Mazda Motor Corp (MZDAY)
3.48
-0.03
(-0.85%)
USD |
OTCM |
Nov 04, 16:00
Mazda Motor Max Drawdown (5Y): 75.51% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 75.51% |
| September 30, 2024 | 75.51% |
| August 31, 2024 | 75.51% |
| July 31, 2024 | 75.51% |
| June 30, 2024 | 75.51% |
| May 31, 2024 | 75.51% |
| April 30, 2024 | 75.51% |
| March 31, 2024 | 75.51% |
| February 29, 2024 | 75.51% |
| January 31, 2024 | 75.51% |
| December 31, 2023 | 75.51% |
| November 30, 2023 | 75.51% |
| October 31, 2023 | 75.51% |
| September 30, 2023 | 75.51% |
| August 31, 2023 | 75.51% |
| July 31, 2023 | 75.51% |
| June 30, 2023 | 75.51% |
| May 31, 2023 | 75.51% |
| April 30, 2023 | 75.51% |
| March 31, 2023 | 75.51% |
| February 28, 2023 | 75.51% |
| January 31, 2023 | 75.51% |
| December 31, 2022 | 75.51% |
| November 30, 2022 | 75.51% |
| October 31, 2022 | 75.51% |
| Date | Value |
|---|---|
| September 30, 2022 | 75.51% |
| August 31, 2022 | 75.51% |
| July 31, 2022 | 75.51% |
| June 30, 2022 | 75.51% |
| May 31, 2022 | 75.51% |
| April 30, 2022 | 75.51% |
| March 31, 2022 | 75.51% |
| February 28, 2022 | 75.51% |
| January 31, 2022 | 75.51% |
| December 31, 2021 | 75.51% |
| November 30, 2021 | 75.51% |
| October 31, 2021 | 75.51% |
| September 30, 2021 | 75.51% |
| August 31, 2021 | 75.51% |
| July 31, 2021 | 75.51% |
| June 30, 2021 | 75.51% |
| May 31, 2021 | 75.51% |
| April 30, 2021 | 75.51% |
| March 31, 2021 | 75.51% |
| February 28, 2021 | 75.51% |
| January 31, 2021 | 75.51% |
| December 31, 2020 | 75.51% |
| November 30, 2020 | 75.51% |
| October 31, 2020 | 75.51% |
| September 30, 2020 | 75.51% |
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
67.04%
Minimum
Nov 2019
75.51%
Maximum
Apr 2020
74.92%
Average
75.51%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| Toyota Motor Corp | 36.79% |
| Nissan Motor Co Ltd | 71.00% |
| Suzuki Motor Corp | 68.89% |
| MEDIROM Healthcare Technologies Inc | -- |
| Tokyo Lifestyle Co Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -15.65 |
| Beta (5Y) | 0.834 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.20% |
| Historical Sharpe Ratio (5Y) | -0.1312 |
| Historical Sortino (5Y) | -0.2231 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.17% |