Honda Motor Co Ltd (HMC)
30.26
-0.03
(-0.10%)
USD |
NYSE |
Nov 04, 16:00
30.06
-0.20
(-0.66%)
After-Hours: 20:00
Honda Motor Max Drawdown (5Y): 41.93% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 41.93% |
September 30, 2024 | 41.93% |
August 31, 2024 | 41.93% |
July 31, 2024 | 41.93% |
June 30, 2024 | 41.93% |
May 31, 2024 | 41.93% |
April 30, 2024 | 41.93% |
March 31, 2024 | 41.93% |
February 29, 2024 | 41.93% |
January 31, 2024 | 41.93% |
December 31, 2023 | 41.93% |
November 30, 2023 | 41.93% |
October 31, 2023 | 41.93% |
September 30, 2023 | 41.93% |
August 31, 2023 | 41.93% |
July 31, 2023 | 41.93% |
June 30, 2023 | 41.93% |
May 31, 2023 | 41.93% |
April 30, 2023 | 41.93% |
March 31, 2023 | 41.93% |
February 28, 2023 | 41.93% |
January 31, 2023 | 41.93% |
December 31, 2022 | 41.93% |
November 30, 2022 | 41.93% |
October 31, 2022 | 41.93% |
Date | Value |
---|---|
September 30, 2022 | 41.93% |
August 31, 2022 | 41.93% |
July 31, 2022 | 41.93% |
June 30, 2022 | 41.93% |
May 31, 2022 | 41.93% |
April 30, 2022 | 41.93% |
March 31, 2022 | 41.93% |
February 28, 2022 | 41.93% |
January 31, 2022 | 41.93% |
December 31, 2021 | 41.93% |
November 30, 2021 | 41.93% |
October 31, 2021 | 41.93% |
September 30, 2021 | 41.93% |
August 31, 2021 | 41.93% |
July 31, 2021 | 41.93% |
June 30, 2021 | 41.93% |
May 31, 2021 | 41.93% |
April 30, 2021 | 41.93% |
March 31, 2021 | 41.93% |
February 28, 2021 | 41.93% |
January 31, 2021 | 41.93% |
December 31, 2020 | 41.93% |
November 30, 2020 | 41.93% |
October 31, 2020 | 41.93% |
September 30, 2020 | 41.93% |
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
38.75%
Minimum
Nov 2019
41.93%
Maximum
Mar 2020
41.71%
Average
41.93%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Toyota Motor Corp | 36.79% |
Nissan Motor Co Ltd | 71.00% |
General Motors Co | 59.94% |
Subaru Corp | 58.05% |
Tesla Inc | 73.63% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -5.258 |
Beta (5Y) | 0.6665 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.28% |
Historical Sharpe Ratio (5Y) | 0.1437 |
Historical Sortino (5Y) | 0.2475 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.04% |