Mitsubishi Estate Co Ltd (MITEF)
16.25
0.00 (0.00%)
USD |
OTCM |
May 31, 16:00
Mitsubishi Estate Max Drawdown (5Y): 48.50% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 48.50% |
April 30, 2024 | 48.50% |
March 31, 2024 | 48.50% |
February 29, 2024 | 48.50% |
January 31, 2024 | 48.50% |
December 31, 2023 | 48.50% |
November 30, 2023 | 48.50% |
October 31, 2023 | 48.50% |
September 30, 2023 | 48.50% |
August 31, 2023 | 48.50% |
July 31, 2023 | 48.50% |
June 30, 2023 | 48.50% |
May 31, 2023 | 48.50% |
April 30, 2023 | 48.50% |
March 31, 2023 | 48.50% |
February 28, 2023 | 48.50% |
January 31, 2023 | 48.50% |
December 31, 2022 | 48.50% |
November 30, 2022 | 48.50% |
October 31, 2022 | 48.50% |
September 30, 2022 | 48.50% |
August 31, 2022 | 48.50% |
July 31, 2022 | 48.50% |
June 30, 2022 | 48.94% |
May 31, 2022 | 49.95% |
Date | Value |
---|---|
April 30, 2022 | 49.95% |
March 31, 2022 | 49.95% |
February 28, 2022 | 49.95% |
January 31, 2022 | 49.95% |
December 31, 2021 | 63.66% |
November 30, 2021 | 64.85% |
October 31, 2021 | 64.85% |
September 30, 2021 | 64.85% |
August 31, 2021 | 64.85% |
July 31, 2021 | 65.93% |
June 30, 2021 | 65.93% |
May 31, 2021 | 65.93% |
April 30, 2021 | 66.47% |
March 31, 2021 | 66.47% |
February 28, 2021 | 66.47% |
January 31, 2021 | 66.47% |
December 31, 2020 | 66.47% |
November 30, 2020 | 66.47% |
October 31, 2020 | 66.47% |
September 30, 2020 | 66.47% |
August 31, 2020 | 66.47% |
July 31, 2020 | 66.47% |
June 30, 2020 | 66.47% |
May 31, 2020 | 66.47% |
April 30, 2020 | 66.47% |
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
48.50%
Minimum
Jul 2022
66.47%
Maximum
Jun 2019
57.73%
Average
64.26%
Median
Max Drawdown (5Y) Benchmarks
Daiwa House Industry Co Ltd | 45.63% |
Tokyo Tatemono Co Ltd | 50.41% |
Goldcrest Co Ltd | 38.06% |
Sumitomo Realty & Development Co Ltd | -- |
Lead Real Estate Co Ltd | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -7.083 |
Beta (5Y) | 0.2873 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.74% |
Historical Sharpe Ratio (5Y) | -0.1325 |
Historical Sortino (5Y) | -0.1934 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.76% |