Mitsubishi Electric Corp (MIELY)
34.86
+2.63
(+8.16%)
USD |
OTCM |
Apr 30, 15:59
Mitsubishi Electric Max Drawdown (5Y): 49.68% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 49.68% |
February 29, 2024 | 49.68% |
January 31, 2024 | 49.68% |
December 31, 2023 | 49.68% |
November 30, 2023 | 49.68% |
October 31, 2023 | 49.68% |
September 30, 2023 | 49.68% |
August 31, 2023 | 49.68% |
July 31, 2023 | 49.68% |
June 30, 2023 | 49.68% |
May 31, 2023 | 49.68% |
April 30, 2023 | 49.68% |
March 31, 2023 | 49.68% |
February 28, 2023 | 49.68% |
January 31, 2023 | 49.68% |
December 31, 2022 | 49.68% |
November 30, 2022 | 49.68% |
October 31, 2022 | 49.28% |
September 30, 2022 | 48.28% |
August 31, 2022 | 45.34% |
July 31, 2022 | 45.34% |
June 30, 2022 | 45.34% |
May 31, 2022 | 45.34% |
April 30, 2022 | 45.34% |
March 31, 2022 | 45.34% |
Date | Value |
---|---|
February 28, 2022 | 45.34% |
January 31, 2022 | 45.34% |
December 31, 2021 | 45.34% |
November 30, 2021 | 45.34% |
October 31, 2021 | 45.34% |
September 30, 2021 | 45.34% |
August 31, 2021 | 45.34% |
July 31, 2021 | 45.34% |
June 30, 2021 | 45.34% |
May 31, 2021 | 45.34% |
April 30, 2021 | 45.34% |
March 31, 2021 | 45.34% |
February 28, 2021 | 45.34% |
January 31, 2021 | 45.34% |
December 31, 2020 | 45.34% |
November 30, 2020 | 45.34% |
October 31, 2020 | 45.34% |
September 30, 2020 | 45.34% |
August 31, 2020 | 45.34% |
July 31, 2020 | 45.34% |
June 30, 2020 | 45.34% |
May 31, 2020 | 45.34% |
April 30, 2020 | 45.34% |
March 31, 2020 | 45.34% |
February 29, 2020 | 45.34% |
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
45.34%
Minimum
May 2019
49.68%
Maximum
Nov 2022
46.71%
Average
45.34%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Kubota Corp | 47.22% |
Kyocera Corp | 31.65% |
Dr. Foods Inc | 99.88% |
FUJIFILM Holdings Corp | 46.92% |
Mitsubishi Heavy Industries Ltd | 61.76% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.766 |
Beta (5Y) | 0.6499 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.22% |
Historical Sharpe Ratio (5Y) | 0.2361 |
Historical Sortino (5Y) | 0.3604 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.60% |