Mazda Motor Corp (MZDAF)
9.40
0.00 (0.00%)
USD |
OTCM |
Jun 14, 16:00
Mazda Motor Max Drawdown (5Y): 76.43% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 76.43% |
April 30, 2024 | 76.43% |
March 31, 2024 | 76.43% |
February 29, 2024 | 76.43% |
January 31, 2024 | 76.43% |
December 31, 2023 | 76.43% |
November 30, 2023 | 76.43% |
October 31, 2023 | 76.43% |
September 30, 2023 | 76.43% |
August 31, 2023 | 76.43% |
July 31, 2023 | 76.43% |
June 30, 2023 | 76.43% |
May 31, 2023 | 76.43% |
April 30, 2023 | 76.43% |
March 31, 2023 | 76.43% |
February 28, 2023 | 76.43% |
January 31, 2023 | 76.43% |
December 31, 2022 | 76.43% |
November 30, 2022 | 76.43% |
October 31, 2022 | 76.43% |
September 30, 2022 | 76.43% |
August 31, 2022 | 76.43% |
July 31, 2022 | 76.43% |
June 30, 2022 | 76.43% |
May 31, 2022 | 76.43% |
Date | Value |
---|---|
April 30, 2022 | 76.43% |
March 31, 2022 | 76.43% |
February 28, 2022 | 76.43% |
January 31, 2022 | 76.43% |
December 31, 2021 | 76.43% |
November 30, 2021 | 76.43% |
October 31, 2021 | 76.43% |
September 30, 2021 | 76.43% |
August 31, 2021 | 76.43% |
July 31, 2021 | 76.43% |
June 30, 2021 | 76.43% |
May 31, 2021 | 76.43% |
April 30, 2021 | 76.43% |
March 31, 2021 | 76.43% |
February 28, 2021 | 76.43% |
January 31, 2021 | 76.43% |
December 31, 2020 | 76.43% |
November 30, 2020 | 76.43% |
October 31, 2020 | 76.43% |
September 30, 2020 | 76.43% |
August 31, 2020 | 76.43% |
July 31, 2020 | 76.43% |
June 30, 2020 | 76.43% |
May 31, 2020 | 76.43% |
April 30, 2020 | 76.43% |
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
60.75%
Minimum
Jun 2019
76.43%
Maximum
Mar 2020
74.79%
Average
76.43%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Honda Motor Co Ltd | 41.93% |
Toyota Motor Corp | 36.79% |
MEDIROM Healthcare Technologies Inc | -- |
Yoshitsu Co Ltd | -- |
Linkage Global Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -7.424 |
Beta (5Y) | 0.6863 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.74% |
Historical Sharpe Ratio (5Y) | 0.0511 |
Historical Sortino (5Y) | 0.0819 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.03% |