Mitsubishi Motors Corp (MMTOF)
3.03
0.00 (0.00%)
USD |
OTCM |
Apr 30, 16:00
Mitsubishi Motors Max Drawdown (5Y): 77.22% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 77.22% |
| March 31, 2024 | 77.22% |
| February 29, 2024 | 77.22% |
| January 31, 2024 | 77.22% |
| December 31, 2023 | 77.22% |
| November 30, 2023 | 77.22% |
| October 31, 2023 | 77.22% |
| September 30, 2023 | 77.22% |
| August 31, 2023 | 77.22% |
| July 31, 2023 | 77.22% |
| June 30, 2023 | 77.22% |
| May 31, 2023 | 77.22% |
| April 30, 2023 | 77.22% |
| March 31, 2023 | 77.22% |
| February 28, 2023 | 77.22% |
| January 31, 2023 | 77.22% |
| December 31, 2022 | 77.22% |
| November 30, 2022 | 77.22% |
| October 31, 2022 | 77.22% |
| September 30, 2022 | 77.22% |
| August 31, 2022 | 77.22% |
| July 31, 2022 | 77.22% |
| June 30, 2022 | 77.22% |
| May 31, 2022 | 77.22% |
| April 30, 2022 | 77.22% |
| Date | Value |
|---|---|
| March 31, 2022 | 77.22% |
| February 28, 2022 | 77.22% |
| January 31, 2022 | 77.22% |
| December 31, 2021 | 77.22% |
| November 30, 2021 | 77.22% |
| October 31, 2021 | 77.22% |
| September 30, 2021 | 77.22% |
| August 31, 2021 | 77.22% |
| July 31, 2021 | 77.22% |
| June 30, 2021 | 77.22% |
| May 31, 2021 | 77.30% |
| April 30, 2021 | 77.82% |
| March 31, 2021 | 77.82% |
| February 28, 2021 | 78.54% |
| January 31, 2021 | 80.47% |
| December 31, 2020 | 80.47% |
| November 30, 2020 | 80.47% |
| October 31, 2020 | 80.47% |
| September 30, 2020 | 80.47% |
| August 31, 2020 | 80.47% |
| July 31, 2020 | 80.47% |
| June 30, 2020 | 80.47% |
| May 31, 2020 | 80.47% |
| April 30, 2020 | 80.47% |
| March 31, 2020 | 80.47% |
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
77.22%
Minimum
Jun 2021
80.47%
Maximum
May 2019
78.40%
Average
77.22%
Median
Jun 2021
Max Drawdown (5Y) Benchmarks
| Nissan Motor Co Ltd | 71.00% |
| Honda Motor Co Ltd | 41.93% |
| Toyota Motor Corp | 36.79% |
| Mazda Motor Corp | 75.51% |
| Fast Retailing Co Ltd | 56.99% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -16.52 |
| Beta (5Y) | 0.3511 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 42.31% |
| Historical Sharpe Ratio (5Y) | -0.2979 |
| Historical Sortino (5Y) | -0.5471 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.53% |