Unicharm Corp (UNICY)
6.50
-0.04
(-0.61%)
USD |
OTCM |
May 16, 16:00
Unicharm Max Drawdown (5Y): 43.25% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 43.25% |
| March 31, 2024 | 42.79% |
| February 29, 2024 | 42.79% |
| January 31, 2024 | 42.79% |
| December 31, 2023 | 42.79% |
| November 30, 2023 | 42.79% |
| October 31, 2023 | 42.79% |
| September 30, 2023 | 42.79% |
| August 31, 2023 | 42.79% |
| July 31, 2023 | 42.79% |
| June 30, 2023 | 42.79% |
| May 31, 2023 | 42.79% |
| April 30, 2023 | 42.79% |
| March 31, 2023 | 42.79% |
| February 28, 2023 | 42.79% |
| January 31, 2023 | 42.79% |
| December 31, 2022 | 42.79% |
| November 30, 2022 | 42.79% |
| October 31, 2022 | 41.13% |
| September 30, 2022 | 40.39% |
| August 31, 2022 | 40.39% |
| July 31, 2022 | 40.39% |
| June 30, 2022 | 40.39% |
| May 31, 2022 | 39.22% |
| April 30, 2022 | 35.37% |
| Date | Value |
|---|---|
| March 31, 2022 | 35.22% |
| February 28, 2022 | 32.21% |
| January 31, 2022 | 32.21% |
| December 31, 2021 | 32.21% |
| November 30, 2021 | 32.21% |
| October 31, 2021 | 32.21% |
| September 30, 2021 | 32.21% |
| August 31, 2021 | 32.21% |
| July 31, 2021 | 32.21% |
| June 30, 2021 | 32.21% |
| May 31, 2021 | 32.21% |
| April 30, 2021 | 32.21% |
| March 31, 2021 | 33.24% |
| February 28, 2021 | 34.55% |
| January 31, 2021 | 34.55% |
| December 31, 2020 | 34.55% |
| November 30, 2020 | 36.22% |
| October 31, 2020 | 37.97% |
| September 30, 2020 | 37.97% |
| August 31, 2020 | 37.97% |
| July 31, 2020 | 37.97% |
| June 30, 2020 | 38.34% |
| May 31, 2020 | 38.34% |
| April 30, 2020 | 38.34% |
| March 31, 2020 | 38.34% |
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
32.21%
Minimum
Apr 2021
43.25%
Maximum
Apr 2024
38.32%
Average
38.34%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| Kirin Holdings Co Ltd | 48.69% |
| Coca-Cola Bottlers Japan Holdings Inc | 78.86% |
| Asahi Group Holdings Ltd | 47.76% |
| Suntory Beverage & Food Ltd | 34.34% |
| Sapporo Holdings Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.134 |
| Beta (5Y) | 0.2156 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.97% |
| Historical Sharpe Ratio (5Y) | -0.1494 |
| Historical Sortino (5Y) | -0.2956 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.34% |