Marubeni Corp. (MARUY)
308.21
+11.96
(+4.04%)
USD |
OTCM |
Jun 11, 16:00
Marubeni Max Drawdown (5Y) : 29.96% for May 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2026 | 29.96% |
| April 30, 2026 | 29.96% |
| March 31, 2026 | 29.96% |
| February 28, 2026 | 29.96% |
| January 31, 2026 | 29.96% |
| December 31, 2025 | 29.96% |
| November 30, 2025 | 33.55% |
| October 31, 2025 | 38.47% |
| September 30, 2025 | 40.51% |
| August 31, 2025 | 40.51% |
| July 31, 2025 | 46.23% |
| June 30, 2025 | 50.56% |
| May 31, 2025 | 50.56% |
| April 30, 2025 | 51.41% |
| March 31, 2025 | 51.41% |
| February 28, 2025 | 51.41% |
| January 31, 2025 | 51.41% |
| December 31, 2024 | 51.41% |
| November 30, 2024 | 51.41% |
| October 31, 2024 | 51.41% |
| September 30, 2024 | 51.41% |
| August 31, 2024 | 51.41% |
| July 31, 2024 | 51.41% |
| June 30, 2024 | 51.41% |
| May 31, 2024 | 51.41% |
| Date | Value |
|---|---|
| April 30, 2024 | 51.41% |
| March 31, 2024 | 51.41% |
| February 29, 2024 | 51.41% |
| January 31, 2024 | 51.41% |
| December 31, 2023 | 51.41% |
| November 30, 2023 | 51.41% |
| October 31, 2023 | 51.41% |
| September 30, 2023 | 51.41% |
| August 31, 2023 | 51.41% |
| July 31, 2023 | 51.41% |
| June 30, 2023 | 51.41% |
| May 31, 2023 | 51.41% |
| April 30, 2023 | 51.41% |
| March 31, 2023 | 51.41% |
| February 28, 2023 | 51.41% |
| January 31, 2023 | 51.41% |
| December 31, 2022 | 51.41% |
| November 30, 2022 | 51.41% |
| October 31, 2022 | 51.41% |
| September 30, 2022 | 51.41% |
| August 31, 2022 | 51.41% |
| July 31, 2022 | 51.41% |
| June 30, 2022 | 51.41% |
| May 31, 2022 | 51.41% |
| April 30, 2022 | 51.41% |
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
| Sumitomo Corp. | 32.33% |
| ITOCHU Corp. | 30.18% |
| Sojitz Corp. | 80.00% |
| MonotaRO Co., Ltd. | 76.25% |
| Mitsui & Co., Ltd. | 35.47% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 19.43 |
| Beta (5Y) | 0.5347 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.71% |
| Historical Sharpe Ratio (5Y) | 0.8452 |
| Historical Sortino (5Y) | 1.576 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.95% |