Mazda Motor Corp. (MZDAF)
6.80
-0.63
(-8.48%)
USD |
OTCM |
Oct 28, 16:00
Mazda Motor Max Drawdown (5Y) : 57.94% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 57.94% |
| August 31, 2026 | 57.94% |
| July 31, 2026 | 57.94% |
| June 30, 2026 | 57.94% |
| May 31, 2026 | 57.94% |
| April 30, 2026 | 57.94% |
| March 31, 2026 | 57.94% |
| February 28, 2026 | 57.94% |
| January 31, 2026 | 57.94% |
| December 31, 2025 | 62.63% |
| November 30, 2025 | 69.13% |
| October 31, 2025 | 71.50% |
| September 30, 2025 | 71.50% |
| August 31, 2025 | 71.50% |
| July 31, 2025 | 71.50% |
| June 30, 2025 | 71.50% |
| May 31, 2025 | 71.50% |
| April 30, 2025 | 71.50% |
| March 31, 2025 | 74.35% |
| February 28, 2025 | 76.42% |
| January 31, 2025 | 76.42% |
| December 31, 2024 | 76.42% |
| November 30, 2024 | 76.42% |
| October 31, 2024 | 76.42% |
| September 30, 2024 | 76.42% |
| Date | Value |
|---|---|
| August 31, 2024 | 76.42% |
| July 31, 2024 | 76.42% |
| June 30, 2024 | 76.42% |
| May 31, 2024 | 76.42% |
| April 30, 2024 | 76.42% |
| March 31, 2024 | 76.42% |
| February 29, 2024 | 76.42% |
| January 31, 2024 | 76.42% |
| December 31, 2023 | 76.42% |
| November 30, 2023 | 76.42% |
| October 31, 2023 | 76.42% |
| September 30, 2023 | 76.42% |
| August 31, 2023 | 76.42% |
| July 31, 2023 | 76.42% |
| June 30, 2023 | 76.42% |
| May 31, 2023 | 76.42% |
| April 30, 2023 | 76.42% |
| March 31, 2023 | 76.42% |
| February 28, 2023 | 76.42% |
| January 31, 2023 | 76.42% |
| December 31, 2022 | 76.42% |
| November 30, 2022 | 76.42% |
| October 31, 2022 | 76.42% |
| September 30, 2022 | 76.42% |
| August 31, 2022 | 76.42% |
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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
| Honda Motor Co., Ltd. | 35.17% |
| Toyota Motor Corp. | 36.79% |
| Subaru Corp. | 60.88% |
| Nissan Motor Co., Ltd. | 71.17% |
| Isuzu Motors Ltd. | 40.01% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.805 |
| Beta (5Y) | 0.5195 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.20% |
| Historical Sharpe Ratio (5Y) | -0.1025 |
| Historical Sortino (5Y) | -0.1813 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.42% |