Marubeni Corp. (MARUF)
30.84
-0.62
(-1.97%)
USD |
OTCM |
Oct 06, 16:00
Marubeni Max Drawdown (5Y) : 32.15% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 32.15% |
| August 31, 2026 | 32.15% |
| July 31, 2026 | 32.15% |
| June 30, 2026 | 32.15% |
| May 31, 2026 | 29.45% |
| April 30, 2026 | 29.45% |
| March 31, 2026 | 29.45% |
| February 28, 2026 | 29.45% |
| January 31, 2026 | 29.45% |
| December 31, 2025 | 29.45% |
| November 30, 2025 | 29.45% |
| October 31, 2025 | 29.45% |
| September 30, 2025 | 29.45% |
| August 31, 2025 | 29.45% |
| July 31, 2025 | 34.80% |
| June 30, 2025 | 34.80% |
| May 31, 2025 | 36.29% |
| April 30, 2025 | 36.29% |
| March 31, 2025 | 36.29% |
| February 28, 2025 | 36.29% |
| January 31, 2025 | 36.29% |
| December 31, 2024 | 36.29% |
| November 30, 2024 | 36.29% |
| October 31, 2024 | 36.29% |
| September 30, 2024 | 36.29% |
| Date | Value |
|---|---|
| August 31, 2024 | 36.29% |
| July 31, 2024 | 36.29% |
| June 30, 2024 | 36.29% |
| May 31, 2024 | 36.29% |
| April 30, 2024 | 41.25% |
| March 31, 2024 | 41.25% |
| February 29, 2024 | 43.25% |
| January 31, 2024 | 43.25% |
| December 31, 2023 | 43.25% |
| November 30, 2023 | 43.25% |
| October 31, 2023 | 43.25% |
| September 30, 2023 | 43.25% |
| August 31, 2023 | 43.25% |
| July 31, 2023 | 43.25% |
| June 30, 2023 | 43.25% |
| May 31, 2023 | 43.25% |
| April 30, 2023 | 43.25% |
| March 31, 2023 | 43.25% |
| February 28, 2023 | 43.25% |
| January 31, 2023 | 43.25% |
| December 31, 2022 | 43.25% |
| November 30, 2022 | 43.25% |
| October 31, 2022 | 43.25% |
| September 30, 2022 | 43.25% |
| August 31, 2022 | 43.25% |
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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
| ITOCHU Corp. | 30.18% |
| Sumitomo Corp. | 32.33% |
| Sojitz Corp. | 80.00% |
| Yamazen Corp. | 0.00% |
| Japan Pulp & Paper Co., Ltd. | 87.04% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 26.44 |
| Beta (5Y) | 0.5766 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.79% |
| Historical Sharpe Ratio (5Y) | 1.046 |
| Historical Sortino (5Y) | 1.889 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.64% |