Mitsubishi HC Capital Inc (MIUFY)
13.45
0.00 (0.00%)
USD |
OTCM |
Apr 30, 16:00
Mitsubishi HC Capital Max Drawdown (5Y): 36.59% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 36.59% |
| March 31, 2024 | 36.59% |
| February 29, 2024 | 36.59% |
| January 31, 2024 | 36.59% |
| December 31, 2023 | 36.59% |
| November 30, 2023 | 36.59% |
| October 31, 2023 | 36.59% |
| September 30, 2023 | 36.59% |
| August 31, 2023 | 36.59% |
| July 31, 2023 | 36.59% |
| June 30, 2023 | 36.59% |
| May 31, 2023 | 36.59% |
| April 30, 2023 | 36.59% |
| March 31, 2023 | 36.59% |
| February 28, 2023 | 36.59% |
| January 31, 2023 | 36.59% |
| December 31, 2022 | 36.59% |
| November 30, 2022 | 36.59% |
| October 31, 2022 | 36.59% |
| September 30, 2022 | 36.59% |
| August 31, 2022 | 36.59% |
| July 31, 2022 | 36.59% |
| June 30, 2022 | 36.59% |
| May 31, 2022 | 36.59% |
| April 30, 2022 | 36.59% |
| Date | Value |
|---|---|
| March 31, 2022 | 36.59% |
| February 28, 2022 | 86.33% |
| January 31, 2022 | 86.33% |
| December 31, 2021 | 86.33% |
| November 30, 2021 | 86.33% |
| October 31, 2021 | 86.33% |
| September 30, 2021 | 86.33% |
| August 31, 2021 | 89.01% |
| July 31, 2021 | 89.01% |
| June 30, 2021 | 89.72% |
| May 31, 2021 | 89.72% |
| April 30, 2021 | 89.72% |
| March 31, 2021 | 90.38% |
| February 28, 2021 | 90.38% |
| January 31, 2021 | 90.38% |
| December 31, 2020 | 90.38% |
| November 30, 2020 | 90.38% |
| October 31, 2020 | 90.38% |
| September 30, 2020 | 90.38% |
| August 31, 2020 | 90.38% |
| July 31, 2020 | 90.38% |
| June 30, 2020 | 90.38% |
| May 31, 2020 | 90.38% |
| April 30, 2020 | 90.38% |
| March 31, 2020 | 90.38% |
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
36.59%
Minimum
Mar 2022
90.38%
Maximum
May 2019
66.59%
Average
86.33%
Median
Sep 2021
Max Drawdown (5Y) Benchmarks
| ORIX Corp | 42.52% |
| Mizuho Financial Group Inc | 46.77% |
| Mitsubishi UFJ Financial Group Inc | 54.49% |
| Nomura Holdings Inc | 52.85% |
| Sumitomo Mitsui Financial Group Inc | 47.68% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 7.448 |
| Beta (5Y) | -0.166 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.88% |
| Historical Sharpe Ratio (5Y) | 0.1652 |
| Historical Sortino (5Y) | 0.3763 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.04% |