Keyence Corp (KYCCF)
448.05
-4.95
(-1.09%)
USD |
OTCM |
Nov 01, 16:00
Keyence Max Drawdown (5Y): 53.67% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 53.67% |
| September 30, 2024 | 53.67% |
| August 31, 2024 | 53.67% |
| July 31, 2024 | 53.67% |
| June 30, 2024 | 53.67% |
| May 31, 2024 | 53.67% |
| April 30, 2024 | 53.67% |
| March 31, 2024 | 53.67% |
| February 29, 2024 | 53.67% |
| January 31, 2024 | 53.67% |
| December 31, 2023 | 53.67% |
| November 30, 2023 | 53.67% |
| October 31, 2023 | 53.67% |
| September 30, 2023 | 53.67% |
| August 31, 2023 | 53.67% |
| July 31, 2023 | 53.67% |
| June 30, 2023 | 53.67% |
| May 31, 2023 | 53.67% |
| April 30, 2023 | 53.67% |
| March 31, 2023 | 53.67% |
| February 28, 2023 | 53.67% |
| January 31, 2023 | 53.67% |
| December 31, 2022 | 53.67% |
| November 30, 2022 | 53.67% |
| October 31, 2022 | 53.67% |
| Date | Value |
|---|---|
| September 30, 2022 | 51.71% |
| August 31, 2022 | 51.43% |
| July 31, 2022 | 51.43% |
| June 30, 2022 | 51.26% |
| May 31, 2022 | 45.35% |
| April 30, 2022 | 43.43% |
| March 31, 2022 | 37.92% |
| February 28, 2022 | 34.77% |
| January 31, 2022 | 31.54% |
| December 31, 2021 | 31.54% |
| November 30, 2021 | 31.54% |
| October 31, 2021 | 31.54% |
| September 30, 2021 | 31.54% |
| August 31, 2021 | 31.54% |
| July 31, 2021 | 31.54% |
| June 30, 2021 | 31.54% |
| May 31, 2021 | 31.54% |
| April 30, 2021 | 31.54% |
| March 31, 2021 | 31.54% |
| February 28, 2021 | 31.54% |
| January 31, 2021 | 31.54% |
| December 31, 2020 | 31.54% |
| November 30, 2020 | 31.54% |
| October 31, 2020 | 31.54% |
| September 30, 2020 | 31.54% |
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
31.54%
Minimum
Nov 2019
53.67%
Maximum
Oct 2022
42.68%
Average
44.39%
Median
Max Drawdown (5Y) Benchmarks
| Sony Group Corp | 50.56% |
| Tokyo Electron Ltd | 57.93% |
| HeartCore Enterprises Inc | -- |
| SYLA Technologies Co Ltd | -- |
| Warrantee Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.236 |
| Beta (5Y) | 0.9762 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.01% |
| Historical Sharpe Ratio (5Y) | 0.1676 |
| Historical Sortino (5Y) | 0.3069 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.10% |