Wacom Co Ltd (WACMY)
3.79
0.00 (0.00%)
USD |
OTCM |
May 06, 16:00
Wacom Max Drawdown (5Y): 60.68% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 60.68% |
| March 31, 2024 | 60.68% |
| February 29, 2024 | 60.68% |
| January 31, 2024 | 60.68% |
| December 31, 2023 | 60.68% |
| November 30, 2023 | 60.68% |
| October 31, 2023 | 60.68% |
| September 30, 2023 | 56.74% |
| August 31, 2023 | 56.74% |
| July 31, 2023 | 56.74% |
| June 30, 2023 | 56.74% |
| May 31, 2023 | 52.21% |
| April 30, 2023 | 52.21% |
| March 31, 2023 | 52.21% |
| February 28, 2023 | 52.21% |
| January 31, 2023 | 52.21% |
| December 31, 2022 | 52.21% |
| November 30, 2022 | 52.21% |
| October 31, 2022 | 52.21% |
| September 30, 2022 | 49.25% |
| August 31, 2022 | 49.25% |
| July 31, 2022 | 49.25% |
| June 30, 2022 | 49.25% |
| May 31, 2022 | 51.55% |
| April 30, 2022 | 56.14% |
| Date | Value |
|---|---|
| March 31, 2022 | 56.84% |
| February 28, 2022 | 56.84% |
| January 31, 2022 | 56.84% |
| December 31, 2021 | 56.84% |
| November 30, 2021 | 56.84% |
| October 31, 2021 | 56.84% |
| September 30, 2021 | 63.66% |
| August 31, 2021 | 65.33% |
| July 31, 2021 | 65.33% |
| June 30, 2021 | 65.33% |
| May 31, 2021 | 65.33% |
| April 30, 2021 | 65.33% |
| March 31, 2021 | 65.33% |
| February 28, 2021 | 65.33% |
| January 31, 2021 | 65.33% |
| December 31, 2020 | 65.33% |
| November 30, 2020 | 65.33% |
| October 31, 2020 | 65.33% |
| September 30, 2020 | 65.33% |
| August 31, 2020 | 65.33% |
| July 31, 2020 | 65.33% |
| June 30, 2020 | 65.33% |
| May 31, 2020 | 65.33% |
| April 30, 2020 | 65.33% |
| March 31, 2020 | 65.33% |
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
49.25%
Minimum
Jun 2022
65.33%
Maximum
May 2019
60.13%
Average
60.68%
Median
Oct 2023
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.648 |
| Beta (5Y) | 0.2033 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 44.19% |
| Historical Sharpe Ratio (5Y) | -0.0992 |
| Historical Sortino (5Y) | -0.1485 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.35% |