Nitto Denko Corp (NDEKY)
41.83
+0.55
(+1.33%)
USD |
OTCM |
May 03, 16:00
Nitto Denko Max Drawdown (5Y): 60.95% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 60.95% |
March 31, 2024 | 60.95% |
February 29, 2024 | 60.95% |
January 31, 2024 | 60.95% |
December 31, 2023 | 60.95% |
November 30, 2023 | 60.95% |
October 31, 2023 | 60.95% |
September 30, 2023 | 60.95% |
August 31, 2023 | 60.95% |
July 31, 2023 | 60.95% |
June 30, 2023 | 60.95% |
May 31, 2023 | 60.95% |
April 30, 2023 | 60.95% |
March 31, 2023 | 60.95% |
February 28, 2023 | 60.95% |
January 31, 2023 | 60.95% |
December 31, 2022 | 60.95% |
November 30, 2022 | 60.95% |
October 31, 2022 | 60.95% |
September 30, 2022 | 60.95% |
August 31, 2022 | 60.95% |
July 31, 2022 | 60.95% |
June 30, 2022 | 60.95% |
May 31, 2022 | 60.95% |
April 30, 2022 | 60.95% |
Date | Value |
---|---|
March 31, 2022 | 60.95% |
February 28, 2022 | 60.95% |
January 31, 2022 | 60.95% |
December 31, 2021 | 60.95% |
November 30, 2021 | 60.95% |
October 31, 2021 | 60.95% |
September 30, 2021 | 60.95% |
August 31, 2021 | 60.95% |
July 31, 2021 | 60.95% |
June 30, 2021 | 60.95% |
May 31, 2021 | 60.95% |
April 30, 2021 | 60.95% |
March 31, 2021 | 60.95% |
February 28, 2021 | 60.95% |
January 31, 2021 | 60.95% |
December 31, 2020 | 60.95% |
November 30, 2020 | 60.95% |
October 31, 2020 | 60.95% |
September 30, 2020 | 60.95% |
August 31, 2020 | 60.95% |
July 31, 2020 | 60.95% |
June 30, 2020 | 60.95% |
May 31, 2020 | 60.95% |
April 30, 2020 | 60.95% |
March 31, 2020 | 60.95% |
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
56.61%
Minimum
May 2019
60.95%
Maximum
Mar 2020
60.23%
Average
60.95%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
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) | -1.860 |
Beta (5Y) | 1.039 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.15% |
Historical Sharpe Ratio (5Y) | 0.3451 |
Historical Sortino (5Y) | 0.5763 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.40% |