Mitsubishi Heavy Industries Ltd (MHVYF)
8.71
+0.16
(+1.81%)
USD |
OTCM |
Apr 29, 16:00
Mitsubishi Heavy Industries Max Drawdown (5Y): 61.76% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 61.76% |
February 29, 2024 | 61.76% |
January 31, 2024 | 61.76% |
December 31, 2023 | 61.76% |
November 30, 2023 | 61.76% |
October 31, 2023 | 61.76% |
September 30, 2023 | 61.76% |
August 31, 2023 | 61.76% |
July 31, 2023 | 61.76% |
June 30, 2023 | 61.76% |
May 31, 2023 | 61.76% |
April 30, 2023 | 61.76% |
March 31, 2023 | 61.76% |
February 28, 2023 | 61.76% |
January 31, 2023 | 61.76% |
December 31, 2022 | 61.76% |
November 30, 2022 | 61.76% |
October 31, 2022 | 61.76% |
September 30, 2022 | 61.76% |
August 31, 2022 | 61.76% |
July 31, 2022 | 61.76% |
June 30, 2022 | 61.76% |
May 31, 2022 | 61.76% |
April 30, 2022 | 61.76% |
March 31, 2022 | 61.76% |
Date | Value |
---|---|
February 28, 2022 | 61.76% |
January 31, 2022 | 61.76% |
December 31, 2021 | 61.76% |
November 30, 2021 | 61.76% |
October 31, 2021 | 61.76% |
September 30, 2021 | 61.76% |
August 31, 2021 | 61.76% |
July 31, 2021 | 61.76% |
June 30, 2021 | 61.76% |
May 31, 2021 | 61.76% |
April 30, 2021 | 61.76% |
March 31, 2021 | 61.76% |
February 28, 2021 | 61.76% |
January 31, 2021 | 61.76% |
December 31, 2020 | 61.76% |
November 30, 2020 | 61.76% |
October 31, 2020 | 61.76% |
September 30, 2020 | 61.76% |
August 31, 2020 | 61.76% |
July 31, 2020 | 61.76% |
June 30, 2020 | 61.76% |
May 31, 2020 | 61.76% |
April 30, 2020 | 61.76% |
March 31, 2020 | 61.76% |
February 29, 2020 | 53.19% |
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
53.19%
Minimum
Apr 2019
61.76%
Maximum
Mar 2020
60.19%
Average
61.76%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Kubota Corp | 47.22% |
Kyocera Corp | 31.65% |
Dr. Foods Inc | 99.88% |
FUJIFILM Holdings Corp | 46.92% |
SECOM Co Ltd | 43.00% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 10.64 |
Beta (5Y) | 0.6623 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.35% |
Historical Sharpe Ratio (5Y) | 0.5781 |
Historical Sortino (5Y) | 1.089 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.97% |