OMRON Corp. (OMRNF)
31.68
0.00 (0.00%)
USD |
OTCM |
Aug 25, 16:00
OMRON Max Drawdown (5Y) : 74.19% for July 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| August 31, 2024 | 65.25% |
| July 31, 2024 | 65.25% |
| Date | Value |
|---|---|
| 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% |
| July 31, 2022 | 45.98% |
| June 30, 2022 | 45.82% |
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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
| Bonso Electronics International, Inc. | 100.00% |
| TDK Corp. | 51.75% |
| Hamamatsu Photonics KK | 73.22% |
| Murata Manufacturing Co. Ltd. | 62.98% |
| KEYENCE Corp. | 53.67% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -24.43 |
| Beta (5Y) | 0.6728 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.98% |
| Historical Sharpe Ratio (5Y) | -0.4679 |
| Historical Sortino (5Y) | -0.733 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.24% |