Taisho Pharmaceutical Holdings Co Ltd (TAIPY)
12.00
0.00 (0.00%)
USD |
OTCM |
Jun 28, 16:00
Taisho Pharmaceutical Holdings Max Drawdown (5Y): 71.38% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 71.38% |
April 30, 2024 | 71.38% |
March 31, 2024 | 71.38% |
February 29, 2024 | 71.38% |
January 31, 2024 | 71.38% |
December 31, 2023 | 71.38% |
November 30, 2023 | 71.38% |
October 31, 2023 | 71.38% |
September 30, 2023 | 71.38% |
August 31, 2023 | 71.38% |
July 31, 2023 | 71.38% |
June 30, 2023 | 71.38% |
May 31, 2023 | 71.38% |
April 30, 2023 | 71.38% |
March 31, 2023 | 71.38% |
February 28, 2023 | 71.38% |
January 31, 2023 | 71.38% |
December 31, 2022 | 71.38% |
November 30, 2022 | 71.38% |
October 31, 2022 | 71.38% |
September 30, 2022 | 71.38% |
August 31, 2022 | 70.48% |
July 31, 2022 | 70.48% |
June 30, 2022 | 70.48% |
May 31, 2022 | 69.82% |
Date | Value |
---|---|
April 30, 2022 | 69.82% |
March 31, 2022 | 63.10% |
February 28, 2022 | 63.10% |
January 31, 2022 | 63.10% |
December 31, 2021 | 62.31% |
November 30, 2021 | 61.22% |
October 31, 2021 | 61.22% |
September 30, 2021 | 61.22% |
August 31, 2021 | 61.22% |
July 31, 2021 | 61.22% |
June 30, 2021 | 61.22% |
May 31, 2021 | 61.22% |
April 30, 2021 | 61.22% |
March 31, 2021 | 61.22% |
February 28, 2021 | 61.22% |
January 31, 2021 | 61.22% |
December 31, 2020 | 61.22% |
November 30, 2020 | 61.22% |
October 31, 2020 | 61.22% |
September 30, 2020 | 61.22% |
August 31, 2020 | 61.22% |
July 31, 2020 | 61.22% |
June 30, 2020 | 61.22% |
May 31, 2020 | 61.22% |
April 30, 2020 | 61.22% |
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
39.55%
Minimum
Jun 2019
71.38%
Maximum
Sep 2022
63.34%
Average
61.76%
Median
Max Drawdown (5Y) Benchmarks
Takeda Pharmaceutical Co Ltd | 54.24% |
Nxera Pharma Co Ltd | 95.29% |
PeptiDream Inc | 87.73% |
Healios KK | -- |
AnGes Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -16.58 |
Beta (5Y) | 0.4248 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.47% |
Historical Sharpe Ratio (5Y) | -0.3033 |
Historical Sortino (5Y) | -0.5777 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.87% |