Nippon Telegraph & Telephone Corp (NTTYY)
24.36
-0.07
(-0.29%)
USD |
OTCM |
Nov 13, 16:00
Nippon Telegraph & Telephone Max Drawdown (5Y): 28.24% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 28.24% |
| September 30, 2024 | 28.24% |
| August 31, 2024 | 28.24% |
| July 31, 2024 | 28.24% |
| June 30, 2024 | 28.24% |
| May 31, 2024 | 25.20% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
28.50%
Average
29.59%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Internet Initiative Japan Inc | 47.50% |
| KDDI Corp | 23.70% |
| SoftBank Group Corp | 65.46% |
| GMO Internet group Inc | 58.26% |
| BloomZ Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.185 |
| Beta (5Y) | 0.122 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.49% |
| Historical Sharpe Ratio (5Y) | 0.0223 |
| Historical Sortino (5Y) | 0.0331 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.82% |