Kawasaki Heavy Industries Ltd (KWHIY)
15.13
-0.02
(-0.15%)
USD |
OTCM |
May 31, 16:00
Kawasaki Heavy Industries Max Drawdown (5Y): 72.97% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 72.97% |
April 30, 2024 | 72.97% |
March 31, 2024 | 72.97% |
February 29, 2024 | 72.97% |
January 31, 2024 | 72.97% |
December 31, 2023 | 72.97% |
November 30, 2023 | 72.97% |
October 31, 2023 | 72.97% |
September 30, 2023 | 72.97% |
August 31, 2023 | 72.97% |
July 31, 2023 | 72.97% |
June 30, 2023 | 72.97% |
May 31, 2023 | 72.97% |
April 30, 2023 | 72.97% |
March 31, 2023 | 72.97% |
February 28, 2023 | 72.97% |
January 31, 2023 | 72.97% |
December 31, 2022 | 72.97% |
November 30, 2022 | 72.97% |
October 31, 2022 | 72.97% |
September 30, 2022 | 72.97% |
August 31, 2022 | 72.97% |
July 31, 2022 | 72.97% |
June 30, 2022 | 72.97% |
May 31, 2022 | 72.97% |
Date | Value |
---|---|
April 30, 2022 | 72.97% |
March 31, 2022 | 72.97% |
February 28, 2022 | 72.97% |
January 31, 2022 | 72.97% |
December 31, 2021 | 72.97% |
November 30, 2021 | 72.97% |
October 31, 2021 | 72.97% |
September 30, 2021 | 72.97% |
August 31, 2021 | 72.97% |
July 31, 2021 | 72.97% |
June 30, 2021 | 72.97% |
May 31, 2021 | 72.97% |
April 30, 2021 | 72.97% |
March 31, 2021 | 72.97% |
February 28, 2021 | 72.97% |
January 31, 2021 | 72.97% |
December 31, 2020 | 72.97% |
November 30, 2020 | 72.97% |
October 31, 2020 | 72.97% |
September 30, 2020 | 72.97% |
August 31, 2020 | 72.97% |
July 31, 2020 | 72.97% |
June 30, 2020 | 72.97% |
May 31, 2020 | 72.97% |
April 30, 2020 | 72.97% |
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
59.49%
Minimum
Jun 2019
72.97%
Maximum
Apr 2020
71.21%
Average
72.97%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Kubota Corp | 47.22% |
Kyocera Corp | 31.65% |
Dr. Foods Inc | 99.88% |
FUJIFILM Holdings Corp | 46.92% |
Mitsubishi Heavy Industries Ltd | 61.76% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -3.080 |
Beta (5Y) | 0.9812 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 43.57% |
Historical Sharpe Ratio (5Y) | 0.2379 |
Historical Sortino (5Y) | 0.465 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.87% |