Mitsui & Co Ltd (MITSY)

410.00 +6.50 (+1.61%) USD  |  OTCM  |  Dec 23, 15:59
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Mitsui Max Drawdown (5Y): 31.94% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Median

Max Drawdown (5Y) Benchmarks

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Kubota Corp 47.22%
Kyocera Corp 40.31%
Japan Food Tech Holdings Inc 99.88%
FUJIFILM Holdings Corp 46.92%
SBC Medical Group Holdings Inc --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 10.23
Beta (5Y) 0.7872
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 26.92%
Historical Sharpe Ratio (5Y) 0.7705
Historical Sortino (5Y) 1.254
Monthly Value at Risk (VaR) 5% (5Y Lookback) 10.69%