Mitsubishi Heavy Industries, Ltd. (MHVYF)
24.26
-1.72
(-6.64%)
USD |
OTCM |
Oct 06, 16:00
Mitsubishi Heavy Industries Max Drawdown (5Y) : 45.71% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 45.71% |
| August 31, 2026 | 45.71% |
| July 31, 2026 | 45.71% |
| June 30, 2026 | 45.71% |
| May 31, 2026 | 45.71% |
| April 30, 2026 | 45.71% |
| March 31, 2026 | 45.71% |
| February 28, 2026 | 45.71% |
| January 31, 2026 | 45.71% |
| December 31, 2025 | 45.71% |
| November 30, 2025 | 49.18% |
| October 31, 2025 | 52.55% |
| September 30, 2025 | 55.10% |
| August 31, 2025 | 55.10% |
| July 31, 2025 | 55.10% |
| June 30, 2025 | 56.33% |
| May 31, 2025 | 56.33% |
| April 30, 2025 | 57.39% |
| March 31, 2025 | 57.79% |
| February 28, 2025 | 60.62% |
| January 31, 2025 | 60.62% |
| December 31, 2024 | 60.62% |
| November 30, 2024 | 60.62% |
| October 31, 2024 | 60.62% |
| September 30, 2024 | 60.62% |
| Date | Value |
|---|---|
| August 31, 2024 | 60.62% |
| July 31, 2024 | 60.62% |
| June 30, 2024 | 60.62% |
| May 31, 2024 | 60.62% |
| April 30, 2024 | 60.62% |
| March 31, 2024 | 60.62% |
| February 29, 2024 | 60.62% |
| January 31, 2024 | 60.62% |
| December 31, 2023 | 60.62% |
| November 30, 2023 | 60.62% |
| October 31, 2023 | 60.62% |
| September 30, 2023 | 60.62% |
| August 31, 2023 | 60.62% |
| July 31, 2023 | 60.62% |
| June 30, 2023 | 60.62% |
| May 31, 2023 | 60.62% |
| April 30, 2023 | 60.62% |
| March 31, 2023 | 60.62% |
| February 28, 2023 | 60.62% |
| January 31, 2023 | 60.62% |
| December 31, 2022 | 60.62% |
| November 30, 2022 | 60.62% |
| October 31, 2022 | 60.62% |
| September 30, 2022 | 94.19% |
| August 31, 2022 | 94.19% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| IHI Corp. | 55.19% |
| NGK Corp. | 47.09% |
| Nitta Corp. | -- |
| Noritake Co., Ltd. | -- |
| ShinMaywa Industries, Ltd. | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 51.12 |
| Beta (5Y) | 0.5196 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.29% |
| Historical Sharpe Ratio (5Y) | 1.471 |
| Historical Sortino (5Y) | 3.597 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.84% |