Murata Manufacturing Co. Ltd. (MRAAF)
42.53
-3.36
(-7.33%)
USD |
OTCM |
Aug 24, 16:00
Murata Manufacturing Max Drawdown (5Y) : 63.68% for July 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2026 | 63.68% |
| June 30, 2026 | 63.68% |
| May 31, 2026 | 63.68% |
| April 30, 2026 | 63.68% |
| March 31, 2026 | 63.68% |
| February 28, 2026 | 63.68% |
| January 31, 2026 | 63.68% |
| December 31, 2025 | 63.68% |
| November 30, 2025 | 63.68% |
| October 31, 2025 | 63.68% |
| September 30, 2025 | 63.68% |
| August 31, 2025 | 63.68% |
| July 31, 2025 | 63.68% |
| June 30, 2025 | 63.68% |
| May 31, 2025 | 63.68% |
| April 30, 2025 | 63.68% |
| March 31, 2025 | 54.85% |
| February 28, 2025 | 54.85% |
| January 31, 2025 | 54.85% |
| December 31, 2024 | 54.85% |
| November 30, 2024 | 54.85% |
| October 31, 2024 | 54.85% |
| September 30, 2024 | 54.85% |
| August 31, 2024 | 54.85% |
| July 31, 2024 | 54.85% |
| Date | Value |
|---|---|
| June 30, 2024 | 54.85% |
| May 31, 2024 | 54.85% |
| April 30, 2024 | 54.85% |
| March 31, 2024 | 54.85% |
| February 29, 2024 | 54.85% |
| January 31, 2024 | 54.85% |
| December 31, 2023 | 54.85% |
| November 30, 2023 | 54.85% |
| October 31, 2023 | 54.85% |
| September 30, 2023 | 54.85% |
| August 31, 2023 | 54.85% |
| July 31, 2023 | 54.85% |
| June 30, 2023 | 54.85% |
| May 31, 2023 | 54.85% |
| April 30, 2023 | 54.85% |
| March 31, 2023 | 54.85% |
| February 28, 2023 | 54.85% |
| January 31, 2023 | 54.85% |
| December 31, 2022 | 54.85% |
| November 30, 2022 | 54.85% |
| October 31, 2022 | 54.85% |
| September 30, 2022 | 54.85% |
| August 31, 2022 | 47.36% |
| July 31, 2022 | 47.36% |
| June 30, 2022 | 44.58% |
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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
| Koa Corp. | 41.79% |
| Nichicon Corp. | -- |
| Sumida Corp. | -- |
| Hamamatsu Photonics KK | 73.22% |
| Shinko Shoji Co., Ltd. | 38.96% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.315 |
| Beta (5Y) | 1.614 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 52.01% |
| Historical Sharpe Ratio (5Y) | 0.1835 |
| Historical Sortino (5Y) | 0.4008 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.72% |