Mitsui & Co Ltd (MITSY)
428.60
+11.02
(+2.64%)
USD |
OTCM |
Nov 05, 15:59
Mitsui Max Drawdown (5Y): 31.94% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 31.94% |
| August 31, 2024 | 31.94% |
| July 31, 2024 | 28.50% |
| June 30, 2024 | 28.50% |
| May 31, 2024 | 28.50% |
| April 30, 2024 | 28.50% |
| March 31, 2024 | 28.50% |
| February 29, 2024 | 28.50% |
| January 31, 2024 | 28.50% |
| December 31, 2023 | 28.50% |
| November 30, 2023 | 28.50% |
| October 31, 2023 | 28.50% |
| September 30, 2023 | 28.50% |
| August 31, 2023 | 28.50% |
| July 31, 2023 | 28.50% |
| June 30, 2023 | 28.50% |
| May 31, 2023 | 28.50% |
| April 30, 2023 | 28.50% |
| March 31, 2023 | 28.50% |
| February 28, 2023 | 28.50% |
| January 31, 2023 | 28.50% |
| December 31, 2022 | 28.50% |
| November 30, 2022 | 28.50% |
| October 31, 2022 | 28.50% |
| September 30, 2022 | 28.50% |
| Date | Value |
|---|---|
| August 31, 2022 | 28.50% |
| July 31, 2022 | 28.50% |
| June 30, 2022 | 28.50% |
| May 31, 2022 | 28.50% |
| April 30, 2022 | 28.50% |
| March 31, 2022 | 28.50% |
| February 28, 2022 | 28.50% |
| January 31, 2022 | 28.50% |
| December 31, 2021 | 28.50% |
| November 30, 2021 | 28.50% |
| October 31, 2021 | 28.50% |
| September 30, 2021 | 28.50% |
| August 31, 2021 | 28.50% |
| July 31, 2021 | 28.50% |
| June 30, 2021 | 28.50% |
| May 31, 2021 | 28.50% |
| April 30, 2021 | 28.50% |
| March 31, 2021 | 28.50% |
| February 28, 2021 | 30.14% |
| January 31, 2021 | 34.23% |
| December 31, 2020 | 34.23% |
| November 30, 2020 | 38.91% |
| October 31, 2020 | 38.91% |
| September 30, 2020 | 38.91% |
| August 31, 2020 | 38.91% |
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
28.50%
Minimum
Mar 2021
38.91%
Maximum
Nov 2019
31.13%
Average
28.50%
Median
Mar 2021
Max Drawdown (5Y) Benchmarks
| Kubota Corp | 47.22% |
| Kyocera Corp | 32.73% |
| Japan Food Tech Holdings Inc | 99.88% |
| FUJIFILM Holdings Corp | 46.92% |
| SBC Medical Group Holdings Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 13.08 |
| Beta (5Y) | 0.7857 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.48% |
| Historical Sharpe Ratio (5Y) | 0.8994 |
| Historical Sortino (5Y) | 1.423 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.58% |