Denso Corp (DNZOY)
17.86
-0.03
(-0.17%)
USD |
OTCM |
Apr 26, 16:00
Denso Max Drawdown (5Y): 55.02% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 55.02% |
February 29, 2024 | 55.02% |
January 31, 2024 | 55.02% |
December 31, 2023 | 55.02% |
November 30, 2023 | 55.02% |
October 31, 2023 | 55.02% |
September 30, 2023 | 55.02% |
August 31, 2023 | 55.02% |
July 31, 2023 | 55.02% |
June 30, 2023 | 55.02% |
May 31, 2023 | 55.02% |
April 30, 2023 | 55.02% |
March 31, 2023 | 55.02% |
February 28, 2023 | 55.02% |
January 31, 2023 | 55.02% |
December 31, 2022 | 55.02% |
November 30, 2022 | 55.02% |
October 31, 2022 | 55.02% |
September 30, 2022 | 55.02% |
August 31, 2022 | 55.02% |
July 31, 2022 | 55.02% |
June 30, 2022 | 55.02% |
May 31, 2022 | 55.02% |
April 30, 2022 | 55.02% |
March 31, 2022 | 55.02% |
Date | Value |
---|---|
February 28, 2022 | 55.02% |
January 31, 2022 | 55.02% |
December 31, 2021 | 55.02% |
November 30, 2021 | 55.02% |
October 31, 2021 | 55.02% |
September 30, 2021 | 55.02% |
August 31, 2021 | 55.02% |
July 31, 2021 | 55.02% |
June 30, 2021 | 55.02% |
May 31, 2021 | 55.02% |
April 30, 2021 | 55.02% |
March 31, 2021 | 55.02% |
February 28, 2021 | 55.02% |
January 31, 2021 | 55.02% |
December 31, 2020 | 55.02% |
November 30, 2020 | 55.02% |
October 31, 2020 | 55.02% |
September 30, 2020 | 55.02% |
August 31, 2020 | 55.02% |
July 31, 2020 | 55.02% |
June 30, 2020 | 55.02% |
May 31, 2020 | 55.02% |
April 30, 2020 | 55.02% |
March 31, 2020 | 55.02% |
February 29, 2020 | 38.77% |
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
38.24%
Minimum
Apr 2019
55.02%
Maximum
Mar 2020
52.02%
Average
55.02%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Toyota Motor Corp | 36.79% |
Honda Motor Co Ltd | 41.93% |
MEDIROM Healthcare Technologies Inc | -- |
Yoshitsu Co Ltd | -- |
Linkage Global Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 1.136 |
Beta (5Y) | 1.064 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.83% |
Historical Sharpe Ratio (5Y) | 0.5401 |
Historical Sortino (5Y) | 0.8164 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.21% |