Oji Holdings Corp (OJIPY)
41.29
0.00 (0.00%)
USD |
OTCM |
May 31, 16:00
Oji Holdings Max Drawdown (5Y): 49.58% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2024 | 49.58% |
| April 30, 2024 | 49.58% |
| March 31, 2024 | 49.58% |
| February 29, 2024 | 49.58% |
| January 31, 2024 | 49.58% |
| December 31, 2023 | 49.58% |
| November 30, 2023 | 49.58% |
| October 31, 2023 | 49.58% |
| September 30, 2023 | 49.58% |
| August 31, 2023 | 49.58% |
| July 31, 2023 | 49.58% |
| June 30, 2023 | 49.58% |
| May 31, 2023 | 49.58% |
| April 30, 2023 | 49.58% |
| March 31, 2023 | 49.58% |
| February 28, 2023 | 49.58% |
| January 31, 2023 | 49.58% |
| December 31, 2022 | 49.58% |
| November 30, 2022 | 49.58% |
| October 31, 2022 | 49.58% |
| September 30, 2022 | 45.56% |
| August 31, 2022 | 43.57% |
| July 31, 2022 | 42.19% |
| June 30, 2022 | 40.94% |
| May 31, 2022 | 40.94% |
| Date | Value |
|---|---|
| April 30, 2022 | 40.94% |
| March 31, 2022 | 40.94% |
| February 28, 2022 | 40.94% |
| January 31, 2022 | 40.94% |
| December 31, 2021 | 40.94% |
| November 30, 2021 | 40.94% |
| October 31, 2021 | 40.94% |
| September 30, 2021 | 40.94% |
| August 31, 2021 | 40.94% |
| July 31, 2021 | 40.94% |
| June 30, 2021 | 40.94% |
| May 31, 2021 | 40.94% |
| April 30, 2021 | 40.94% |
| March 31, 2021 | 40.94% |
| February 28, 2021 | 40.94% |
| January 31, 2021 | 40.94% |
| December 31, 2020 | 40.94% |
| November 30, 2020 | 40.94% |
| October 31, 2020 | 40.94% |
| September 30, 2020 | 40.94% |
| August 31, 2020 | 40.94% |
| July 31, 2020 | 40.02% |
| June 30, 2020 | 36.04% |
| May 31, 2020 | 36.04% |
| April 30, 2020 | 36.04% |
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
34.64%
Minimum
Jun 2019
49.58%
Maximum
Oct 2022
42.82%
Average
40.94%
Median
Aug 2020
Max Drawdown (5Y) Benchmarks
| Shin-Etsu Chemical Co Ltd | 47.42% |
| Sumitomo Chemical Co Ltd | 65.98% |
| Taiheiyo Cement Corp | 65.80% |
| Sumitomo Osaka Cement Co Ltd | -- |
| Central Glass Co Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.651 |
| Beta (5Y) | -0.1347 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.47% |
| Historical Sharpe Ratio (5Y) | -0.3336 |
| Historical Sortino (5Y) | -0.6052 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.24% |