Kuraray Co Ltd (KURRY)

46.90 +1.30 (+2.86%) USD  |  OTCM  |  Dec 16, 16:00
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Kuraray Max Drawdown (5Y): 60.27% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Shin-Etsu Chemical Co Ltd 47.42%
Sumitomo Chemical Co Ltd 65.98%
Taiheiyo Cement Corp 63.13%
Sumitomo Osaka Cement Co Ltd --
Central Glass Co Ltd --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -1.297
Beta (5Y) 0.2010
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 25.11%
Historical Sharpe Ratio (5Y) 0.0553
Historical Sortino (5Y) 0.0934
Monthly Value at Risk (VaR) 5% (5Y Lookback) 11.25%