Hitachi Ltd (HTHIF)
91.57
-1.19
(-1.28%)
USD |
OTCM |
May 01, 16:00
Hitachi Max Drawdown (5Y): 41.86% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 41.86% |
| March 31, 2024 | 41.86% |
| February 29, 2024 | 41.86% |
| January 31, 2024 | 41.86% |
| December 31, 2023 | 41.86% |
| November 30, 2023 | 41.86% |
| October 31, 2023 | 41.86% |
| September 30, 2023 | 41.86% |
| August 31, 2023 | 41.86% |
| July 31, 2023 | 41.86% |
| June 30, 2023 | 41.86% |
| May 31, 2023 | 41.86% |
| April 30, 2023 | 41.86% |
| March 31, 2023 | 41.86% |
| February 28, 2023 | 41.86% |
| January 31, 2023 | 41.86% |
| December 31, 2022 | 41.86% |
| November 30, 2022 | 41.86% |
| October 31, 2022 | 41.86% |
| September 30, 2022 | 41.86% |
| August 31, 2022 | 41.86% |
| July 31, 2022 | 41.86% |
| June 30, 2022 | 41.86% |
| May 31, 2022 | 41.86% |
| April 30, 2022 | 41.86% |
| Date | Value |
|---|---|
| March 31, 2022 | 41.86% |
| February 28, 2022 | 41.86% |
| January 31, 2022 | 41.86% |
| December 31, 2021 | 41.86% |
| November 30, 2021 | 41.86% |
| October 31, 2021 | 41.86% |
| September 30, 2021 | 41.86% |
| August 31, 2021 | 41.86% |
| July 31, 2021 | 45.26% |
| June 30, 2021 | 45.26% |
| May 31, 2021 | 45.26% |
| April 30, 2021 | 50.98% |
| March 31, 2021 | 50.98% |
| February 28, 2021 | 50.98% |
| January 31, 2021 | 50.98% |
| December 31, 2020 | 50.98% |
| November 30, 2020 | 54.00% |
| October 31, 2020 | 54.00% |
| September 30, 2020 | 54.00% |
| August 31, 2020 | 54.00% |
| July 31, 2020 | 54.00% |
| June 30, 2020 | 54.00% |
| May 31, 2020 | 54.00% |
| April 30, 2020 | 54.00% |
| March 31, 2020 | 54.00% |
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
41.86%
Minimum
Aug 2021
54.00%
Maximum
May 2019
46.64%
Average
41.86%
Median
Aug 2021
Max Drawdown (5Y) Benchmarks
| Kubota Corp | 47.22% |
| Kyocera Corp | 31.65% |
| Dr. Foods Inc | 99.88% |
| FUJIFILM Holdings Corp | 46.92% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 15.20 |
| Beta (5Y) | 0.7551 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.95% |
| Historical Sharpe Ratio (5Y) | 0.845 |
| Historical Sortino (5Y) | 1.129 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.04% |