Mitsubishi UFJ Financial Group Inc (MUFG)
10.32
-0.08
(-0.82%)
USD |
NYSE |
May 15, 15:20
Mitsubishi UFJ Financial Group Max Drawdown (5Y): 54.49% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 54.49% |
March 31, 2024 | 54.49% |
February 29, 2024 | 54.49% |
January 31, 2024 | 54.49% |
December 31, 2023 | 54.49% |
November 30, 2023 | 54.49% |
October 31, 2023 | 54.49% |
September 30, 2023 | 54.49% |
August 31, 2023 | 54.49% |
July 31, 2023 | 54.49% |
June 30, 2023 | 54.49% |
May 31, 2023 | 54.49% |
April 30, 2023 | 54.49% |
March 31, 2023 | 54.49% |
February 28, 2023 | 54.49% |
January 31, 2023 | 54.49% |
December 31, 2022 | 54.49% |
November 30, 2022 | 54.49% |
October 31, 2022 | 54.49% |
September 30, 2022 | 54.49% |
August 31, 2022 | 54.49% |
July 31, 2022 | 54.49% |
June 30, 2022 | 54.49% |
May 31, 2022 | 54.49% |
April 30, 2022 | 54.49% |
Date | Value |
---|---|
March 31, 2022 | 54.49% |
February 28, 2022 | 54.49% |
January 31, 2022 | 54.49% |
December 31, 2021 | 54.49% |
November 30, 2021 | 54.49% |
October 31, 2021 | 54.49% |
September 30, 2021 | 54.49% |
August 31, 2021 | 54.49% |
July 31, 2021 | 54.49% |
June 30, 2021 | 54.49% |
May 31, 2021 | 54.49% |
April 30, 2021 | 54.49% |
March 31, 2021 | 54.49% |
February 28, 2021 | 54.49% |
January 31, 2021 | 54.49% |
December 31, 2020 | 54.49% |
November 30, 2020 | 54.49% |
October 31, 2020 | 54.49% |
September 30, 2020 | 54.49% |
August 31, 2020 | 54.49% |
July 31, 2020 | 54.49% |
June 30, 2020 | 54.49% |
May 31, 2020 | 54.49% |
April 30, 2020 | 54.49% |
March 31, 2020 | 54.49% |
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
48.06%
Minimum
May 2019
54.49%
Maximum
Mar 2020
53.42%
Average
54.49%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Sumitomo Mitsui Financial Group Inc | 47.68% |
Mizuho Financial Group Inc | 46.77% |
HDFC Bank Ltd | 54.28% |
ORIX Corp | 42.52% |
Nomura Holdings Inc | 52.85% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 10.61 |
Beta (5Y) | 0.6149 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.04% |
Historical Sharpe Ratio (5Y) | 0.623 |
Historical Sortino (5Y) | 0.9632 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.38% |