Subaru Corp (FUJHY)
7.85
-0.05
(-0.66%)
USD |
OTCM |
Nov 21, 16:00
Subaru Max Drawdown (5Y): 58.05% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 58.05% |
| September 30, 2024 | 58.05% |
| August 31, 2024 | 58.05% |
| July 31, 2024 | 58.05% |
| June 30, 2024 | 58.05% |
| May 31, 2024 | 58.05% |
| April 30, 2024 | 58.05% |
| March 31, 2024 | 58.05% |
| February 29, 2024 | 58.05% |
| January 31, 2024 | 58.05% |
| December 31, 2023 | 58.05% |
| November 30, 2023 | 58.05% |
| October 31, 2023 | 58.05% |
| September 30, 2023 | 58.05% |
| August 31, 2023 | 58.05% |
| July 31, 2023 | 58.05% |
| June 30, 2023 | 58.05% |
| May 31, 2023 | 58.05% |
| April 30, 2023 | 58.05% |
| March 31, 2023 | 58.05% |
| February 28, 2023 | 58.05% |
| January 31, 2023 | 58.05% |
| December 31, 2022 | 58.05% |
| November 30, 2022 | 58.05% |
| October 31, 2022 | 58.05% |
| Date | Value |
|---|---|
| September 30, 2022 | 58.05% |
| August 31, 2022 | 58.05% |
| July 31, 2022 | 58.05% |
| June 30, 2022 | 58.05% |
| May 31, 2022 | 58.05% |
| April 30, 2022 | 58.05% |
| March 31, 2022 | 58.05% |
| February 28, 2022 | 58.05% |
| January 31, 2022 | 58.05% |
| December 31, 2021 | 58.05% |
| November 30, 2021 | 58.05% |
| October 31, 2021 | 58.05% |
| September 30, 2021 | 58.05% |
| August 31, 2021 | 58.05% |
| July 31, 2021 | 58.05% |
| June 30, 2021 | 58.05% |
| May 31, 2021 | 58.05% |
| April 30, 2021 | 58.05% |
| March 31, 2021 | 58.05% |
| February 28, 2021 | 58.05% |
| January 31, 2021 | 58.05% |
| December 31, 2020 | 58.05% |
| November 30, 2020 | 58.05% |
| October 31, 2020 | 58.05% |
| September 30, 2020 | 58.05% |
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
47.70%
Minimum
Nov 2019
58.05%
Maximum
Apr 2020
57.30%
Average
58.05%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| Honda Motor Co Ltd | 41.93% |
| Toyota Motor Corp | 36.79% |
| Nissan Motor Co Ltd | 71.00% |
| Fast Retailing Co Ltd | 56.99% |
| Ryohin Keikaku Co Ltd | 76.81% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -16.90 |
| Beta (5Y) | 0.6266 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.16% |
| Historical Sharpe Ratio (5Y) | -0.3246 |
| Historical Sortino (5Y) | -0.4683 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.04% |