ORIX Corp (IX)
105.83
-0.99
(-0.93%)
USD |
NYSE |
Nov 05, 09:47
ORIX Max Drawdown (5Y): 42.52% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
September 30, 2024 | 42.52% |
August 31, 2024 | 42.52% |
July 31, 2024 | 42.52% |
June 30, 2024 | 42.52% |
May 31, 2024 | 42.52% |
April 30, 2024 | 42.52% |
March 31, 2024 | 42.52% |
February 29, 2024 | 42.52% |
January 31, 2024 | 42.52% |
December 31, 2023 | 42.52% |
November 30, 2023 | 42.52% |
October 31, 2023 | 42.52% |
September 30, 2023 | 42.52% |
August 31, 2023 | 42.52% |
July 31, 2023 | 42.52% |
June 30, 2023 | 42.52% |
May 31, 2023 | 42.52% |
April 30, 2023 | 42.52% |
March 31, 2023 | 42.52% |
February 28, 2023 | 42.52% |
January 31, 2023 | 42.52% |
December 31, 2022 | 42.52% |
November 30, 2022 | 42.52% |
October 31, 2022 | 42.52% |
September 30, 2022 | 42.52% |
Date | Value |
---|---|
August 31, 2022 | 42.52% |
July 31, 2022 | 42.52% |
June 30, 2022 | 42.52% |
May 31, 2022 | 42.52% |
April 30, 2022 | 42.52% |
March 31, 2022 | 42.52% |
February 28, 2022 | 42.52% |
January 31, 2022 | 42.52% |
December 31, 2021 | 42.52% |
November 30, 2021 | 42.52% |
October 31, 2021 | 42.52% |
September 30, 2021 | 42.52% |
August 31, 2021 | 42.52% |
July 31, 2021 | 42.52% |
June 30, 2021 | 42.52% |
May 31, 2021 | 42.52% |
April 30, 2021 | 42.52% |
March 31, 2021 | 42.52% |
February 28, 2021 | 42.52% |
January 31, 2021 | 42.52% |
December 31, 2020 | 42.52% |
November 30, 2020 | 42.52% |
October 31, 2020 | 42.52% |
September 30, 2020 | 42.52% |
August 31, 2020 | 42.52% |
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
32.45%
Minimum
Dec 2019
42.52%
Maximum
Mar 2020
41.91%
Average
42.52%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Mizuho Financial Group Inc | 46.77% |
Mitsubishi UFJ Financial Group Inc | 54.49% |
Nomura Holdings Inc | 52.85% |
Sumitomo Mitsui Financial Group Inc | 47.68% |
MS&AD Insurance Group Holdings Inc | 30.21% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -1.952 |
Beta (5Y) | 0.9075 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.45% |
Historical Sharpe Ratio (5Y) | 0.3951 |
Historical Sortino (5Y) | 0.5063 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.72% |