Kyocera Corp (KYOCY)
10.33
+0.44
(+4.45%)
USD |
OTCM |
Nov 05, 16:08
Kyocera Max Drawdown (5Y): 32.73% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 32.73% |
| August 31, 2024 | 32.73% |
| July 31, 2024 | 31.65% |
| June 30, 2024 | 31.65% |
| May 31, 2024 | 31.65% |
| April 30, 2024 | 31.65% |
| March 31, 2024 | 31.65% |
| February 29, 2024 | 31.65% |
| January 31, 2024 | 31.65% |
| December 31, 2023 | 31.65% |
| November 30, 2023 | 31.65% |
| October 31, 2023 | 31.65% |
| September 30, 2023 | 32.54% |
| August 31, 2023 | 32.54% |
| July 31, 2023 | 32.54% |
| June 30, 2023 | 32.54% |
| May 31, 2023 | 32.54% |
| April 30, 2023 | 32.54% |
| March 31, 2023 | 32.54% |
| February 28, 2023 | 32.54% |
| January 31, 2023 | 32.54% |
| December 31, 2022 | 32.54% |
| November 30, 2022 | 32.54% |
| October 31, 2022 | 32.54% |
| September 30, 2022 | 32.54% |
| Date | Value |
|---|---|
| August 31, 2022 | 32.54% |
| July 31, 2022 | 32.54% |
| June 30, 2022 | 32.54% |
| May 31, 2022 | 32.54% |
| April 30, 2022 | 32.54% |
| March 31, 2022 | 32.54% |
| February 28, 2022 | 32.54% |
| January 31, 2022 | 32.54% |
| December 31, 2021 | 32.54% |
| November 30, 2021 | 32.54% |
| October 31, 2021 | 32.54% |
| September 30, 2021 | 32.54% |
| August 31, 2021 | 32.54% |
| July 31, 2021 | 32.54% |
| June 30, 2021 | 32.54% |
| May 31, 2021 | 32.54% |
| April 30, 2021 | 32.54% |
| March 31, 2021 | 32.54% |
| February 28, 2021 | 32.54% |
| January 31, 2021 | 32.54% |
| December 31, 2020 | 32.54% |
| November 30, 2020 | 34.74% |
| October 31, 2020 | 34.74% |
| September 30, 2020 | 34.74% |
| August 31, 2020 | 34.74% |
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
31.65%
Minimum
Oct 2023
34.74%
Maximum
Nov 2019
32.88%
Average
32.54%
Median
Dec 2020
Max Drawdown (5Y) Benchmarks
| Kubota Corp | 47.22% |
| Japan Food Tech Holdings Inc | 99.88% |
| FUJIFILM Holdings Corp | 46.92% |
| SECOM Co Ltd | 43.00% |
| SBC Medical Group Holdings Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -9.775 |
| Beta (5Y) | 0.2813 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.37% |
| Historical Sharpe Ratio (5Y) | -0.3061 |
| Historical Sortino (5Y) | -0.464 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.40% |