Kuraray Co Ltd (KURRY)
36.57
-4.03
(-9.93%)
USD |
OTCM |
Nov 14, 15:39
Kuraray Max Drawdown (5Y): 59.94% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 59.94% |
| September 30, 2024 | 59.94% |
| August 31, 2024 | 59.94% |
| July 31, 2024 | 59.94% |
| June 30, 2024 | 59.94% |
| May 31, 2024 | 59.94% |
| April 30, 2024 | 59.94% |
| March 31, 2024 | 59.94% |
| February 29, 2024 | 59.94% |
| January 31, 2024 | 59.94% |
| December 31, 2023 | 59.94% |
| November 30, 2023 | 59.94% |
| October 31, 2023 | 59.94% |
| September 30, 2023 | 59.94% |
| August 31, 2023 | 59.94% |
| July 31, 2023 | 59.94% |
| June 30, 2023 | 59.94% |
| May 31, 2023 | 59.94% |
| April 30, 2023 | 59.94% |
| March 31, 2023 | 59.94% |
| February 28, 2023 | 59.94% |
| January 31, 2023 | 59.94% |
| December 31, 2022 | 59.94% |
| November 30, 2022 | 59.94% |
| October 31, 2022 | 59.94% |
| Date | Value |
|---|---|
| September 30, 2022 | 58.13% |
| August 31, 2022 | 55.54% |
| July 31, 2022 | 55.52% |
| June 30, 2022 | 55.52% |
| May 31, 2022 | 55.52% |
| April 30, 2022 | 55.52% |
| March 31, 2022 | 55.52% |
| February 28, 2022 | 55.52% |
| January 31, 2022 | 55.52% |
| December 31, 2021 | 55.52% |
| November 30, 2021 | 55.52% |
| October 31, 2021 | 55.52% |
| September 30, 2021 | 55.52% |
| August 31, 2021 | 55.52% |
| July 31, 2021 | 55.52% |
| June 30, 2021 | 55.52% |
| May 31, 2021 | 55.52% |
| April 30, 2021 | 55.52% |
| March 31, 2021 | 55.52% |
| February 28, 2021 | 55.52% |
| January 31, 2021 | 55.52% |
| December 31, 2020 | 55.52% |
| November 30, 2020 | 55.52% |
| October 31, 2020 | 55.52% |
| September 30, 2020 | 55.52% |
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
45.52%
Minimum
Nov 2019
59.94%
Maximum
Oct 2022
56.74%
Average
55.52%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Shin-Etsu Chemical Co Ltd | 47.42% |
| Sumitomo Chemical Co Ltd | 65.98% |
| Taiheiyo Cement Corp | 65.80% |
| Sumitomo Osaka Cement Co Ltd | -- |
| Central Glass Co Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 1.129 |
| Beta (5Y) | 0.238 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.56% |
| Historical Sharpe Ratio (5Y) | 0.1711 |
| Historical Sortino (5Y) | 0.2891 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.09% |