ORIX Corp. (IX)
37.16
-0.18
(-0.48%)
USD |
NYSE |
Oct 06, 16:00
37.17
+0.01
(+0.03%)
Pre-Market: 20:00
ORIX Max Drawdown (5Y) : 37.66% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 37.66% |
| August 31, 2026 | 37.66% |
| July 31, 2026 | 37.66% |
| June 30, 2026 | 37.66% |
| May 31, 2026 | 37.66% |
| April 30, 2026 | 37.66% |
| March 31, 2026 | 37.66% |
| February 28, 2026 | 37.66% |
| January 31, 2026 | 37.66% |
| December 31, 2025 | 37.66% |
| November 30, 2025 | 37.66% |
| October 31, 2025 | 37.66% |
| September 30, 2025 | 37.66% |
| August 31, 2025 | 37.66% |
| July 31, 2025 | 37.82% |
| June 30, 2025 | 39.44% |
| May 31, 2025 | 39.44% |
| April 30, 2025 | 39.44% |
| March 31, 2025 | 39.57% |
| February 28, 2025 | 42.52% |
| January 31, 2025 | 42.52% |
| December 31, 2024 | 42.52% |
| November 30, 2024 | 42.52% |
| October 31, 2024 | 42.52% |
| September 30, 2024 | 42.52% |
| Date | Value |
|---|---|
| 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% |
| August 31, 2022 | 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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Sony Financial Group, Inc. | -- |
| eGuarantee, Inc. | 47.67% |
| Security National Financial Corp. | 39.47% |
| Voya Financial, Inc. | 34.55% |
| Grupo de Inversiones Suramericana SA | 59.48% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 5.422 |
| Beta (5Y) | 0.8951 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.39% |
| Historical Sharpe Ratio (5Y) | 0.6147 |
| Historical Sortino (5Y) | 1.107 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.27% |