Tokio Marine Holdings Inc (TKOMY)
31.70
-0.09
(-0.28%)
USD |
OTCM |
Apr 30, 12:17
Tokio Marine Holdings Max Drawdown (5Y): 32.33% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 32.33% |
February 29, 2024 | 32.33% |
January 31, 2024 | 32.33% |
December 31, 2023 | 32.33% |
November 30, 2023 | 32.33% |
October 31, 2023 | 32.33% |
September 30, 2023 | 32.33% |
August 31, 2023 | 32.33% |
July 31, 2023 | 32.33% |
June 30, 2023 | 32.33% |
May 31, 2023 | 32.33% |
April 30, 2023 | 32.33% |
March 31, 2023 | 32.33% |
February 28, 2023 | 32.33% |
January 31, 2023 | 32.33% |
December 31, 2022 | 32.33% |
November 30, 2022 | 32.33% |
October 31, 2022 | 32.33% |
September 30, 2022 | 32.33% |
August 31, 2022 | 32.33% |
July 31, 2022 | 32.33% |
June 30, 2022 | 32.33% |
May 31, 2022 | 32.33% |
April 30, 2022 | 32.33% |
March 31, 2022 | 32.33% |
Date | Value |
---|---|
February 28, 2022 | 32.33% |
January 31, 2022 | 32.33% |
December 31, 2021 | 32.33% |
November 30, 2021 | 32.33% |
October 31, 2021 | 32.33% |
September 30, 2021 | 32.33% |
August 31, 2021 | 32.33% |
July 31, 2021 | 32.33% |
June 30, 2021 | 32.33% |
May 31, 2021 | 32.33% |
April 30, 2021 | 32.33% |
March 31, 2021 | 32.33% |
February 28, 2021 | 32.33% |
January 31, 2021 | 32.33% |
December 31, 2020 | 32.33% |
November 30, 2020 | 32.33% |
October 31, 2020 | 32.33% |
September 30, 2020 | 32.33% |
August 31, 2020 | 32.33% |
July 31, 2020 | 32.33% |
June 30, 2020 | 32.33% |
May 31, 2020 | 32.33% |
April 30, 2020 | 32.33% |
March 31, 2020 | 32.33% |
February 29, 2020 | 28.84% |
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
28.84%
Minimum
Apr 2019
32.33%
Maximum
Mar 2020
31.69%
Average
32.33%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
ORIX Corp | 42.52% |
Mizuho Financial Group Inc | 46.77% |
Mitsubishi UFJ Financial Group Inc | 54.49% |
Nomura Holdings Inc | 53.97% |
Sumitomo Mitsui Financial Group Inc | 47.68% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 11.50 |
Beta (5Y) | 0.3682 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.26% |
Historical Sharpe Ratio (5Y) | 0.7325 |
Historical Sortino (5Y) | 1.106 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.24% |