Mitsui O.S.K. Lines Ltd (MSLOY)
16.07
-0.32
(-1.95%)
USD |
OTCM |
May 22, 16:00
Mitsui O.S.K. Lines Max Drawdown (5Y): 55.80% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 55.80% |
March 31, 2024 | 55.80% |
February 29, 2024 | 55.80% |
January 31, 2024 | 55.80% |
December 31, 2023 | 55.80% |
November 30, 2023 | 55.80% |
October 31, 2023 | 55.80% |
September 30, 2023 | 55.80% |
August 31, 2023 | 55.80% |
July 31, 2023 | 55.80% |
June 30, 2023 | 55.80% |
May 31, 2023 | 55.80% |
April 30, 2023 | 55.80% |
March 31, 2023 | 55.80% |
February 28, 2023 | 55.80% |
January 31, 2023 | 55.80% |
December 31, 2022 | 55.80% |
November 30, 2022 | 55.80% |
October 31, 2022 | 55.80% |
September 30, 2022 | 55.80% |
August 31, 2022 | 55.80% |
July 31, 2022 | 55.80% |
June 30, 2022 | 55.80% |
May 31, 2022 | 55.80% |
April 30, 2022 | 55.80% |
Date | Value |
---|---|
March 31, 2022 | 55.80% |
February 28, 2022 | 55.80% |
January 31, 2022 | 55.80% |
December 31, 2021 | 55.80% |
November 30, 2021 | 55.80% |
October 31, 2021 | 55.80% |
September 30, 2021 | 55.80% |
August 31, 2021 | 55.80% |
July 31, 2021 | 55.80% |
June 30, 2021 | 55.80% |
May 31, 2021 | 55.80% |
April 30, 2021 | 55.80% |
March 31, 2021 | 55.80% |
February 28, 2021 | 56.54% |
January 31, 2021 | 62.55% |
December 31, 2020 | 62.55% |
November 30, 2020 | 66.40% |
October 31, 2020 | 66.40% |
September 30, 2020 | 66.40% |
August 31, 2020 | 66.40% |
July 31, 2020 | 66.40% |
June 30, 2020 | 66.40% |
May 31, 2020 | 66.40% |
April 30, 2020 | 66.40% |
March 31, 2020 | 66.40% |
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
55.80%
Minimum
Mar 2021
66.40%
Maximum
May 2019
59.39%
Average
55.80%
Median
Mar 2021
Max Drawdown (5Y) Benchmarks
Kubota Corp | 47.22% |
Kyocera Corp | 31.65% |
Dr. Foods Inc | 99.88% |
FUJIFILM Holdings Corp | 46.92% |
Mitsubishi Heavy Industries Ltd | 61.76% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 29.79 |
Beta (5Y) | 0.7426 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 47.82% |
Historical Sharpe Ratio (5Y) | 0.7961 |
Historical Sortino (5Y) | 1.553 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.61% |