Mitsubishi UFJ Financial Group Inc (MUFG)

11.38 -0.12 (-1.04%) USD  |  NYSE  |  Dec 20, 16:00
11.38 0.00 (0.00%) After-Hours: 20:00
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Mitsubishi UFJ Financial Group Max Drawdown (5Y): 54.49% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Mizuho Financial Group Inc 46.77%
Sumitomo Mitsui Financial Group Inc 47.68%
ORIX Corp 42.52%
Nomura Holdings Inc 52.85%
SBI Holdings Inc 60.85%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 11.87
Beta (5Y) 0.6055
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 28.78%
Historical Sharpe Ratio (5Y) 0.6933
Historical Sortino (5Y) 1.077
Monthly Value at Risk (VaR) 5% (5Y Lookback) 10.23%