Oki Electric Industry Co Ltd (OKIEY)
6.10
0.00 (0.00%)
USD |
OTCM |
Nov 22, 16:00
Oki Electric Industry Max Drawdown (5Y): 66.44% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 66.44% |
| August 31, 2024 | 66.44% |
| July 31, 2024 | 66.44% |
| June 30, 2024 | 66.44% |
| May 31, 2024 | 66.44% |
| April 30, 2024 | 66.44% |
| March 31, 2024 | 66.44% |
| February 29, 2024 | 66.44% |
| January 31, 2024 | 66.44% |
| December 31, 2023 | 66.44% |
| November 30, 2023 | 66.44% |
| October 31, 2023 | 66.44% |
| September 30, 2023 | 66.44% |
| August 31, 2023 | 66.44% |
| July 31, 2023 | 66.44% |
| June 30, 2023 | 66.44% |
| May 31, 2023 | 66.44% |
| April 30, 2023 | 66.44% |
| March 31, 2023 | 66.44% |
| February 28, 2023 | 66.44% |
| January 31, 2023 | 66.44% |
| December 31, 2022 | 66.44% |
| November 30, 2022 | 66.44% |
| October 31, 2022 | 66.44% |
| September 30, 2022 | 61.48% |
| Date | Value |
|---|---|
| August 31, 2022 | 61.48% |
| July 31, 2022 | 61.48% |
| June 30, 2022 | 61.48% |
| May 31, 2022 | 61.48% |
| April 30, 2022 | 61.48% |
| March 31, 2022 | 61.48% |
| February 28, 2022 | 61.48% |
| January 31, 2022 | 61.48% |
| December 31, 2021 | 61.48% |
| November 30, 2021 | 61.48% |
| October 31, 2021 | 61.48% |
| September 30, 2021 | 61.48% |
| August 31, 2021 | 61.48% |
| July 31, 2021 | 61.48% |
| June 30, 2021 | 61.48% |
| May 31, 2021 | 61.17% |
| April 30, 2021 | 61.17% |
| March 31, 2021 | 61.17% |
| February 28, 2021 | 61.17% |
| January 31, 2021 | 61.17% |
| December 31, 2020 | 61.17% |
| November 30, 2020 | 61.00% |
| October 31, 2020 | 61.00% |
| September 30, 2020 | 61.00% |
| August 31, 2020 | 61.00% |
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
58.61%
Minimum
Nov 2019
66.44%
Maximum
Oct 2022
63.03%
Average
61.48%
Median
Jun 2021
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -10.36 |
| Beta (5Y) | -0.1672 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.45% |
| Historical Sharpe Ratio (5Y) | -0.4782 |
| Historical Sortino (5Y) | -0.5994 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.56% |