Marubeni Corp (MARUY)
192.00
+0.62
(+0.32%)
USD |
OTCM |
May 17, 16:00
Marubeni Max Drawdown (5Y): 50.30% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 50.30% |
March 31, 2024 | 50.30% |
February 29, 2024 | 50.30% |
January 31, 2024 | 50.30% |
December 31, 2023 | 50.30% |
November 30, 2023 | 50.30% |
October 31, 2023 | 50.30% |
September 30, 2023 | 50.30% |
August 31, 2023 | 50.30% |
July 31, 2023 | 50.30% |
June 30, 2023 | 50.30% |
May 31, 2023 | 50.30% |
April 30, 2023 | 50.30% |
March 31, 2023 | 50.30% |
February 28, 2023 | 50.30% |
January 31, 2023 | 50.30% |
December 31, 2022 | 50.30% |
November 30, 2022 | 50.30% |
October 31, 2022 | 50.30% |
September 30, 2022 | 50.30% |
August 31, 2022 | 50.30% |
July 31, 2022 | 50.30% |
June 30, 2022 | 50.30% |
May 31, 2022 | 50.30% |
April 30, 2022 | 50.30% |
Date | Value |
---|---|
March 31, 2022 | 50.30% |
February 28, 2022 | 50.30% |
January 31, 2022 | 50.30% |
December 31, 2021 | 50.30% |
November 30, 2021 | 50.30% |
October 31, 2021 | 50.30% |
September 30, 2021 | 50.30% |
August 31, 2021 | 50.30% |
July 31, 2021 | 50.30% |
June 30, 2021 | 50.30% |
May 31, 2021 | 50.30% |
April 30, 2021 | 50.30% |
March 31, 2021 | 50.30% |
February 28, 2021 | 50.30% |
January 31, 2021 | 50.30% |
December 31, 2020 | 50.30% |
November 30, 2020 | 50.30% |
October 31, 2020 | 50.30% |
September 30, 2020 | 50.30% |
August 31, 2020 | 50.30% |
July 31, 2020 | 50.30% |
June 30, 2020 | 50.30% |
May 31, 2020 | 50.30% |
April 30, 2020 | 48.77% |
March 31, 2020 | 47.90% |
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
42.33%
Minimum
May 2019
50.30%
Maximum
May 2020
48.90%
Average
50.30%
Median
May 2020
Max Drawdown (5Y) Benchmarks
ITOCHU Corp | 28.01% |
Sumitomo Corp | 38.50% |
Mitsui & Co Ltd | 28.50% |
Mitsubishi Corp | 37.82% |
Kubota Corp | 47.22% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 12.53 |
Beta (5Y) | 0.9454 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.49% |
Historical Sharpe Ratio (5Y) | 0.7565 |
Historical Sortino (5Y) | 1.058 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.71% |