Fanuc Corp (FANUY)
13.28
-0.05
(-0.38%)
USD |
OTCM |
Nov 22, 15:59
Fanuc Max Drawdown (5Y): 59.31% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 59.31% |
September 30, 2024 | 59.31% |
August 31, 2024 | 59.31% |
July 31, 2024 | 59.31% |
June 30, 2024 | 59.31% |
May 31, 2024 | 59.31% |
April 30, 2024 | 59.31% |
March 31, 2024 | 59.31% |
February 29, 2024 | 59.31% |
January 31, 2024 | 59.31% |
December 31, 2023 | 59.31% |
November 30, 2023 | 59.31% |
October 31, 2023 | 59.31% |
September 30, 2023 | 59.31% |
August 31, 2023 | 59.31% |
July 31, 2023 | 59.31% |
June 30, 2023 | 59.31% |
May 31, 2023 | 59.31% |
April 30, 2023 | 59.31% |
March 31, 2023 | 59.31% |
February 28, 2023 | 59.31% |
January 31, 2023 | 59.31% |
December 31, 2022 | 59.31% |
November 30, 2022 | 59.31% |
October 31, 2022 | 59.31% |
Date | Value |
---|---|
September 30, 2022 | 59.31% |
August 31, 2022 | 59.31% |
July 31, 2022 | 59.31% |
June 30, 2022 | 59.31% |
May 31, 2022 | 59.31% |
April 30, 2022 | 59.31% |
March 31, 2022 | 59.31% |
February 28, 2022 | 59.31% |
January 31, 2022 | 59.31% |
December 31, 2021 | 59.31% |
November 30, 2021 | 59.31% |
October 31, 2021 | 59.31% |
September 30, 2021 | 59.31% |
August 31, 2021 | 59.31% |
July 31, 2021 | 59.31% |
June 30, 2021 | 59.31% |
May 31, 2021 | 59.31% |
April 30, 2021 | 59.31% |
March 31, 2021 | 59.31% |
February 28, 2021 | 59.31% |
January 31, 2021 | 59.31% |
December 31, 2020 | 59.31% |
November 30, 2020 | 59.31% |
October 31, 2020 | 59.31% |
September 30, 2020 | 59.31% |
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
50.65%
Minimum
Nov 2019
59.31%
Maximum
Mar 2020
58.74%
Average
59.31%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
SMC Corp | 45.88% |
Nidec Corp | 74.67% |
Kubota Corp | 47.22% |
Kyocera Corp | 36.61% |
SBC Medical Group Holdings Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -19.19 |
Beta (5Y) | 0.8489 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.85% |
Historical Sharpe Ratio (5Y) | -0.267 |
Historical Sortino (5Y) | -0.4259 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.10% |