Hamamatsu Photonics KK (HPHTF)
14.85
0.00 (0.00%)
USD |
OTCM |
Aug 24, 16:00
Hamamatsu Photonics Max Drawdown (5Y) : 73.22% for July 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2026 | 73.22% |
| June 30, 2026 | 73.22% |
| May 31, 2026 | 73.22% |
| April 30, 2026 | 73.22% |
| March 31, 2026 | 73.22% |
| February 28, 2026 | 73.22% |
| January 31, 2026 | 73.22% |
| December 31, 2025 | 73.22% |
| November 30, 2025 | 73.22% |
| October 31, 2025 | 73.22% |
| September 30, 2025 | 73.22% |
| August 31, 2025 | 73.22% |
| July 31, 2025 | 73.22% |
| June 30, 2025 | 73.22% |
| May 31, 2025 | 73.22% |
| April 30, 2025 | 73.22% |
| March 31, 2025 | 67.60% |
| February 28, 2025 | 67.28% |
| January 31, 2025 | 67.28% |
| December 31, 2024 | 64.18% |
| November 30, 2024 | 64.10% |
| October 31, 2024 | 63.01% |
| September 30, 2024 | 63.01% |
| August 31, 2024 | 60.21% |
| July 31, 2024 | 57.26% |
| Date | Value |
|---|---|
| June 30, 2024 | 55.38% |
| May 31, 2024 | 53.06% |
| April 30, 2024 | 44.39% |
| March 31, 2024 | 44.39% |
| February 29, 2024 | 44.39% |
| January 31, 2024 | 40.77% |
| December 31, 2023 | 47.38% |
| November 30, 2023 | 47.38% |
| October 31, 2023 | 47.38% |
| September 30, 2023 | 47.38% |
| August 31, 2023 | 47.38% |
| July 31, 2023 | 47.38% |
| June 30, 2023 | 47.38% |
| May 31, 2023 | 47.38% |
| April 30, 2023 | 47.38% |
| March 31, 2023 | 47.38% |
| February 28, 2023 | 47.38% |
| January 31, 2023 | 47.38% |
| December 31, 2022 | 47.38% |
| November 30, 2022 | 47.38% |
| October 31, 2022 | 47.38% |
| September 30, 2022 | 47.38% |
| August 31, 2022 | 47.98% |
| July 31, 2022 | 47.98% |
| June 30, 2022 | 47.98% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Nippon Electric Glass Co., Ltd. | 49.13% |
| Restar Corp. | -- |
| Enplas Corp. | -- |
| Murata Manufacturing Co. Ltd. | 62.98% |
| Shinko Shoji Co., Ltd. | 38.96% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -21.62 |
| Beta (5Y) | 0.7950 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 48.15% |
| Historical Sharpe Ratio (5Y) | -0.297 |
| Historical Sortino (5Y) | -0.5775 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.17% |