Nihon Kohden Corp (NHNKY)
14.73
+0.43
(+3.01%)
USD |
OTCM |
Jun 24, 16:00
Nihon Kohden Max Drawdown (5Y): 47.43% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2024 | 47.43% |
| April 30, 2024 | 47.43% |
| March 31, 2024 | 47.43% |
| February 29, 2024 | 47.43% |
| January 31, 2024 | 47.43% |
| December 31, 2023 | 47.43% |
| November 30, 2023 | 47.43% |
| October 31, 2023 | 47.43% |
| September 30, 2023 | 47.43% |
| August 31, 2023 | 47.43% |
| July 31, 2023 | 47.43% |
| June 30, 2023 | 47.43% |
| May 31, 2023 | 47.43% |
| April 30, 2023 | 47.43% |
| March 31, 2023 | 47.43% |
| February 28, 2023 | 47.43% |
| January 31, 2023 | 47.43% |
| December 31, 2022 | 47.43% |
| November 30, 2022 | 47.43% |
| October 31, 2022 | 47.43% |
| September 30, 2022 | 47.43% |
| August 31, 2022 | 47.22% |
| July 31, 2022 | 47.22% |
| June 30, 2022 | 47.22% |
| May 31, 2022 | 41.54% |
| Date | Value |
|---|---|
| April 30, 2022 | 41.54% |
| March 31, 2022 | 37.34% |
| February 28, 2022 | 32.83% |
| January 31, 2022 | 32.78% |
| December 31, 2021 | 32.05% |
| November 30, 2021 | 32.05% |
| October 31, 2021 | 32.05% |
| September 30, 2021 | 32.05% |
| August 31, 2021 | 32.05% |
| July 31, 2021 | 32.05% |
| June 30, 2021 | 32.05% |
| May 31, 2021 | 32.05% |
| April 30, 2021 | 32.05% |
| March 31, 2021 | 32.05% |
| February 28, 2021 | 32.05% |
| January 31, 2021 | 32.05% |
| December 31, 2020 | 32.05% |
| November 30, 2020 | 32.05% |
| October 31, 2020 | 32.05% |
| September 30, 2020 | 32.05% |
| August 31, 2020 | 34.30% |
| July 31, 2020 | 34.30% |
| June 30, 2020 | 34.30% |
| May 31, 2020 | 34.30% |
| April 30, 2020 | 34.30% |
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
32.05%
Minimum
Sep 2020
47.43%
Maximum
Sep 2022
39.18%
Average
34.30%
Median
Jun 2019
Max Drawdown (5Y) Benchmarks
| Takeda Pharmaceutical Co Ltd | 54.24% |
| Nxera Pharma Co Ltd | 95.29% |
| PeptiDream Inc | 87.73% |
| Healios KK | -- |
| AnGes Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 1.428 |
| Beta (5Y) | -0.0791 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.07% |
| Historical Sharpe Ratio (5Y) | 0.0118 |
| Historical Sortino (5Y) | 0.0223 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.87% |