Terumo Corp (TRUMY)
16.90
+0.17
(+1.02%)
USD |
OTCM |
May 24, 16:00
Terumo Max Drawdown (5Y): 49.06% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 49.06% |
| March 31, 2024 | 49.06% |
| February 29, 2024 | 49.06% |
| January 31, 2024 | 49.06% |
| December 31, 2023 | 49.06% |
| November 30, 2023 | 49.06% |
| October 31, 2023 | 49.06% |
| September 30, 2023 | 47.91% |
| August 31, 2023 | 47.91% |
| July 31, 2023 | 47.91% |
| June 30, 2023 | 47.91% |
| May 31, 2023 | 47.91% |
| April 30, 2023 | 47.91% |
| March 31, 2023 | 47.91% |
| February 28, 2023 | 46.59% |
| January 31, 2023 | 46.57% |
| December 31, 2022 | 45.00% |
| November 30, 2022 | 44.20% |
| October 31, 2022 | 43.80% |
| September 30, 2022 | 43.80% |
| August 31, 2022 | 43.62% |
| July 31, 2022 | 43.62% |
| June 30, 2022 | 43.62% |
| May 31, 2022 | 42.78% |
| April 30, 2022 | 41.24% |
| Date | Value |
|---|---|
| March 31, 2022 | 41.24% |
| February 28, 2022 | 38.96% |
| January 31, 2022 | 29.51% |
| December 31, 2021 | 28.45% |
| November 30, 2021 | 28.45% |
| October 31, 2021 | 28.45% |
| September 30, 2021 | 28.45% |
| August 31, 2021 | 28.45% |
| July 31, 2021 | 28.45% |
| June 30, 2021 | 28.45% |
| May 31, 2021 | 28.45% |
| April 30, 2021 | 28.45% |
| March 31, 2021 | 28.45% |
| February 28, 2021 | 28.45% |
| January 31, 2021 | 28.45% |
| December 31, 2020 | 28.45% |
| November 30, 2020 | 28.45% |
| October 31, 2020 | 28.45% |
| September 30, 2020 | 28.45% |
| August 31, 2020 | 28.45% |
| July 31, 2020 | 28.45% |
| June 30, 2020 | 28.45% |
| May 31, 2020 | 28.45% |
| April 30, 2020 | 28.45% |
| March 31, 2020 | 31.47% |
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
28.45%
Minimum
Apr 2020
49.06%
Maximum
Oct 2023
36.95%
Average
31.47%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| Takeda Pharmaceutical Co Ltd | 54.24% |
| Nxera Pharma Co Ltd | 95.29% |
| PeptiDream Inc | 87.73% |
| Healios KK | -- |
| AnGes Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.78 |
| Beta (5Y) | 0.6631 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.72% |
| Historical Sharpe Ratio (5Y) | 0.0581 |
| Historical Sortino (5Y) | 0.1074 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.11% |