Mitsubishi Motors Corp (MMTOF)
3.03
0.00 (0.00%)
USD |
OTCM |
Apr 30, 16:00
Mitsubishi Motors Max Drawdown (5Y): 77.22% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 77.22% |
March 31, 2024 | 77.22% |
February 29, 2024 | 77.22% |
January 31, 2024 | 77.22% |
December 31, 2023 | 77.22% |
November 30, 2023 | 77.22% |
October 31, 2023 | 77.22% |
September 30, 2023 | 77.22% |
August 31, 2023 | 77.22% |
July 31, 2023 | 77.22% |
June 30, 2023 | 77.22% |
May 31, 2023 | 77.22% |
April 30, 2023 | 77.22% |
March 31, 2023 | 77.22% |
February 28, 2023 | 77.22% |
January 31, 2023 | 77.22% |
December 31, 2022 | 77.22% |
November 30, 2022 | 77.22% |
October 31, 2022 | 77.22% |
September 30, 2022 | 77.22% |
August 31, 2022 | 77.22% |
July 31, 2022 | 77.22% |
June 30, 2022 | 77.22% |
May 31, 2022 | 77.22% |
April 30, 2022 | 77.22% |
Date | Value |
---|---|
March 31, 2022 | 77.22% |
February 28, 2022 | 77.22% |
January 31, 2022 | 77.22% |
December 31, 2021 | 77.22% |
November 30, 2021 | 77.22% |
October 31, 2021 | 77.22% |
September 30, 2021 | 77.22% |
August 31, 2021 | 77.22% |
July 31, 2021 | 77.22% |
June 30, 2021 | 77.22% |
May 31, 2021 | 77.30% |
April 30, 2021 | 77.82% |
March 31, 2021 | 77.82% |
February 28, 2021 | 78.54% |
January 31, 2021 | 80.47% |
December 31, 2020 | 80.47% |
November 30, 2020 | 80.47% |
October 31, 2020 | 80.47% |
September 30, 2020 | 80.47% |
August 31, 2020 | 80.47% |
July 31, 2020 | 80.47% |
June 30, 2020 | 80.47% |
May 31, 2020 | 80.47% |
April 30, 2020 | 80.47% |
March 31, 2020 | 80.47% |
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
77.22%
Minimum
Jun 2021
80.47%
Maximum
May 2019
78.40%
Average
77.22%
Median
Jun 2021
Max Drawdown (5Y) Benchmarks
Nissan Motor Co Ltd | 71.00% |
Honda Motor Co Ltd | 41.93% |
Toyota Motor Corp | 36.79% |
Mazda Motor Corp | 75.51% |
Fast Retailing Co Ltd | 56.99% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -16.52 |
Beta (5Y) | 0.3511 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 42.31% |
Historical Sharpe Ratio (5Y) | -0.2979 |
Historical Sortino (5Y) | -0.5471 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.53% |