Hitachi Ltd (HTHIF)
92.19
-0.78
(-0.83%)
USD |
OTCM |
May 17, 16:00
Hitachi Max Drawdown (5Y): 41.86% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 41.86% |
March 31, 2024 | 41.86% |
February 29, 2024 | 41.86% |
January 31, 2024 | 41.86% |
December 31, 2023 | 41.86% |
November 30, 2023 | 41.86% |
October 31, 2023 | 41.86% |
September 30, 2023 | 41.86% |
August 31, 2023 | 41.86% |
July 31, 2023 | 41.86% |
June 30, 2023 | 41.86% |
May 31, 2023 | 41.86% |
April 30, 2023 | 41.86% |
March 31, 2023 | 41.86% |
February 28, 2023 | 41.86% |
January 31, 2023 | 41.86% |
December 31, 2022 | 41.86% |
November 30, 2022 | 41.86% |
October 31, 2022 | 41.86% |
September 30, 2022 | 41.86% |
August 31, 2022 | 41.86% |
July 31, 2022 | 41.86% |
June 30, 2022 | 41.86% |
May 31, 2022 | 41.86% |
April 30, 2022 | 41.86% |
Date | Value |
---|---|
March 31, 2022 | 41.86% |
February 28, 2022 | 41.86% |
January 31, 2022 | 41.86% |
December 31, 2021 | 41.86% |
November 30, 2021 | 41.86% |
October 31, 2021 | 41.86% |
September 30, 2021 | 41.86% |
August 31, 2021 | 41.86% |
July 31, 2021 | 45.26% |
June 30, 2021 | 45.26% |
May 31, 2021 | 45.26% |
April 30, 2021 | 50.98% |
March 31, 2021 | 50.98% |
February 28, 2021 | 50.98% |
January 31, 2021 | 50.98% |
December 31, 2020 | 50.98% |
November 30, 2020 | 54.00% |
October 31, 2020 | 54.00% |
September 30, 2020 | 54.00% |
August 31, 2020 | 54.00% |
July 31, 2020 | 54.00% |
June 30, 2020 | 54.00% |
May 31, 2020 | 54.00% |
April 30, 2020 | 54.00% |
March 31, 2020 | 54.00% |
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
41.86%
Minimum
Aug 2021
54.00%
Maximum
May 2019
46.64%
Average
41.86%
Median
Aug 2021
Max Drawdown (5Y) Benchmarks
Kubota Corp | 47.22% |
Kyocera Corp | 31.65% |
Dr. Foods Inc | 99.88% |
FUJIFILM Holdings Corp | 46.92% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 15.20 |
Beta (5Y) | 0.7551 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.95% |
Historical Sharpe Ratio (5Y) | 0.845 |
Historical Sortino (5Y) | 1.129 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.04% |