Nippon Telegraph & Telephone Corp (NTTYY)
27.70
+0.05
(+0.18%)
USD |
OTCM |
May 06, 16:00
Nippon Telegraph & Telephone Max Drawdown (5Y): 22.93% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 22.93% |
March 31, 2024 | 22.93% |
February 29, 2024 | 22.93% |
January 31, 2024 | 22.93% |
December 31, 2023 | 22.93% |
November 30, 2023 | 22.93% |
October 31, 2023 | 22.93% |
September 30, 2023 | 24.27% |
August 31, 2023 | 27.40% |
July 31, 2023 | 29.59% |
June 30, 2023 | 29.59% |
May 31, 2023 | 29.59% |
April 30, 2023 | 29.59% |
March 31, 2023 | 29.59% |
February 28, 2023 | 29.59% |
January 31, 2023 | 29.59% |
December 31, 2022 | 29.59% |
November 30, 2022 | 29.59% |
October 31, 2022 | 29.59% |
September 30, 2022 | 29.59% |
August 31, 2022 | 29.59% |
July 31, 2022 | 29.59% |
June 30, 2022 | 29.59% |
May 31, 2022 | 29.59% |
April 30, 2022 | 29.59% |
Date | Value |
---|---|
March 31, 2022 | 29.59% |
February 28, 2022 | 29.59% |
January 31, 2022 | 29.59% |
December 31, 2021 | 29.59% |
November 30, 2021 | 29.59% |
October 31, 2021 | 29.59% |
September 30, 2021 | 29.59% |
August 31, 2021 | 29.59% |
July 31, 2021 | 29.59% |
June 30, 2021 | 29.59% |
May 31, 2021 | 29.59% |
April 30, 2021 | 29.59% |
March 31, 2021 | 29.59% |
February 28, 2021 | 29.59% |
January 31, 2021 | 29.59% |
December 31, 2020 | 29.59% |
November 30, 2020 | 29.59% |
October 31, 2020 | 29.59% |
September 30, 2020 | 29.59% |
August 31, 2020 | 29.59% |
July 31, 2020 | 29.59% |
June 30, 2020 | 29.59% |
May 31, 2020 | 29.59% |
April 30, 2020 | 29.59% |
March 31, 2020 | 29.59% |
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
22.93%
Minimum
Oct 2023
29.59%
Maximum
May 2019
28.69%
Average
29.59%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Internet Initiative Japan Inc | 47.50% |
KDDI Corp | 21.25% |
SoftBank Group Corp | 65.46% |
GMO Internet group Inc | 58.26% |
SoftBank Corp | 28.70% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 5.208 |
Beta (5Y) | 0.1112 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 16.14% |
Historical Sharpe Ratio (5Y) | 0.3995 |
Historical Sortino (5Y) | 0.5709 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 6.86% |