Mitsubishi Corp (MSBHF)
22.90
+0.14
(+0.62%)
USD |
OTCM |
Apr 29, 16:00
Mitsubishi Max Drawdown (5Y): 37.82% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 37.82% |
February 29, 2024 | 37.82% |
January 31, 2024 | 37.82% |
December 31, 2023 | 37.82% |
November 30, 2023 | 37.82% |
October 31, 2023 | 37.82% |
September 30, 2023 | 37.82% |
August 31, 2023 | 37.82% |
July 31, 2023 | 37.82% |
June 30, 2023 | 37.82% |
May 31, 2023 | 37.82% |
April 30, 2023 | 37.82% |
March 31, 2023 | 37.82% |
February 28, 2023 | 37.82% |
January 31, 2023 | 37.82% |
December 31, 2022 | 37.82% |
November 30, 2022 | 37.82% |
October 31, 2022 | 37.82% |
September 30, 2022 | 37.82% |
August 31, 2022 | 37.82% |
July 31, 2022 | 37.82% |
June 30, 2022 | 37.82% |
May 31, 2022 | 37.82% |
April 30, 2022 | 37.82% |
March 31, 2022 | 37.82% |
Date | Value |
---|---|
February 28, 2022 | 37.82% |
January 31, 2022 | 37.82% |
December 31, 2021 | 37.82% |
November 30, 2021 | 37.82% |
October 31, 2021 | 37.82% |
September 30, 2021 | 37.82% |
August 31, 2021 | 37.82% |
July 31, 2021 | 37.82% |
June 30, 2021 | 37.82% |
May 31, 2021 | 37.82% |
April 30, 2021 | 37.82% |
March 31, 2021 | 37.82% |
February 28, 2021 | 39.11% |
January 31, 2021 | 40.33% |
December 31, 2020 | 40.33% |
November 30, 2020 | 47.85% |
October 31, 2020 | 47.85% |
September 30, 2020 | 47.85% |
August 31, 2020 | 47.85% |
July 31, 2020 | 47.85% |
June 30, 2020 | 47.85% |
May 31, 2020 | 47.85% |
April 30, 2020 | 47.85% |
March 31, 2020 | 47.85% |
February 29, 2020 | 47.85% |
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
37.82%
Minimum
Mar 2021
47.85%
Maximum
Apr 2019
41.27%
Average
37.82%
Median
Mar 2021
Max Drawdown (5Y) Benchmarks
ITOCHU Corp | 28.01% |
Marubeni Corp | 50.30% |
Sumitomo Corp | 38.50% |
Mitsui & Co Ltd | 28.50% |
Kubota Corp | 47.22% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 12.90 |
Beta (5Y) | 0.6639 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.01% |
Historical Sharpe Ratio (5Y) | 0.7987 |
Historical Sortino (5Y) | 1.282 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.97% |