Mitsubishi UFJ Financial Group Inc (MBFJF)

11.66 -0.09 (-0.74%) USD  |  OTCM  |  Dec 13, 16:00
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Mitsubishi UFJ Financial Group Max Drawdown (5Y): 51.59% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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ORIX Corp 42.52%
Mizuho Financial Group Inc 46.77%
Nomura Holdings Inc 52.85%
Sumitomo Mitsui Financial Group Inc 47.68%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 12.30
Beta (5Y) 0.3902
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 28.30%
Historical Sharpe Ratio (5Y) 0.6189
Historical Sortino (5Y) 1.141
Monthly Value at Risk (VaR) 5% (5Y Lookback) 9.87%