Advantest Corp (ATEYY)

57.35 -0.55 (-0.95%) USD  |  OTCM  |  Dec 24, 16:00
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Advantest Max Drawdown (5Y): 55.56% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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TDK Corp 50.65%
Rohm Co Ltd 66.16%
OMRON Corp 69.13%
Tokyo Electron Ltd 57.93%
Disco Corp 44.76%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 15.15
Beta (5Y) 1.407
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 52.92%
Historical Sharpe Ratio (5Y) 0.6413
Historical Sortino (5Y) 1.364
Monthly Value at Risk (VaR) 5% (5Y Lookback) 19.72%