Mitsubishi Chemical Group Corp (MTLHY)
28.68
0.00 (0.00%)
USD |
OTCM |
May 01, 16:00
Mitsubishi Chemical Group Max Drawdown (5Y): 55.05% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 55.05% |
March 31, 2024 | 55.05% |
February 29, 2024 | 55.05% |
January 31, 2024 | 55.05% |
December 31, 2023 | 55.05% |
November 30, 2023 | 55.05% |
October 31, 2023 | 55.05% |
September 30, 2023 | 55.05% |
August 31, 2023 | 55.05% |
July 31, 2023 | 55.05% |
June 30, 2023 | 55.05% |
May 31, 2023 | 55.05% |
April 30, 2023 | 55.05% |
March 31, 2023 | 55.05% |
February 28, 2023 | 55.05% |
January 31, 2023 | 55.05% |
December 31, 2022 | 55.05% |
November 30, 2022 | 55.05% |
October 31, 2022 | 54.97% |
September 30, 2022 | 53.24% |
August 31, 2022 | 51.48% |
July 31, 2022 | 51.48% |
June 30, 2022 | 51.48% |
May 31, 2022 | 51.48% |
April 30, 2022 | 51.48% |
Date | Value |
---|---|
March 31, 2022 | 51.48% |
February 28, 2022 | 51.48% |
January 31, 2022 | 51.48% |
December 31, 2021 | 51.48% |
November 30, 2021 | 51.48% |
October 31, 2021 | 51.48% |
September 30, 2021 | 51.48% |
August 31, 2021 | 51.48% |
July 31, 2021 | 51.48% |
June 30, 2021 | 51.48% |
May 31, 2021 | 51.48% |
April 30, 2021 | 51.48% |
March 31, 2021 | 51.48% |
February 28, 2021 | 51.48% |
January 31, 2021 | 51.48% |
December 31, 2020 | 51.48% |
November 30, 2020 | 51.48% |
October 31, 2020 | 51.48% |
September 30, 2020 | 51.48% |
August 31, 2020 | 51.48% |
July 31, 2020 | 51.48% |
June 30, 2020 | 51.48% |
May 31, 2020 | 51.48% |
April 30, 2020 | 51.48% |
March 31, 2020 | 51.48% |
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
41.70%
Minimum
May 2019
55.05%
Maximum
Nov 2022
51.01%
Average
51.48%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Shin-Etsu Chemical Co Ltd | 47.42% |
Sumitomo Chemical Co Ltd | 65.98% |
Taiheiyo Cement Corp | 65.80% |
Sumitomo Osaka Cement Co Ltd | -- |
Central Glass Co Ltd | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -6.817 |
Beta (5Y) | 0.3678 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.10% |
Historical Sharpe Ratio (5Y) | -0.1083 |
Historical Sortino (5Y) | -0.1905 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.98% |