Lifull Co Ltd (NXCLF)
1.105
0.00 (0.00%)
USD |
OTCM |
May 03, 16:00
Lifull Max Drawdown (5Y): 88.31% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 88.31% |
| March 31, 2024 | 88.31% |
| February 29, 2024 | 88.31% |
| January 31, 2024 | 88.31% |
| December 31, 2023 | 88.31% |
| November 30, 2023 | 88.31% |
| October 31, 2023 | 88.31% |
| September 30, 2023 | 88.31% |
| August 31, 2023 | 88.31% |
| July 31, 2023 | 88.31% |
| June 30, 2023 | 88.31% |
| May 31, 2023 | 88.31% |
| April 30, 2023 | 88.31% |
| March 31, 2023 | 88.31% |
| February 28, 2023 | 88.31% |
| January 31, 2023 | 88.31% |
| December 31, 2022 | 88.31% |
| November 30, 2022 | 88.31% |
| October 31, 2022 | 88.31% |
| September 30, 2022 | 88.31% |
| August 31, 2022 | 88.31% |
| July 31, 2022 | 88.31% |
| June 30, 2022 | 88.01% |
| May 31, 2022 | 86.34% |
| April 30, 2022 | 82.71% |
| Date | Value |
|---|---|
| March 31, 2022 | 80.55% |
| February 28, 2022 | 79.96% |
| January 31, 2022 | 79.96% |
| December 31, 2021 | 79.96% |
| November 30, 2021 | 79.61% |
| October 31, 2021 | 79.61% |
| September 30, 2021 | 79.61% |
| August 31, 2021 | 79.61% |
| July 31, 2021 | 79.61% |
| June 30, 2021 | 79.61% |
| May 31, 2021 | 79.61% |
| April 30, 2021 | 79.61% |
| March 31, 2021 | 79.61% |
| February 28, 2021 | 79.61% |
| January 31, 2021 | 79.61% |
| December 31, 2020 | 79.61% |
| November 30, 2020 | 79.61% |
| October 31, 2020 | 79.61% |
| September 30, 2020 | 79.61% |
| August 31, 2020 | 79.61% |
| July 31, 2020 | 79.61% |
| June 30, 2020 | 79.61% |
| May 31, 2020 | 79.61% |
| April 30, 2020 | 79.61% |
| March 31, 2020 | 79.61% |
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
58.89%
Minimum
May 2019
88.31%
Maximum
Jul 2022
80.24%
Average
79.61%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Internet Initiative Japan Inc | 47.50% |
| Nippon Telegraph & Telephone Corp | 22.93% |
| KDDI Corp | 21.25% |
| SoftBank Group Corp | 65.46% |
| GMO Internet group Inc | 58.26% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -30.78 |
| Beta (5Y) | 0.2223 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 48.17% |
| Historical Sharpe Ratio (5Y) | -0.5876 |
| Historical Sortino (5Y) | -0.7961 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 28.23% |