Tokuyama Corp (TKYMY)
10.10
0.00 (0.00%)
USD |
OTCM |
May 17, 16:00
Tokuyama Max Drawdown (5Y): 58.68% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 58.68% |
March 31, 2024 | 58.68% |
February 29, 2024 | 58.68% |
January 31, 2024 | 58.68% |
December 31, 2023 | 58.68% |
November 30, 2023 | 58.68% |
October 31, 2023 | 58.68% |
September 30, 2023 | 58.68% |
August 31, 2023 | 58.68% |
July 31, 2023 | 58.68% |
June 30, 2023 | 58.68% |
May 31, 2023 | 58.68% |
April 30, 2023 | 58.68% |
March 31, 2023 | 58.68% |
February 28, 2023 | 58.68% |
January 31, 2023 | 58.68% |
December 31, 2022 | 58.68% |
November 30, 2022 | 58.68% |
October 31, 2022 | 58.68% |
September 30, 2022 | 58.68% |
August 31, 2022 | 58.68% |
July 31, 2022 | 58.68% |
June 30, 2022 | 58.68% |
May 31, 2022 | 58.22% |
April 30, 2022 | 58.22% |
Date | Value |
---|---|
March 31, 2022 | 55.95% |
February 28, 2022 | 51.09% |
January 31, 2022 | 49.36% |
December 31, 2021 | 49.00% |
November 30, 2021 | 47.36% |
October 31, 2021 | 47.36% |
September 30, 2021 | 47.36% |
August 31, 2021 | 47.36% |
July 31, 2021 | 47.36% |
June 30, 2021 | 47.36% |
May 31, 2021 | 47.36% |
April 30, 2021 | 47.36% |
March 31, 2021 | 47.36% |
February 28, 2021 | 47.36% |
January 31, 2021 | 47.36% |
December 31, 2020 | 47.36% |
November 30, 2020 | 49.10% |
October 31, 2020 | 49.10% |
September 30, 2020 | 49.10% |
August 31, 2020 | 49.10% |
July 31, 2020 | 49.10% |
June 30, 2020 | 49.10% |
May 31, 2020 | 49.10% |
April 30, 2020 | 49.10% |
March 31, 2020 | 49.10% |
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
47.36%
Minimum
Dec 2020
58.68%
Maximum
Jun 2022
52.88%
Average
49.10%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Shin-Etsu Chemical Co Ltd | 47.42% |
Sumitomo Chemical Co Ltd | 65.98% |
Taiheiyo Cement Corp | 65.80% |
Sumitomo Osaka Cement Co Ltd | -- |
Central Glass Co Ltd | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -9.410 |
Beta (5Y) | 0.5739 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.64% |
Historical Sharpe Ratio (5Y) | -0.1017 |
Historical Sortino (5Y) | -0.1308 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.29% |