THK Co Ltd (THKLY)
11.33
+0.11
(+0.94%)
USD |
OTCM |
May 06, 15:45
THK Max Drawdown (5Y): 63.73% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 63.73% |
| March 31, 2024 | 63.73% |
| February 29, 2024 | 63.73% |
| January 31, 2024 | 63.73% |
| December 31, 2023 | 63.73% |
| November 30, 2023 | 63.73% |
| October 31, 2023 | 63.73% |
| September 30, 2023 | 63.73% |
| August 31, 2023 | 63.73% |
| July 31, 2023 | 63.73% |
| June 30, 2023 | 63.73% |
| May 31, 2023 | 63.73% |
| April 30, 2023 | 63.73% |
| March 31, 2023 | 63.73% |
| February 28, 2023 | 63.73% |
| January 31, 2023 | 63.73% |
| December 31, 2022 | 63.73% |
| November 30, 2022 | 63.73% |
| October 31, 2022 | 63.73% |
| September 30, 2022 | 63.73% |
| August 31, 2022 | 63.73% |
| July 31, 2022 | 63.73% |
| June 30, 2022 | 63.73% |
| May 31, 2022 | 63.73% |
| April 30, 2022 | 63.73% |
| Date | Value |
|---|---|
| March 31, 2022 | 63.73% |
| February 28, 2022 | 63.73% |
| January 31, 2022 | 63.73% |
| December 31, 2021 | 63.73% |
| November 30, 2021 | 63.73% |
| October 31, 2021 | 63.73% |
| September 30, 2021 | 63.73% |
| August 31, 2021 | 63.73% |
| July 31, 2021 | 63.73% |
| June 30, 2021 | 63.73% |
| May 31, 2021 | 63.73% |
| April 30, 2021 | 63.73% |
| March 31, 2021 | 63.73% |
| February 28, 2021 | 63.73% |
| January 31, 2021 | 63.73% |
| December 31, 2020 | 63.73% |
| November 30, 2020 | 63.73% |
| October 31, 2020 | 63.73% |
| September 30, 2020 | 63.73% |
| August 31, 2020 | 63.73% |
| July 31, 2020 | 63.73% |
| June 30, 2020 | 63.73% |
| May 31, 2020 | 63.73% |
| April 30, 2020 | 63.73% |
| March 31, 2020 | 63.73% |
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
58.86%
Minimum
May 2019
63.73%
Maximum
Mar 2020
62.92%
Average
63.73%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Kubota Corp | 47.22% |
| Kyocera Corp | 31.65% |
| Dr. Foods Inc | 99.88% |
| FUJIFILM Holdings Corp | 46.92% |
| Mitsubishi Heavy Industries Ltd | 61.76% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -14.86 |
| Beta (5Y) | 0.9684 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.79% |
| Historical Sharpe Ratio (5Y) | -0.1242 |
| Historical Sortino (5Y) | -0.1978 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.09% |