ITOCHU Corp (ITOCF)
48.31
-0.30
(-0.62%)
USD |
OTCM |
May 06, 13:32
ITOCHU Max Drawdown (5Y): 28.52% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 28.52% |
March 31, 2024 | 28.52% |
February 29, 2024 | 28.52% |
January 31, 2024 | 28.52% |
December 31, 2023 | 28.52% |
November 30, 2023 | 28.52% |
October 31, 2023 | 28.52% |
September 30, 2023 | 28.52% |
August 31, 2023 | 28.52% |
July 31, 2023 | 28.52% |
June 30, 2023 | 28.52% |
May 31, 2023 | 28.52% |
April 30, 2023 | 28.52% |
March 31, 2023 | 28.52% |
February 28, 2023 | 28.52% |
January 31, 2023 | 28.52% |
December 31, 2022 | 28.52% |
November 30, 2022 | 28.52% |
October 31, 2022 | 28.52% |
September 30, 2022 | 28.52% |
August 31, 2022 | 23.51% |
July 31, 2022 | 23.51% |
June 30, 2022 | 23.51% |
May 31, 2022 | 23.51% |
April 30, 2022 | 23.51% |
Date | Value |
---|---|
March 31, 2022 | 23.51% |
February 28, 2022 | 23.51% |
January 31, 2022 | 23.51% |
December 31, 2021 | 23.51% |
November 30, 2021 | 23.51% |
October 31, 2021 | 23.51% |
September 30, 2021 | 23.51% |
August 31, 2021 | 23.51% |
July 31, 2021 | 23.51% |
June 30, 2021 | 23.51% |
May 31, 2021 | 23.51% |
April 30, 2021 | 23.51% |
March 31, 2021 | 23.51% |
February 28, 2021 | 23.51% |
January 31, 2021 | 23.51% |
December 31, 2020 | 23.51% |
November 30, 2020 | 23.51% |
October 31, 2020 | 24.37% |
September 30, 2020 | 24.37% |
August 31, 2020 | 24.37% |
July 31, 2020 | 24.37% |
June 30, 2020 | 24.37% |
May 31, 2020 | 24.37% |
April 30, 2020 | 24.37% |
March 31, 2020 | 24.37% |
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
23.51%
Minimum
Nov 2020
28.52%
Maximum
Sep 2022
25.85%
Average
24.37%
Median
Jan 2020
Max Drawdown (5Y) Benchmarks
Marubeni Corp | 50.30% |
Sumitomo Corp | 38.50% |
Mitsui & Co Ltd | 28.50% |
Mitsubishi Corp | 37.82% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 13.45 |
Beta (5Y) | 0.7125 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.76% |
Historical Sharpe Ratio (5Y) | 0.9832 |
Historical Sortino (5Y) | 1.502 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.21% |