Advantest Corp (ATEYY)
33.23
+1.34
(+4.20%)
USD |
OTCM |
May 02, 16:00
Advantest Max Drawdown (5Y): 55.56% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 55.56% |
| March 31, 2024 | 55.56% |
| February 29, 2024 | 55.56% |
| January 31, 2024 | 55.56% |
| December 31, 2023 | 55.56% |
| November 30, 2023 | 55.56% |
| October 31, 2023 | 55.56% |
| September 30, 2023 | 55.56% |
| August 31, 2023 | 55.56% |
| July 31, 2023 | 55.56% |
| June 30, 2023 | 55.56% |
| May 31, 2023 | 55.56% |
| April 30, 2023 | 55.56% |
| March 31, 2023 | 55.56% |
| February 28, 2023 | 55.56% |
| January 31, 2023 | 55.56% |
| December 31, 2022 | 55.56% |
| November 30, 2022 | 55.56% |
| October 31, 2022 | 55.56% |
| September 30, 2022 | 54.63% |
| August 31, 2022 | 50.18% |
| July 31, 2022 | 50.18% |
| June 30, 2022 | 49.05% |
| May 31, 2022 | 49.05% |
| April 30, 2022 | 49.05% |
| Date | Value |
|---|---|
| March 31, 2022 | 49.05% |
| February 28, 2022 | 49.05% |
| January 31, 2022 | 49.05% |
| December 31, 2021 | 49.05% |
| November 30, 2021 | 49.05% |
| October 31, 2021 | 49.05% |
| September 30, 2021 | 49.05% |
| August 31, 2021 | 49.05% |
| July 31, 2021 | 49.05% |
| June 30, 2021 | 49.05% |
| May 31, 2021 | 49.05% |
| April 30, 2021 | 49.05% |
| March 31, 2021 | 49.05% |
| February 28, 2021 | 49.05% |
| January 31, 2021 | 54.15% |
| December 31, 2020 | 54.15% |
| November 30, 2020 | 54.15% |
| October 31, 2020 | 59.46% |
| September 30, 2020 | 59.46% |
| August 31, 2020 | 63.12% |
| July 31, 2020 | 64.65% |
| June 30, 2020 | 67.39% |
| May 31, 2020 | 67.39% |
| April 30, 2020 | 67.39% |
| March 31, 2020 | 67.39% |
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
49.05%
Minimum
Feb 2021
67.39%
Maximum
May 2019
56.62%
Average
55.56%
Median
Oct 2022
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 17.90 |
| Beta (5Y) | 1.511 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 54.29% |
| Historical Sharpe Ratio (5Y) | 0.6399 |
| Historical Sortino (5Y) | 1.395 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.37% |