Kirin Holdings Co Ltd (KNBWY)
14.90
+0.29
(+1.98%)
USD |
OTCM |
May 02, 16:00
Kirin Holdings Max Drawdown (5Y): 48.69% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 48.69% |
| March 31, 2024 | 48.69% |
| February 29, 2024 | 48.69% |
| January 31, 2024 | 48.69% |
| December 31, 2023 | 48.69% |
| November 30, 2023 | 48.69% |
| October 31, 2023 | 48.69% |
| September 30, 2023 | 48.69% |
| August 31, 2023 | 48.69% |
| July 31, 2023 | 48.69% |
| June 30, 2023 | 48.69% |
| May 31, 2023 | 48.69% |
| April 30, 2023 | 48.69% |
| March 31, 2023 | 48.69% |
| February 28, 2023 | 48.69% |
| January 31, 2023 | 48.69% |
| December 31, 2022 | 48.69% |
| November 30, 2022 | 48.69% |
| October 31, 2022 | 48.69% |
| September 30, 2022 | 48.69% |
| August 31, 2022 | 48.69% |
| July 31, 2022 | 48.69% |
| June 30, 2022 | 48.69% |
| May 31, 2022 | 48.69% |
| April 30, 2022 | 48.69% |
| Date | Value |
|---|---|
| March 31, 2022 | 44.64% |
| February 28, 2022 | 42.68% |
| January 31, 2022 | 42.68% |
| December 31, 2021 | 42.68% |
| November 30, 2021 | 41.84% |
| October 31, 2021 | 40.80% |
| September 30, 2021 | 40.80% |
| August 31, 2021 | 40.80% |
| July 31, 2021 | 40.80% |
| June 30, 2021 | 40.80% |
| May 31, 2021 | 40.80% |
| April 30, 2021 | 40.80% |
| March 31, 2021 | 40.80% |
| February 28, 2021 | 40.80% |
| January 31, 2021 | 40.80% |
| December 31, 2020 | 40.80% |
| November 30, 2020 | 40.80% |
| October 31, 2020 | 40.80% |
| September 30, 2020 | 40.80% |
| August 31, 2020 | 40.80% |
| July 31, 2020 | 40.80% |
| June 30, 2020 | 40.80% |
| May 31, 2020 | 40.80% |
| April 30, 2020 | 40.80% |
| March 31, 2020 | 40.80% |
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
32.03%
Minimum
May 2019
48.69%
Maximum
Apr 2022
42.92%
Average
41.32%
Median
Max Drawdown (5Y) Benchmarks
| Coca-Cola Bottlers Japan Holdings Inc | 78.86% |
| Asahi Group Holdings Ltd | 47.76% |
| Suntory Beverage & Food Ltd | 34.34% |
| Yakult Honsha Co Ltd | 50.72% |
| Sapporo Holdings Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -10.25 |
| Beta (5Y) | 0.2467 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.96% |
| Historical Sharpe Ratio (5Y) | -0.3578 |
| Historical Sortino (5Y) | -0.603 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.77% |