Niterra Co., Ltd. (NGKSY)
7.564
-0.49
(-6.04%)
USD |
OTCM |
Oct 15, 16:00
Niterra Max Drawdown (5Y) : 52.77% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 52.77% |
| August 31, 2026 | 52.77% |
| July 31, 2026 | 52.77% |
| June 30, 2026 | 53.68% |
| May 31, 2026 | 53.68% |
| April 30, 2026 | 53.68% |
| March 31, 2026 | 53.68% |
| February 28, 2026 | 53.68% |
| January 31, 2026 | 53.68% |
| December 31, 2025 | 53.68% |
| November 30, 2025 | 53.68% |
| October 31, 2025 | 53.68% |
| September 30, 2025 | 53.68% |
| August 31, 2025 | 53.68% |
| July 31, 2025 | 54.86% |
| June 30, 2025 | 56.49% |
| May 31, 2025 | 57.14% |
| April 30, 2025 | 57.14% |
| March 31, 2025 | 57.14% |
| February 28, 2025 | 57.14% |
| January 31, 2025 | 57.14% |
| December 31, 2024 | 57.14% |
| November 30, 2024 | 57.14% |
| October 31, 2024 | 57.14% |
| September 30, 2024 | 57.14% |
| Date | Value |
|---|---|
| August 31, 2024 | 57.14% |
| July 31, 2024 | 57.14% |
| June 30, 2024 | 57.14% |
| May 31, 2024 | 57.14% |
| April 30, 2024 | 57.14% |
| March 31, 2024 | 57.14% |
| February 29, 2024 | 57.14% |
| January 31, 2024 | 57.14% |
| December 31, 2023 | 57.14% |
| November 30, 2023 | 88.96% |
| October 31, 2023 | 88.96% |
| September 30, 2023 | 88.96% |
| August 31, 2023 | 88.96% |
| July 31, 2023 | 88.96% |
| June 30, 2023 | 88.96% |
| May 31, 2023 | 88.96% |
| April 30, 2023 | 88.96% |
| March 31, 2023 | 88.96% |
| February 28, 2023 | 88.96% |
| January 31, 2023 | 88.96% |
| December 31, 2022 | 88.96% |
| November 30, 2022 | 88.96% |
| October 31, 2022 | 88.96% |
| September 30, 2022 | 88.96% |
| August 31, 2022 | 89.15% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| DENSO Corp. | 49.23% |
| Koito Manufacturing Co., Ltd. | 72.75% |
| Stanley Electric Co., Ltd. | 54.38% |
| Hi-Lex Corp. | 44.51% |
| JTEKT Corp. | 62.91% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 18.08 |
| Beta (5Y) | 0.2971 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.13% |
| Historical Sharpe Ratio (5Y) | 0.6551 |
| Historical Sortino (5Y) | 1.108 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.40% |