Taiheiyo Cement Corp (THYCF)
24.91
0.00 (0.00%)
USD |
OTCM |
May 17, 16:00
Taiheiyo Cement Max Drawdown (5Y): 63.13% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 63.13% |
| March 31, 2024 | 63.13% |
| February 29, 2024 | 63.13% |
| January 31, 2024 | 63.13% |
| December 31, 2023 | 63.13% |
| November 30, 2023 | 63.13% |
| October 31, 2023 | 63.13% |
| September 30, 2023 | 63.13% |
| August 31, 2023 | 63.13% |
| July 31, 2023 | 63.13% |
| June 30, 2023 | 63.13% |
| May 31, 2023 | 63.13% |
| April 30, 2023 | 63.13% |
| March 31, 2023 | 65.20% |
| February 28, 2023 | 65.20% |
| January 31, 2023 | 65.20% |
| December 31, 2022 | 65.20% |
| November 30, 2022 | 65.20% |
| October 31, 2022 | 65.20% |
| September 30, 2022 | 65.20% |
| August 31, 2022 | 65.20% |
| July 31, 2022 | 65.20% |
| June 30, 2022 | 64.36% |
| May 31, 2022 | 59.40% |
| April 30, 2022 | 59.40% |
| Date | Value |
|---|---|
| March 31, 2022 | 59.40% |
| February 28, 2022 | 57.50% |
| January 31, 2022 | 57.50% |
| December 31, 2021 | 57.50% |
| November 30, 2021 | 57.50% |
| October 31, 2021 | 57.50% |
| September 30, 2021 | 57.50% |
| August 31, 2021 | 57.50% |
| July 31, 2021 | 57.50% |
| June 30, 2021 | 57.50% |
| May 31, 2021 | 57.50% |
| April 30, 2021 | 57.50% |
| March 31, 2021 | 57.50% |
| February 28, 2021 | 57.50% |
| January 31, 2021 | 57.50% |
| December 31, 2020 | 57.50% |
| November 30, 2020 | 57.50% |
| October 31, 2020 | 57.50% |
| September 30, 2020 | 57.50% |
| August 31, 2020 | 57.50% |
| July 31, 2020 | 57.50% |
| June 30, 2020 | 57.50% |
| May 31, 2020 | 57.50% |
| April 30, 2020 | 57.50% |
| March 31, 2020 | 57.50% |
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
47.69%
Minimum
May 2019
65.20%
Maximum
Jul 2022
58.45%
Average
57.50%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.046 |
| Beta (5Y) | 0.9327 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 55.64% |
| Historical Sharpe Ratio (5Y) | 0.132 |
| Historical Sortino (5Y) | 0.3276 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.58% |