Mitsui Fudosan Co., Ltd. (MTSFY)
27.36
-0.48
(-1.72%)
USD |
OTCM |
Oct 02, 16:00
Mitsui Fudosan Max Drawdown (5Y) : 38.82% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 38.82% |
| August 31, 2026 | 38.82% |
| July 31, 2026 | 38.82% |
| June 30, 2026 | 38.82% |
| May 31, 2026 | 38.82% |
| April 30, 2026 | 38.82% |
| March 31, 2026 | 38.82% |
| February 28, 2026 | 38.82% |
| January 31, 2026 | 38.82% |
| December 31, 2025 | 38.82% |
| November 30, 2025 | 38.82% |
| October 31, 2025 | 38.82% |
| September 30, 2025 | 41.42% |
| August 31, 2025 | 41.42% |
| July 31, 2025 | 44.72% |
| June 30, 2025 | 45.53% |
| May 31, 2025 | 45.53% |
| April 30, 2025 | 45.53% |
| March 31, 2025 | 45.53% |
| February 28, 2025 | 51.73% |
| January 31, 2025 | 51.73% |
| December 31, 2024 | 51.73% |
| November 30, 2024 | 51.73% |
| October 31, 2024 | 51.73% |
| September 30, 2024 | 51.73% |
| Date | Value |
|---|---|
| August 31, 2024 | 51.73% |
| July 31, 2024 | 51.73% |
| June 30, 2024 | 51.73% |
| May 31, 2024 | 51.73% |
| April 30, 2024 | 51.73% |
| March 31, 2024 | 51.73% |
| February 29, 2024 | 51.73% |
| January 31, 2024 | 51.73% |
| December 31, 2023 | 51.73% |
| November 30, 2023 | 51.73% |
| October 31, 2023 | 51.73% |
| September 30, 2023 | 51.73% |
| August 31, 2023 | 51.73% |
| July 31, 2023 | 51.73% |
| June 30, 2023 | 51.73% |
| May 31, 2023 | 51.73% |
| April 30, 2023 | 51.73% |
| March 31, 2023 | 51.73% |
| February 28, 2023 | 51.73% |
| January 31, 2023 | 51.73% |
| December 31, 2022 | 51.73% |
| November 30, 2022 | 51.73% |
| October 31, 2022 | 51.73% |
| September 30, 2022 | 51.73% |
| August 31, 2022 | 51.73% |
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
| Mitsubishi Estate Co., Ltd. | 44.54% |
| Sumitomo Realty & Development Co., Ltd. | 61.92% |
| Tokyo Tatemono Co., Ltd. | 21.65% |
| Keihanshin Building Co., Ltd. | 0.00% |
| Hulic Co., Ltd. | 37.43% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.820 |
| Beta (5Y) | 0.3113 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.57% |
| Historical Sharpe Ratio (5Y) | -0.0287 |
| Historical Sortino (5Y) | -0.0495 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.90% |