Kakaku.com Inc (KKKUF)
12.00
0.00 (0.00%)
USD |
OTCM |
May 03, 16:00
Kakaku.com Max Drawdown (5Y): 73.01% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 73.01% |
| March 31, 2024 | 73.01% |
| February 29, 2024 | 73.01% |
| January 31, 2024 | 73.01% |
| December 31, 2023 | 73.01% |
| November 30, 2023 | 73.01% |
| October 31, 2023 | 73.01% |
| September 30, 2023 | 69.81% |
| August 31, 2023 | 62.65% |
| July 31, 2023 | 62.65% |
| June 30, 2023 | 62.65% |
| May 31, 2023 | 62.65% |
| April 30, 2023 | 62.65% |
| March 31, 2023 | 62.65% |
| February 28, 2023 | 54.68% |
| January 31, 2023 | 54.68% |
| December 31, 2022 | 55.00% |
| November 30, 2022 | 58.36% |
| October 31, 2022 | 58.36% |
| September 30, 2022 | 59.87% |
| August 31, 2022 | 64.92% |
| July 31, 2022 | 66.30% |
| June 30, 2022 | 68.67% |
| May 31, 2022 | 68.67% |
| April 30, 2022 | 68.67% |
| Date | Value |
|---|---|
| March 31, 2022 | 68.67% |
| February 28, 2022 | 68.67% |
| January 31, 2022 | 68.67% |
| December 31, 2021 | 68.67% |
| November 30, 2021 | 68.67% |
| October 31, 2021 | 68.67% |
| September 30, 2021 | 68.67% |
| August 31, 2021 | 68.67% |
| July 31, 2021 | 68.67% |
| June 30, 2021 | 68.67% |
| May 31, 2021 | 68.67% |
| April 30, 2021 | 68.67% |
| March 31, 2021 | 68.67% |
| February 28, 2021 | 68.67% |
| January 31, 2021 | 68.67% |
| December 31, 2020 | 68.67% |
| November 30, 2020 | 68.67% |
| October 31, 2020 | 68.67% |
| September 30, 2020 | 68.67% |
| August 31, 2020 | 68.67% |
| July 31, 2020 | 68.67% |
| June 30, 2020 | 68.67% |
| May 31, 2020 | 68.67% |
| April 30, 2020 | 68.67% |
| March 31, 2020 | 68.67% |
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
54.68%
Minimum
Jan 2023
73.01%
Maximum
Oct 2023
67.31%
Average
68.67%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| Internet Initiative Japan Inc | 47.50% |
| Nippon Telegraph & Telephone Corp | 22.93% |
| KDDI Corp | 21.25% |
| SoftBank Group Corp | 65.46% |
| GMO Internet group Inc | 58.26% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -14.36 |
| Beta (5Y) | 0.3157 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.93% |
| Historical Sharpe Ratio (5Y) | -0.2858 |
| Historical Sortino (5Y) | -0.404 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.93% |