Mazda Motor Corp (MZDAY)
5.626
+0.08
(+1.37%)
USD |
OTCM |
May 06, 11:58
Mazda Motor Max Drawdown (5Y): 75.51% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 75.51% |
July 31, 2020 | 75.51% |
June 30, 2020 | 75.51% |
May 31, 2020 | 75.51% |
April 30, 2020 | 75.51% |
March 31, 2020 | 73.81% |
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
60.96%
Minimum
May 2019
75.51%
Maximum
Apr 2020
73.77%
Average
75.51%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Toyota Motor Corp | 36.79% |
Nissan Motor Co Ltd | 71.00% |
Honda Motor Co Ltd | 41.93% |
Subaru Corp | 58.05% |
Mitsubishi Motors Corp | 77.22% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -11.06 |
Beta (5Y) | 0.9577 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.06% |
Historical Sharpe Ratio (5Y) | -0.0104 |
Historical Sortino (5Y) | -0.0169 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.72% |