NIDEC Corp. (NJDCY)
3.25
+0.05
(+1.56%)
USD |
OTCM |
Oct 02, 16:00
NIDEC Max Drawdown (5Y) : 85.71% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 85.71% |
| August 31, 2026 | 85.71% |
| July 31, 2026 | 85.25% |
| June 30, 2026 | 85.25% |
| May 31, 2026 | 85.25% |
| April 30, 2026 | 85.25% |
| March 31, 2026 | 85.25% |
| February 28, 2026 | 85.25% |
| January 31, 2026 | 85.25% |
| December 31, 2025 | 85.25% |
| November 30, 2025 | 85.25% |
| October 31, 2025 | 85.08% |
| September 30, 2025 | 82.24% |
| August 31, 2025 | 82.24% |
| July 31, 2025 | 82.24% |
| June 30, 2025 | 82.24% |
| May 31, 2025 | 82.24% |
| April 30, 2025 | 82.24% |
| March 31, 2025 | 77.16% |
| February 28, 2025 | 77.16% |
| January 31, 2025 | 76.61% |
| December 31, 2024 | 76.61% |
| November 30, 2024 | 75.96% |
| October 31, 2024 | 75.22% |
| September 30, 2024 | 75.22% |
| Date | Value |
|---|---|
| August 31, 2024 | 75.22% |
| July 31, 2024 | 75.22% |
| June 30, 2024 | 75.22% |
| May 31, 2024 | 75.22% |
| April 30, 2024 | 75.22% |
| March 31, 2024 | 75.22% |
| February 29, 2024 | 75.22% |
| January 31, 2024 | 75.05% |
| December 31, 2023 | 75.05% |
| November 30, 2023 | 75.05% |
| October 31, 2023 | 75.05% |
| September 30, 2023 | 68.85% |
| August 31, 2023 | 67.62% |
| July 31, 2023 | 67.62% |
| June 30, 2023 | 67.62% |
| May 31, 2023 | 67.62% |
| April 30, 2023 | 67.62% |
| March 31, 2023 | 67.62% |
| February 28, 2023 | 65.68% |
| January 31, 2023 | 65.60% |
| December 31, 2022 | 65.60% |
| November 30, 2022 | 65.30% |
| October 31, 2022 | 65.30% |
| September 30, 2022 | 61.78% |
| August 31, 2022 | 60.33% |
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
| Mitsubishi Electric Corp. | 53.86% |
| W-SCOPE Corp. | 63.25% |
| Daihen Corp. | 36.83% |
| Nitto Kogyo Corp. | 0.00% |
| Allient, Inc. | 61.88% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -41.15 |
| Beta (5Y) | 1.333 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 40.46% |
| Historical Sharpe Ratio (5Y) | -0.6874 |
| Historical Sortino (5Y) | -1.143 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.81% |