TDK Corp (TTDKF)
46.06
+0.68
(+1.50%)
USD |
OTCM |
May 03, 11:19
TDK Max Drawdown (5Y): 47.24% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 47.24% |
March 31, 2024 | 47.24% |
February 29, 2024 | 47.24% |
January 31, 2024 | 47.24% |
December 31, 2023 | 47.24% |
November 30, 2023 | 47.24% |
October 31, 2023 | 47.24% |
September 30, 2023 | 47.24% |
August 31, 2023 | 47.24% |
July 31, 2023 | 47.24% |
June 30, 2023 | 47.24% |
May 31, 2023 | 47.24% |
April 30, 2023 | 47.24% |
March 31, 2023 | 47.24% |
February 28, 2023 | 47.24% |
January 31, 2023 | 47.24% |
December 31, 2022 | 47.24% |
November 30, 2022 | 47.24% |
October 31, 2022 | 47.24% |
September 30, 2022 | 47.24% |
August 31, 2022 | 47.24% |
July 31, 2022 | 47.24% |
June 30, 2022 | 42.39% |
May 31, 2022 | 42.39% |
April 30, 2022 | 40.27% |
Date | Value |
---|---|
March 31, 2022 | 40.27% |
February 28, 2022 | 40.18% |
January 31, 2022 | 40.18% |
December 31, 2021 | 40.18% |
November 30, 2021 | 40.18% |
October 31, 2021 | 40.18% |
September 30, 2021 | 40.18% |
August 31, 2021 | 40.18% |
July 31, 2021 | 40.18% |
June 30, 2021 | 40.18% |
May 31, 2021 | 40.18% |
April 30, 2021 | 40.18% |
March 31, 2021 | 40.18% |
February 28, 2021 | 40.18% |
January 31, 2021 | 40.18% |
December 31, 2020 | 40.18% |
November 30, 2020 | 40.27% |
October 31, 2020 | 40.27% |
September 30, 2020 | 40.27% |
August 31, 2020 | 40.27% |
July 31, 2020 | 40.27% |
June 30, 2020 | 40.27% |
May 31, 2020 | 40.27% |
April 30, 2020 | 40.27% |
March 31, 2020 | 40.27% |
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
40.18%
Minimum
Dec 2020
47.24%
Maximum
Jul 2022
42.88%
Average
40.27%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 3.979 |
Beta (5Y) | 0.654 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.85% |
Historical Sharpe Ratio (5Y) | 0.3142 |
Historical Sortino (5Y) | 0.504 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.62% |