Rakuten Group Inc (RKUNY)
4.875
-0.14
(-2.89%)
USD |
OTCM |
May 22, 10:08
Rakuten Group Max Drawdown (5Y): 76.44% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 76.44% |
March 31, 2024 | 76.44% |
February 29, 2024 | 76.44% |
January 31, 2024 | 76.44% |
December 31, 2023 | 76.44% |
November 30, 2023 | 76.44% |
October 31, 2023 | 76.44% |
September 30, 2023 | 76.44% |
August 31, 2023 | 76.44% |
July 31, 2023 | 76.44% |
June 30, 2023 | 76.44% |
May 31, 2023 | 70.99% |
April 30, 2023 | 70.07% |
March 31, 2023 | 70.07% |
February 28, 2023 | 70.07% |
January 31, 2023 | 70.07% |
December 31, 2022 | 70.07% |
November 30, 2022 | 70.07% |
October 31, 2022 | 70.07% |
September 30, 2022 | 70.07% |
August 31, 2022 | 68.15% |
July 31, 2022 | 68.15% |
June 30, 2022 | 68.15% |
May 31, 2022 | 67.20% |
April 30, 2022 | 67.20% |
Date | Value |
---|---|
March 31, 2022 | 67.20% |
February 28, 2022 | 67.20% |
January 31, 2022 | 67.20% |
December 31, 2021 | 67.20% |
November 30, 2021 | 67.20% |
October 31, 2021 | 67.20% |
September 30, 2021 | 67.20% |
August 31, 2021 | 67.20% |
July 31, 2021 | 67.20% |
June 30, 2021 | 67.20% |
May 31, 2021 | 67.20% |
April 30, 2021 | 67.20% |
March 31, 2021 | 67.20% |
February 28, 2021 | 67.20% |
January 31, 2021 | 67.20% |
December 31, 2020 | 67.20% |
November 30, 2020 | 67.20% |
October 31, 2020 | 67.20% |
September 30, 2020 | 67.20% |
August 31, 2020 | 67.20% |
July 31, 2020 | 67.20% |
June 30, 2020 | 67.20% |
May 31, 2020 | 67.20% |
April 30, 2020 | 67.20% |
March 31, 2020 | 67.20% |
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
67.20%
Minimum
May 2019
76.44%
Maximum
Jun 2023
69.39%
Average
67.20%
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) | -28.41 |
Beta (5Y) | 0.9758 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.34% |
Historical Sharpe Ratio (5Y) | -0.4696 |
Historical Sortino (5Y) | -0.8418 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.98% |