MonotaRO Co., Ltd. (MONOY)
13.36
+0.16
(+1.21%)
USD |
OTCM |
Oct 06, 16:00
MonotaRO Max Drawdown (5Y) : 76.25% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 76.25% |
| August 31, 2026 | 76.25% |
| July 31, 2026 | 76.25% |
| June 30, 2026 | 76.25% |
| May 31, 2026 | 76.25% |
| April 30, 2026 | 76.25% |
| March 31, 2026 | 76.25% |
| February 28, 2026 | 76.25% |
| January 31, 2026 | 76.25% |
| December 31, 2025 | 76.25% |
| November 30, 2025 | 76.25% |
| October 31, 2025 | 76.25% |
| September 30, 2025 | 76.25% |
| August 31, 2025 | 76.25% |
| July 31, 2025 | 76.25% |
| June 30, 2025 | 76.25% |
| May 31, 2025 | 76.25% |
| April 30, 2025 | 76.25% |
| March 31, 2025 | 76.25% |
| February 28, 2025 | 76.25% |
| January 31, 2025 | 76.25% |
| December 31, 2024 | 76.25% |
| November 30, 2024 | 76.25% |
| October 31, 2024 | 76.25% |
| September 30, 2024 | 76.25% |
| Date | Value |
|---|---|
| August 31, 2024 | 76.25% |
| July 31, 2024 | 76.25% |
| June 30, 2024 | 76.25% |
| May 31, 2024 | 76.25% |
| April 30, 2024 | 76.25% |
| March 31, 2024 | 76.25% |
| February 29, 2024 | 76.25% |
| January 31, 2024 | 76.25% |
| December 31, 2023 | 76.25% |
| November 30, 2023 | 76.25% |
| October 31, 2023 | 76.25% |
| September 30, 2023 | 68.49% |
| August 31, 2023 | 65.23% |
| July 31, 2023 | 63.38% |
| June 30, 2023 | 63.38% |
| May 31, 2023 | 63.38% |
| April 30, 2023 | 63.38% |
| March 31, 2023 | 63.38% |
| February 28, 2023 | 60.76% |
| January 31, 2023 | 60.76% |
| December 31, 2022 | 60.76% |
| November 30, 2022 | 60.76% |
| October 31, 2022 | 60.76% |
| September 30, 2022 | 60.76% |
| August 31, 2022 | 60.76% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| ITOCHU Corp. | 30.18% |
| Marubeni Corp. | 31.16% |
| Sumitomo Corp. | 32.33% |
| Sojitz Corp. | 80.00% |
| Mitsui & Co., Ltd. | 35.47% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -26.58 |
| Beta (5Y) | 1.131 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 41.12% |
| Historical Sharpe Ratio (5Y) | -0.3712 |
| Historical Sortino (5Y) | -0.7211 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.23% |