Tokyo Electric Power Co Holdings (TKECY)
7.00
0.00 (0.00%)
USD |
OTCM |
May 17, 16:00
Tokyo Electric Power Co Holdings Max Drawdown (5Y): 68.03% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 68.03% |
| March 31, 2024 | 68.03% |
| February 29, 2024 | 68.03% |
| January 31, 2024 | 68.03% |
| December 31, 2023 | 68.03% |
| November 30, 2023 | 68.03% |
| October 31, 2023 | 68.03% |
| September 30, 2023 | 68.03% |
| August 31, 2023 | 68.03% |
| July 31, 2023 | 68.03% |
| June 30, 2023 | 68.03% |
| May 31, 2023 | 68.03% |
| April 30, 2023 | 68.03% |
| March 31, 2023 | 68.03% |
| February 28, 2023 | 68.03% |
| January 31, 2023 | 68.03% |
| December 31, 2022 | 68.03% |
| November 30, 2022 | 68.03% |
| October 31, 2022 | 68.03% |
| September 30, 2022 | 68.03% |
| August 31, 2022 | 68.03% |
| July 31, 2022 | 68.03% |
| June 30, 2022 | 68.03% |
| May 31, 2022 | 68.03% |
| April 30, 2022 | 68.03% |
| Date | Value |
|---|---|
| March 31, 2022 | 68.03% |
| February 28, 2022 | 68.03% |
| January 31, 2022 | 68.03% |
| December 31, 2021 | 68.03% |
| November 30, 2021 | 68.03% |
| October 31, 2021 | 68.03% |
| September 30, 2021 | 68.03% |
| August 31, 2021 | 68.03% |
| July 31, 2021 | 68.03% |
| June 30, 2021 | 68.03% |
| May 31, 2021 | 68.03% |
| April 30, 2021 | 68.03% |
| March 31, 2021 | 68.03% |
| February 28, 2021 | 68.03% |
| January 31, 2021 | 68.03% |
| December 31, 2020 | 68.03% |
| November 30, 2020 | 68.03% |
| October 31, 2020 | 68.03% |
| September 30, 2020 | 68.03% |
| August 31, 2020 | 68.03% |
| July 31, 2020 | 68.03% |
| June 30, 2020 | 68.03% |
| May 31, 2020 | 80.03% |
| April 30, 2020 | 84.06% |
| March 31, 2020 | 84.06% |
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
68.03%
Minimum
Jun 2020
90.64%
Maximum
May 2019
72.23%
Average
68.03%
Median
Jun 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 5.300 |
| Beta (5Y) | -0.3011 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 58.40% |
| Historical Sharpe Ratio (5Y) | 0.0333 |
| Historical Sortino (5Y) | 0.0642 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.47% |