Murata Manufacturing Co Ltd (MRAAY)
9.08
+0.05
(+0.55%)
USD |
OTCM |
May 02, 16:18
Murata Manufacturing Max Drawdown (5Y): 54.27% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 54.27% |
| March 31, 2024 | 54.27% |
| February 29, 2024 | 54.27% |
| January 31, 2024 | 54.27% |
| December 31, 2023 | 54.27% |
| November 30, 2023 | 54.27% |
| October 31, 2023 | 54.27% |
| September 30, 2023 | 54.27% |
| August 31, 2023 | 54.27% |
| July 31, 2023 | 54.27% |
| June 30, 2023 | 54.27% |
| May 31, 2023 | 54.27% |
| April 30, 2023 | 54.27% |
| March 31, 2023 | 54.27% |
| February 28, 2023 | 54.27% |
| January 31, 2023 | 54.27% |
| December 31, 2022 | 54.27% |
| November 30, 2022 | 54.27% |
| October 31, 2022 | 54.27% |
| September 30, 2022 | 54.27% |
| August 31, 2022 | 47.75% |
| July 31, 2022 | 47.75% |
| June 30, 2022 | 46.61% |
| May 31, 2022 | 42.21% |
| April 30, 2022 | 42.21% |
| Date | Value |
|---|---|
| March 31, 2022 | 40.25% |
| February 28, 2022 | 35.45% |
| January 31, 2022 | 33.12% |
| December 31, 2021 | 33.12% |
| November 30, 2021 | 33.12% |
| October 31, 2021 | 33.12% |
| September 30, 2021 | 33.12% |
| August 31, 2021 | 33.12% |
| July 31, 2021 | 33.12% |
| June 30, 2021 | 33.12% |
| May 31, 2021 | 33.46% |
| April 30, 2021 | 41.11% |
| March 31, 2021 | 41.11% |
| February 28, 2021 | 41.11% |
| January 31, 2021 | 41.11% |
| December 31, 2020 | 41.11% |
| November 30, 2020 | 41.11% |
| October 31, 2020 | 41.11% |
| September 30, 2020 | 41.11% |
| August 31, 2020 | 41.11% |
| July 31, 2020 | 41.11% |
| June 30, 2020 | 41.11% |
| May 31, 2020 | 41.11% |
| April 30, 2020 | 41.11% |
| March 31, 2020 | 41.11% |
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
33.12%
Minimum
Jun 2021
54.27%
Maximum
Sep 2022
44.55%
Average
41.11%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.094 |
| Beta (5Y) | 0.8755 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.33% |
| Historical Sharpe Ratio (5Y) | 0.0567 |
| Historical Sortino (5Y) | 0.1014 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.22% |