OMRON Corp. (OMRNF)
37.73
0.00 (0.00%)
USD |
OTCM |
Oct 05, 16:00
OMRON Max Drawdown (5Y) : 74.19% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 74.19% |
| August 31, 2026 | 74.19% |
| July 31, 2026 | 74.19% |
| June 30, 2026 | 74.19% |
| May 31, 2026 | 74.19% |
| April 30, 2026 | 74.19% |
| March 31, 2026 | 74.19% |
| February 28, 2026 | 74.19% |
| January 31, 2026 | 74.19% |
| December 31, 2025 | 74.19% |
| November 30, 2025 | 72.51% |
| October 31, 2025 | 72.51% |
| September 30, 2025 | 72.51% |
| August 31, 2025 | 72.51% |
| July 31, 2025 | 72.51% |
| June 30, 2025 | 71.49% |
| May 31, 2025 | 70.95% |
| April 30, 2025 | 67.91% |
| March 31, 2025 | 67.91% |
| February 28, 2025 | 66.29% |
| January 31, 2025 | 66.29% |
| December 31, 2024 | 66.29% |
| November 30, 2024 | 65.25% |
| October 31, 2024 | 65.25% |
| September 30, 2024 | 65.25% |
| Date | Value |
|---|---|
| August 31, 2024 | 65.25% |
| July 31, 2024 | 65.25% |
| June 30, 2024 | 65.25% |
| May 31, 2024 | 64.32% |
| April 30, 2024 | 64.32% |
| March 31, 2024 | 61.21% |
| February 29, 2024 | 61.21% |
| January 31, 2024 | 58.45% |
| December 31, 2023 | 58.45% |
| November 30, 2023 | 58.45% |
| October 31, 2023 | 56.72% |
| September 30, 2023 | 51.88% |
| August 31, 2023 | 48.94% |
| July 31, 2023 | 48.94% |
| June 30, 2023 | 48.94% |
| May 31, 2023 | 48.94% |
| April 30, 2023 | 48.94% |
| March 31, 2023 | 48.94% |
| February 28, 2023 | 48.94% |
| January 31, 2023 | 48.94% |
| December 31, 2022 | 48.94% |
| November 30, 2022 | 48.45% |
| October 31, 2022 | 47.97% |
| September 30, 2022 | 45.98% |
| August 31, 2022 | 45.98% |
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
| MARUWA CO., LTD. | -- |
| Furuya Metal Co., Ltd. | 0.00% |
| Bonso Electronics International, Inc. | 100.00% |
| Corning, Inc. | 51.48% |
| Research Frontiers, Inc. | 87.18% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -24.78 |
| Beta (5Y) | 0.6993 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 40.10% |
| Historical Sharpe Ratio (5Y) | -0.4435 |
| Historical Sortino (5Y) | -0.7048 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.24% |