Subaru Corp (FUJHY)
10.93
-0.14
(-1.31%)
USD |
OTCM |
May 02, 16:00
Subaru Max Drawdown (5Y): 58.05% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 58.05% |
July 31, 2020 | 58.05% |
June 30, 2020 | 58.05% |
May 31, 2020 | 58.05% |
April 30, 2020 | 58.05% |
March 31, 2020 | 53.99% |
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
May 2019
58.05%
Maximum
Apr 2020
56.26%
Average
58.05%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Honda Motor Co Ltd | 41.93% |
Toyota Motor Corp | 36.79% |
Mazda Motor Corp | 75.51% |
Nissan Motor Co Ltd | 71.00% |
MEDIROM Healthcare Technologies Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -8.257 |
Beta (5Y) | 0.6346 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.73% |
Historical Sharpe Ratio (5Y) | -0.0444 |
Historical Sortino (5Y) | -0.0675 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.95% |