Recruit Holdings Co Ltd (RCRUY)
9.91
+0.20
(+2.06%)
USD |
OTCM |
May 17, 15:59
Recruit Holdings Max Drawdown (5Y): 65.55% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 65.55% |
| March 31, 2024 | 65.55% |
| February 29, 2024 | 65.55% |
| January 31, 2024 | 65.55% |
| December 31, 2023 | 65.55% |
| November 30, 2023 | 65.55% |
| October 31, 2023 | 65.55% |
| September 30, 2023 | 65.55% |
| August 31, 2023 | 65.55% |
| July 31, 2023 | 65.55% |
| June 30, 2023 | 65.55% |
| May 31, 2023 | 65.55% |
| April 30, 2023 | 65.55% |
| March 31, 2023 | 65.55% |
| February 28, 2023 | 62.74% |
| January 31, 2023 | 61.66% |
| December 31, 2022 | 61.66% |
| November 30, 2022 | 61.66% |
| October 31, 2022 | 61.66% |
| September 30, 2022 | 61.66% |
| August 31, 2022 | 61.66% |
| July 31, 2022 | 61.66% |
| June 30, 2022 | 61.66% |
| May 31, 2022 | 54.23% |
| April 30, 2022 | 48.90% |
| Date | Value |
|---|---|
| March 31, 2022 | 47.73% |
| February 28, 2022 | 47.73% |
| January 31, 2022 | 47.73% |
| December 31, 2021 | 47.73% |
| November 30, 2021 | 47.73% |
| October 31, 2021 | 47.73% |
| September 30, 2021 | 47.73% |
| August 31, 2021 | 47.73% |
| July 31, 2021 | 47.73% |
| June 30, 2021 | 47.73% |
| May 31, 2021 | 47.73% |
| April 30, 2021 | 47.73% |
| March 31, 2021 | 47.73% |
| February 28, 2021 | 47.73% |
| January 31, 2021 | 47.73% |
| December 31, 2020 | 47.73% |
| November 30, 2020 | 47.73% |
| October 31, 2020 | 47.73% |
| September 30, 2020 | 47.73% |
| August 31, 2020 | 47.73% |
| July 31, 2020 | 47.73% |
| June 30, 2020 | 47.73% |
| May 31, 2020 | 47.73% |
| April 30, 2020 | 47.73% |
| March 31, 2020 | 44.36% |
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
22.03%
Minimum
May 2019
65.55%
Maximum
Mar 2023
49.79%
Average
47.73%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| Internet Initiative Japan Inc | 47.50% |
| KDDI Corp | 21.25% |
| Nippon Telegraph & Telephone Corp | 27.83% |
| SoftBank Group Corp | 65.46% |
| GMO Internet group Inc | 58.26% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -9.894 |
| Beta (5Y) | 1.435 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 40.23% |
| Historical Sharpe Ratio (5Y) | 0.1515 |
| Historical Sortino (5Y) | 0.2173 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.01% |