Taisei Corp (TISCF)
33.68
0.00 (0.00%)
USD |
OTCM |
Apr 26, 16:00
Taisei Max Drawdown (5Y): 48.82% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 48.82% |
| February 29, 2024 | 48.82% |
| January 31, 2024 | 48.82% |
| December 31, 2023 | 48.82% |
| November 30, 2023 | 48.82% |
| October 31, 2023 | 48.82% |
| September 30, 2023 | 48.82% |
| August 31, 2023 | 48.82% |
| July 31, 2023 | 48.82% |
| June 30, 2023 | 48.82% |
| May 31, 2023 | 48.82% |
| April 30, 2023 | 48.82% |
| March 31, 2023 | 48.82% |
| February 28, 2023 | 48.82% |
| January 31, 2023 | 48.82% |
| December 31, 2022 | 48.82% |
| November 30, 2022 | 48.82% |
| October 31, 2022 | 48.82% |
| September 30, 2022 | 48.82% |
| August 31, 2022 | 48.82% |
| July 31, 2022 | 48.82% |
| June 30, 2022 | 48.82% |
| May 31, 2022 | 48.82% |
| April 30, 2022 | 48.82% |
| March 31, 2022 | 45.24% |
| Date | Value |
|---|---|
| February 28, 2022 | 45.24% |
| January 31, 2022 | 45.24% |
| December 31, 2021 | 45.24% |
| November 30, 2021 | 43.50% |
| October 31, 2021 | 41.02% |
| September 30, 2021 | 40.83% |
| August 31, 2021 | 40.83% |
| July 31, 2021 | 38.83% |
| June 30, 2021 | 38.83% |
| May 31, 2021 | 38.83% |
| April 30, 2021 | 38.83% |
| March 31, 2021 | 38.83% |
| February 28, 2021 | 38.83% |
| January 31, 2021 | 38.83% |
| December 31, 2020 | 38.83% |
| November 30, 2020 | 38.83% |
| October 31, 2020 | 38.83% |
| September 30, 2020 | 38.82% |
| August 31, 2020 | 38.82% |
| July 31, 2020 | 34.42% |
| June 30, 2020 | 34.33% |
| May 31, 2020 | 34.33% |
| April 30, 2020 | 34.33% |
| March 31, 2020 | 34.33% |
| February 29, 2020 | 34.33% |
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
21.24%
Minimum
Apr 2019
48.82%
Maximum
Apr 2022
41.66%
Average
40.92%
Median
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) | -4.826 |
| Beta (5Y) | -0.1158 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.02% |
| Historical Sharpe Ratio (5Y) | -0.3724 |
| Historical Sortino (5Y) | -0.4604 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.74% |