Hitachi Ltd (HTHIY)
187.80
+1.44
(+0.77%)
USD |
OTCM |
May 03, 11:09
Hitachi Max Drawdown (5Y): 44.98% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 44.98% |
| March 31, 2024 | 44.98% |
| February 29, 2024 | 44.98% |
| January 31, 2024 | 44.98% |
| December 31, 2023 | 44.98% |
| November 30, 2023 | 44.98% |
| October 31, 2023 | 44.98% |
| September 30, 2023 | 44.98% |
| August 31, 2023 | 44.98% |
| July 31, 2023 | 44.98% |
| June 30, 2023 | 44.98% |
| May 31, 2023 | 44.98% |
| April 30, 2023 | 44.98% |
| March 31, 2023 | 44.98% |
| February 28, 2023 | 44.98% |
| January 31, 2023 | 44.98% |
| December 31, 2022 | 44.98% |
| November 30, 2022 | 44.98% |
| October 31, 2022 | 44.98% |
| September 30, 2022 | 44.98% |
| August 31, 2022 | 44.98% |
| July 31, 2022 | 44.98% |
| June 30, 2022 | 44.98% |
| May 31, 2022 | 44.98% |
| April 30, 2022 | 44.98% |
| Date | Value |
|---|---|
| March 31, 2022 | 44.98% |
| February 28, 2022 | 44.98% |
| January 31, 2022 | 44.98% |
| December 31, 2021 | 44.98% |
| November 30, 2021 | 44.98% |
| October 31, 2021 | 44.98% |
| September 30, 2021 | 44.98% |
| August 31, 2021 | 44.98% |
| July 31, 2021 | 44.98% |
| June 30, 2021 | 44.98% |
| May 31, 2021 | 46.08% |
| April 30, 2021 | 50.76% |
| March 31, 2021 | 50.76% |
| February 28, 2021 | 50.76% |
| January 31, 2021 | 50.76% |
| December 31, 2020 | 50.76% |
| November 30, 2020 | 52.10% |
| October 31, 2020 | 52.10% |
| September 30, 2020 | 52.10% |
| August 31, 2020 | 52.10% |
| July 31, 2020 | 52.10% |
| June 30, 2020 | 52.10% |
| May 31, 2020 | 52.10% |
| April 30, 2020 | 52.10% |
| March 31, 2020 | 52.10% |
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
44.98%
Minimum
Jun 2021
52.10%
Maximum
May 2019
47.74%
Average
44.98%
Median
Jun 2021
Max Drawdown (5Y) Benchmarks
| Fanuc Corp | 59.31% |
| Komatsu Ltd | 62.01% |
| Kubota Corp | 47.22% |
| Kyocera Corp | 31.65% |
| Dr. Foods Inc | 99.88% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 14.27 |
| Beta (5Y) | 0.7826 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.14% |
| Historical Sharpe Ratio (5Y) | 0.817 |
| Historical Sortino (5Y) | 1.151 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.85% |