Mitsubishi Electric Corp. (MIELF)
32.63
-1.42
(-4.17%)
USD |
OTCM |
Oct 06, 16:00
Mitsubishi Electric Max Drawdown (5Y) : 47.00% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 47.00% |
| August 31, 2026 | 47.00% |
| July 31, 2026 | 47.00% |
| June 30, 2026 | 47.00% |
| May 31, 2026 | 47.00% |
| April 30, 2026 | 47.00% |
| March 31, 2026 | 47.00% |
| February 28, 2026 | 47.00% |
| January 31, 2026 | 47.00% |
| December 31, 2025 | 47.00% |
| November 30, 2025 | 47.00% |
| October 31, 2025 | 47.00% |
| September 30, 2025 | 47.00% |
| August 31, 2025 | 47.00% |
| July 31, 2025 | 47.00% |
| June 30, 2025 | 47.00% |
| May 31, 2025 | 47.00% |
| April 30, 2025 | 47.00% |
| March 31, 2025 | 47.00% |
| February 28, 2025 | 47.00% |
| January 31, 2025 | 47.00% |
| December 31, 2024 | 47.00% |
| November 30, 2024 | 47.00% |
| October 31, 2024 | 47.00% |
| September 30, 2024 | 47.00% |
| Date | Value |
|---|---|
| August 31, 2024 | 47.00% |
| July 31, 2024 | 47.00% |
| June 30, 2024 | 47.00% |
| May 31, 2024 | 47.00% |
| April 30, 2024 | 47.00% |
| March 31, 2024 | 47.00% |
| February 29, 2024 | 47.00% |
| January 31, 2024 | 47.00% |
| December 31, 2023 | 47.00% |
| November 30, 2023 | 47.00% |
| October 31, 2023 | 47.00% |
| September 30, 2023 | 47.00% |
| August 31, 2023 | 47.00% |
| July 31, 2023 | 47.00% |
| June 30, 2023 | 47.00% |
| May 31, 2023 | 47.00% |
| April 30, 2023 | 47.00% |
| March 31, 2023 | 47.00% |
| February 28, 2023 | 47.00% |
| January 31, 2023 | 47.00% |
| December 31, 2022 | 47.00% |
| November 30, 2022 | 47.00% |
| October 31, 2022 | 46.94% |
| September 30, 2022 | 46.64% |
| August 31, 2022 | 42.62% |
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
| NIDEC Corp. | 85.71% |
| W-SCOPE Corp. | 63.25% |
| Daihen Corp. | 36.83% |
| Nitto Kogyo Corp. | 0.00% |
| Allient, Inc. | 61.88% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 7.623 |
| Beta (5Y) | 0.9033 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.32% |
| Historical Sharpe Ratio (5Y) | 0.532 |
| Historical Sortino (5Y) | 1.106 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.34% |