Pigeon Corp (PGENY)
2.37
-0.08
(-3.07%)
USD |
OTCM |
May 17, 16:00
Pigeon Max Drawdown (5Y): 79.64% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 79.64% |
| March 31, 2024 | 78.06% |
| February 29, 2024 | 77.97% |
| January 31, 2024 | 77.10% |
| December 31, 2023 | 77.10% |
| November 30, 2023 | 77.10% |
| October 31, 2023 | 76.93% |
| September 30, 2023 | 76.93% |
| August 31, 2023 | 76.93% |
| July 31, 2023 | 76.93% |
| June 30, 2023 | 76.93% |
| May 31, 2023 | 76.93% |
| April 30, 2023 | 76.93% |
| March 31, 2023 | 76.93% |
| February 28, 2023 | 76.93% |
| January 31, 2023 | 76.93% |
| December 31, 2022 | 76.93% |
| November 30, 2022 | 76.93% |
| October 31, 2022 | 76.93% |
| September 30, 2022 | 76.93% |
| August 31, 2022 | 76.93% |
| July 31, 2022 | 76.93% |
| June 30, 2022 | 76.93% |
| May 31, 2022 | 73.50% |
| April 30, 2022 | 70.29% |
| Date | Value |
|---|---|
| March 31, 2022 | 69.02% |
| February 28, 2022 | 66.39% |
| January 31, 2022 | 66.39% |
| December 31, 2021 | 66.39% |
| November 30, 2021 | 62.57% |
| October 31, 2021 | 58.97% |
| September 30, 2021 | 53.36% |
| August 31, 2021 | 53.36% |
| July 31, 2021 | 53.36% |
| June 30, 2021 | 53.36% |
| May 31, 2021 | 53.36% |
| April 30, 2021 | 54.54% |
| March 31, 2021 | 54.54% |
| February 28, 2021 | 54.54% |
| January 31, 2021 | 54.54% |
| December 31, 2020 | 54.65% |
| November 30, 2020 | 59.86% |
| October 31, 2020 | 62.90% |
| September 30, 2020 | 62.90% |
| August 31, 2020 | 62.90% |
| July 31, 2020 | 62.90% |
| June 30, 2020 | 62.90% |
| May 31, 2020 | 62.90% |
| April 30, 2020 | 62.90% |
| March 31, 2020 | 62.90% |
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
53.36%
Minimum
May 2021
79.64%
Maximum
Apr 2024
67.48%
Average
65.16%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| Kirin Holdings Co Ltd | 48.69% |
| Coca-Cola Bottlers Japan Holdings Inc | 78.86% |
| Asahi Group Holdings Ltd | 47.76% |
| Suntory Beverage & Food Ltd | 34.34% |
| Sapporo Holdings Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -26.74 |
| Beta (5Y) | -0.0127 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.10% |
| Historical Sharpe Ratio (5Y) | -0.8645 |
| Historical Sortino (5Y) | -1.360 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.54% |