Murata Manufacturing Co Ltd (MRAAF)
18.48
+0.67
(+3.76%)
USD |
OTCM |
May 03, 16:00
Murata Manufacturing Max Drawdown (5Y): 54.85% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| May 31, 2022 | 42.17% |
| April 30, 2022 | 42.17% |
| Date | Value |
|---|---|
| March 31, 2022 | 39.31% |
| February 28, 2022 | 35.21% |
| January 31, 2022 | 35.20% |
| December 31, 2021 | 35.20% |
| November 30, 2021 | 35.20% |
| October 31, 2021 | 35.20% |
| September 30, 2021 | 35.20% |
| August 31, 2021 | 35.20% |
| July 31, 2021 | 35.20% |
| June 30, 2021 | 35.20% |
| May 31, 2021 | 35.20% |
| April 30, 2021 | 40.30% |
| March 31, 2021 | 40.30% |
| February 28, 2021 | 40.30% |
| January 31, 2021 | 40.30% |
| December 31, 2020 | 40.30% |
| November 30, 2020 | 40.30% |
| October 31, 2020 | 40.30% |
| September 30, 2020 | 40.30% |
| August 31, 2020 | 40.30% |
| July 31, 2020 | 40.30% |
| June 30, 2020 | 40.30% |
| May 31, 2020 | 40.30% |
| April 30, 2020 | 40.30% |
| March 31, 2020 | 40.30% |
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
35.20%
Minimum
May 2021
54.85%
Maximum
Sep 2022
44.65%
Average
40.30%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.911 |
| Beta (5Y) | 0.8962 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.03% |
| Historical Sharpe Ratio (5Y) | 0.0691 |
| Historical Sortino (5Y) | 0.1199 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.48% |