Pola Orbis Holdings Inc (PORBF)
15.00
0.00 (0.00%)
USD |
OTCM |
May 01, 16:00
Pola Orbis Holdings Max Drawdown (5Y): 82.10% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 82.10% |
March 31, 2024 | 82.10% |
February 29, 2024 | 82.10% |
January 31, 2024 | 82.10% |
December 31, 2023 | 82.10% |
November 30, 2023 | 82.10% |
October 31, 2023 | 82.10% |
September 30, 2023 | 82.10% |
August 31, 2023 | 82.10% |
July 31, 2023 | 82.10% |
June 30, 2023 | 82.10% |
May 31, 2023 | 82.10% |
April 30, 2023 | 82.10% |
March 31, 2023 | 82.10% |
February 28, 2023 | 82.10% |
January 31, 2023 | 82.10% |
December 31, 2022 | 82.10% |
November 30, 2022 | 82.10% |
October 31, 2022 | 82.10% |
September 30, 2022 | 82.10% |
August 31, 2022 | 82.10% |
July 31, 2022 | 82.10% |
June 30, 2022 | 82.10% |
May 31, 2022 | 82.10% |
April 30, 2022 | 82.10% |
Date | Value |
---|---|
March 31, 2022 | 82.10% |
February 28, 2022 | 82.10% |
January 31, 2022 | 82.10% |
December 31, 2021 | 82.10% |
November 30, 2021 | 82.10% |
October 31, 2021 | 82.10% |
September 30, 2021 | 82.10% |
August 31, 2021 | 82.10% |
July 31, 2021 | 82.10% |
June 30, 2021 | 82.10% |
May 31, 2021 | 82.10% |
April 30, 2021 | 82.10% |
March 31, 2021 | 82.10% |
February 28, 2021 | 82.10% |
January 31, 2021 | 82.10% |
December 31, 2020 | 82.10% |
November 30, 2020 | 82.10% |
October 31, 2020 | 82.10% |
September 30, 2020 | 82.10% |
August 31, 2020 | 82.10% |
July 31, 2020 | 82.10% |
June 30, 2020 | 80.08% |
May 31, 2020 | 80.08% |
April 30, 2020 | 80.08% |
March 31, 2020 | 80.08% |
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
75.90%
Minimum
May 2019
82.10%
Maximum
Jul 2020
80.98%
Average
82.10%
Median
Jul 2020
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) | -16.27 |
Beta (5Y) | 0.3264 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.40% |
Historical Sharpe Ratio (5Y) | -0.4785 |
Historical Sortino (5Y) | -0.6487 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.08% |