Recruit Holdings Co Ltd (RCRUY)
12.73
+0.36
(+2.91%)
USD |
OTCM |
Nov 22, 16:00
Recruit Holdings Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Internet Initiative Japan Inc | 47.50% |
| Nippon Telegraph & Telephone Corp | 28.24% |
| KDDI Corp | 23.70% |
| SoftBank Group Corp | 65.46% |
| BloomZ Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.539 |
| Beta (5Y) | 1.536 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 40.89% |
| Historical Sharpe Ratio (5Y) | 0.2761 |
| Historical Sortino (5Y) | 0.3997 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.01% |