March 31, 2024 | 80.98% |
| February 29, 2024 | 80.98% |
| January 31, 2024 | 80.98% |
| December 31, 2023 | 80.98% |
| November 30, 2023 | 80.98% |
| October 31, 2023 | 80.98% |
| September 30, 2023 | 80.98% |
| August 31, 2023 | 80.98% |
| July 31, 2023 | 80.98% |
| June 30, 2023 | 80.98% |
| May 31, 2023 | 80.98% |
| April 30, 2023 | 80.98% |
| March 31, 2023 | 80.98% |
| February 28, 2023 | 80.98% |
| January 31, 2023 | 80.98% |
| December 31, 2022 | 80.98% |
| November 30, 2022 | 81.40% |
| October 31, 2022 | 81.84% |
| September 30, 2022 | 82.83% |
| August 31, 2022 | 82.94% |
| July 31, 2022 | 82.94% |
| June 30, 2022 | 84.01% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Kewpie Corp. | -- |
| Japan Food Tech Holdings, Inc. | 100.0% |
| Ajinomoto Co., Inc. | 32.64% |
| Key Coffee, Inc. | 0.00% |
| ARIAKE JAPAN Co., Ltd. | 58.37% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 32.44 |
| Beta (5Y) | -1.259 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 135.0% |
| Historical Sharpe Ratio (5Y) | 0.1544 |
| Historical Sortino (5Y) | 1.018 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.22% |