Harmonic Drive Systems, Inc. (HSYDF)
41.00
-1.17
(-2.77%)
USD |
OTCM |
Oct 07, 16:00
Harmonic Drive Systems Max Drawdown (5Y) : 83.55% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 83.55% |
| August 31, 2026 | 83.55% |
| July 31, 2026 | 83.55% |
| June 30, 2026 | 83.55% |
| May 31, 2026 | 83.55% |
| April 30, 2026 | 83.55% |
| March 31, 2026 | 83.55% |
| February 28, 2026 | 83.55% |
| January 31, 2026 | 83.55% |
| December 31, 2025 | 83.55% |
| November 30, 2025 | 83.55% |
| October 31, 2025 | 83.55% |
| September 30, 2025 | 83.55% |
| August 31, 2025 | 83.55% |
| July 31, 2025 | 83.55% |
| June 30, 2025 | 83.55% |
| May 31, 2025 | 83.55% |
| April 30, 2025 | 83.55% |
| March 31, 2025 | 83.55% |
| February 28, 2025 | 83.55% |
| January 31, 2025 | 83.55% |
| December 31, 2024 | 83.55% |
| November 30, 2024 | 83.55% |
| October 31, 2024 | 75.29% |
| September 30, 2024 | 70.76% |
| Date | Value |
|---|---|
| August 31, 2024 | 64.88% |
| July 31, 2024 | 64.88% |
| June 30, 2024 | 64.88% |
| May 31, 2024 | 64.88% |
| April 30, 2024 | 62.97% |
| March 31, 2024 | 62.97% |
| February 29, 2024 | 62.97% |
| January 31, 2024 | 62.97% |
| December 31, 2023 | 60.70% |
| November 30, 2023 | 55.13% |
| October 31, 2023 | 55.13% |
| September 30, 2023 | 55.13% |
| August 31, 2023 | 55.13% |
| July 31, 2023 | 55.13% |
| June 30, 2023 | 55.13% |
| May 31, 2023 | 51.85% |
| April 30, 2023 | 51.85% |
| March 31, 2023 | 51.85% |
| February 28, 2023 | 45.70% |
| January 31, 2023 | 45.70% |
| December 31, 2022 | 45.70% |
| November 30, 2022 | 45.70% |
| October 31, 2022 | 45.70% |
| September 30, 2022 | 45.70% |
| August 31, 2022 | 45.70% |
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
| NGK Corp. | 47.09% |
| Nitta Corp. | -- |
| Noritake Co., Ltd. | -- |
| Daihatsu Infinearth Mfg. Co., Ltd. | -- |
| Japan Engine Corp. | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -14.92 |
| Beta (5Y) | 0.4796 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 61.42% |
| Historical Sharpe Ratio (5Y) | -0.1648 |
| Historical Sortino (5Y) | -0.3118 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.94% |