TDK Corp (TTDKY)
44.58
-0.76
(-1.69%)
USD |
OTCM |
May 02, 10:58
TDK Max Drawdown (5Y): 50.65% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 50.65% |
March 31, 2024 | 50.65% |
February 29, 2024 | 50.65% |
January 31, 2024 | 50.65% |
December 31, 2023 | 50.65% |
November 30, 2023 | 50.65% |
October 31, 2023 | 50.65% |
September 30, 2023 | 50.65% |
August 31, 2023 | 50.65% |
July 31, 2023 | 50.65% |
June 30, 2023 | 50.65% |
May 31, 2023 | 50.65% |
April 30, 2023 | 50.65% |
March 31, 2023 | 50.65% |
February 28, 2023 | 50.65% |
January 31, 2023 | 50.65% |
December 31, 2022 | 50.65% |
November 30, 2022 | 50.65% |
October 31, 2022 | 50.65% |
September 30, 2022 | 50.65% |
August 31, 2022 | 50.65% |
July 31, 2022 | 50.65% |
June 30, 2022 | 47.03% |
May 31, 2022 | 47.03% |
April 30, 2022 | 47.03% |
Date | Value |
---|---|
March 31, 2022 | 46.01% |
February 28, 2022 | 45.13% |
January 31, 2022 | 45.13% |
December 31, 2021 | 45.13% |
November 30, 2021 | 45.13% |
October 31, 2021 | 45.13% |
September 30, 2021 | 45.13% |
August 31, 2021 | 45.13% |
July 31, 2021 | 45.13% |
June 30, 2021 | 45.13% |
May 31, 2021 | 45.13% |
April 30, 2021 | 45.13% |
March 31, 2021 | 45.13% |
February 28, 2021 | 45.13% |
January 31, 2021 | 45.13% |
December 31, 2020 | 45.13% |
November 30, 2020 | 45.13% |
October 31, 2020 | 45.13% |
September 30, 2020 | 45.13% |
August 31, 2020 | 45.13% |
July 31, 2020 | 45.13% |
June 30, 2020 | 45.13% |
May 31, 2020 | 45.13% |
April 30, 2020 | 45.13% |
March 31, 2020 | 45.13% |
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
42.91%
Minimum
May 2019
50.65%
Maximum
Jul 2022
46.89%
Average
45.13%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -1.641 |
Beta (5Y) | 0.9353 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.66% |
Historical Sharpe Ratio (5Y) | 0.2534 |
Historical Sortino (5Y) | 0.4183 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.37% |