Mitsubishi Estate Co Ltd (MITEY)
13.71
-0.13
(-0.94%)
USD |
OTCM |
Nov 13, 16:00
Mitsubishi Estate Max Drawdown (5Y): 47.00% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 47.00% |
| September 30, 2024 | 47.00% |
| 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 | 48.18% |
| October 31, 2022 | 48.18% |
| Date | Value |
|---|---|
| September 30, 2022 | 48.18% |
| August 31, 2022 | 48.18% |
| July 31, 2022 | 48.18% |
| June 30, 2022 | 48.62% |
| May 31, 2022 | 48.62% |
| April 30, 2022 | 48.62% |
| March 31, 2022 | 48.62% |
| February 28, 2022 | 48.62% |
| January 31, 2022 | 48.62% |
| December 31, 2021 | 48.62% |
| November 30, 2021 | 48.62% |
| October 31, 2021 | 48.62% |
| September 30, 2021 | 48.62% |
| August 31, 2021 | 48.62% |
| July 31, 2021 | 48.62% |
| June 30, 2021 | 48.62% |
| May 31, 2021 | 48.62% |
| April 30, 2021 | 48.62% |
| March 31, 2021 | 48.62% |
| February 28, 2021 | 48.62% |
| January 31, 2021 | 48.62% |
| December 31, 2020 | 48.62% |
| November 30, 2020 | 48.62% |
| October 31, 2020 | 48.62% |
| September 30, 2020 | 48.62% |
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
47.00%
Minimum
Dec 2022
48.62%
Maximum
Nov 2019
47.96%
Average
48.62%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Daiwa House Industry Co Ltd | 45.63% |
| Sumitomo Realty & Development Co Ltd | 44.05% |
| Tokyo Tatemono Co Ltd | 50.41% |
| Goldcrest Co Ltd | 38.06% |
| Lead Real Estate Co Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -12.07 |
| Beta (5Y) | 0.4739 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.44% |
| Historical Sharpe Ratio (5Y) | -0.2341 |
| Historical Sortino (5Y) | -0.3683 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.09% |