Oriental Land Co Ltd (OLCLY)
28.27
+0.30
(+1.07%)
USD |
OTCM |
May 03, 16:00
Oriental Land Max Drawdown (5Y): 86.27% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 86.27% |
| March 31, 2024 | 86.27% |
| February 29, 2024 | 86.27% |
| January 31, 2024 | 86.27% |
| December 31, 2023 | 86.27% |
| November 30, 2023 | 86.27% |
| October 31, 2023 | 86.27% |
| September 30, 2023 | 86.27% |
| August 31, 2023 | 86.27% |
| July 31, 2023 | 86.27% |
| June 30, 2023 | 86.27% |
| May 31, 2023 | 86.27% |
| April 30, 2023 | 86.27% |
| March 31, 2023 | 86.27% |
| February 28, 2023 | 86.27% |
| January 31, 2023 | 86.27% |
| December 31, 2022 | 36.62% |
| November 30, 2022 | 36.62% |
| October 31, 2022 | 36.62% |
| September 30, 2022 | 36.62% |
| August 31, 2022 | 36.62% |
| July 31, 2022 | 36.62% |
| June 30, 2022 | 36.39% |
| May 31, 2022 | 36.39% |
| April 30, 2022 | 31.53% |
| Date | Value |
|---|---|
| March 31, 2022 | 31.53% |
| February 28, 2022 | 31.53% |
| January 31, 2022 | 31.53% |
| December 31, 2021 | 31.53% |
| November 30, 2021 | 31.53% |
| October 31, 2021 | 31.53% |
| September 30, 2021 | 31.53% |
| August 31, 2021 | 31.66% |
| July 31, 2021 | 31.66% |
| June 30, 2021 | 31.66% |
| May 31, 2021 | 31.66% |
| April 30, 2021 | 31.66% |
| March 31, 2021 | 31.66% |
| February 28, 2021 | 31.66% |
| January 31, 2021 | 31.66% |
| December 31, 2020 | 31.66% |
| November 30, 2020 | 31.66% |
| October 31, 2020 | 31.66% |
| September 30, 2020 | 31.66% |
| August 31, 2020 | 31.66% |
| July 31, 2020 | 31.66% |
| June 30, 2020 | 33.24% |
| May 31, 2020 | 33.68% |
| April 30, 2020 | 33.68% |
| March 31, 2020 | 33.68% |
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
31.53%
Minimum
Sep 2021
86.27%
Maximum
Jan 2023
47.32%
Average
33.68%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| Honda Motor Co Ltd | 41.93% |
| Toyota Motor Corp | 36.79% |
| MEDIROM Healthcare Technologies Inc | -- |
| Yoshitsu Co Ltd | -- |
| Linkage Global Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.691 |
| Beta (5Y) | 0.1716 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 205.4% |
| Historical Sharpe Ratio (5Y) | 0.0127 |
| Historical Sortino (5Y) | 0.0509 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.75% |