Mazda Motor Corp. (MZDAY)
3.386
-0.04
(-1.14%)
USD |
OTCM |
Oct 02, 16:00
Mazda Motor Max Drawdown (5Y) : 59.91% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 59.91% |
| August 31, 2026 | 59.91% |
| July 31, 2026 | 59.91% |
| June 30, 2026 | 59.91% |
| May 31, 2026 | 59.91% |
| April 30, 2026 | 59.91% |
| March 31, 2026 | 59.91% |
| February 28, 2026 | 59.91% |
| January 31, 2026 | 59.91% |
| December 31, 2025 | 62.54% |
| November 30, 2025 | 70.51% |
| October 31, 2025 | 73.13% |
| September 30, 2025 | 74.13% |
| August 31, 2025 | 74.13% |
| July 31, 2025 | 74.13% |
| June 30, 2025 | 74.13% |
| May 31, 2025 | 74.13% |
| April 30, 2025 | 74.42% |
| March 31, 2025 | 77.28% |
| February 28, 2025 | 77.28% |
| January 31, 2025 | 77.28% |
| December 31, 2024 | 77.28% |
| November 30, 2024 | 77.28% |
| October 31, 2024 | 77.28% |
| September 30, 2024 | 77.28% |
| Date | Value |
|---|---|
| August 31, 2024 | 77.28% |
| July 31, 2024 | 77.28% |
| June 30, 2024 | 77.28% |
| May 31, 2024 | 77.28% |
| April 30, 2024 | 77.28% |
| March 31, 2024 | 77.28% |
| February 29, 2024 | 77.28% |
| January 31, 2024 | 77.28% |
| December 31, 2023 | 77.28% |
| November 30, 2023 | 77.28% |
| October 31, 2023 | 77.28% |
| September 30, 2023 | 77.28% |
| August 31, 2023 | 77.28% |
| July 31, 2023 | 77.28% |
| June 30, 2023 | 77.28% |
| May 31, 2023 | 77.28% |
| April 30, 2023 | 77.28% |
| March 31, 2023 | 77.28% |
| February 28, 2023 | 77.28% |
| January 31, 2023 | 77.28% |
| December 31, 2022 | 77.28% |
| November 30, 2022 | 77.28% |
| October 31, 2022 | 77.28% |
| September 30, 2022 | 77.28% |
| August 31, 2022 | 77.28% |
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
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Minimum
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Maximum
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Average
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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) | -14.05 |
| Beta (5Y) | 0.5992 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.78% |
| Historical Sharpe Ratio (5Y) | -0.2385 |
| Historical Sortino (5Y) | -0.3869 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.01% |