OMRON Corp (OMRNY)
32.54
-0.59
(-1.78%)
USD |
OTCM |
Nov 22, 16:00
OMRON Max Drawdown (5Y): 68.55% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 68.55% |
| September 30, 2024 | 68.55% |
| August 31, 2024 | 68.55% |
| July 31, 2024 | 68.55% |
| June 30, 2024 | 68.55% |
| May 31, 2024 | 68.55% |
| April 30, 2024 | 68.55% |
| March 31, 2024 | 66.06% |
| February 29, 2024 | 66.06% |
| January 31, 2024 | 66.06% |
| December 31, 2023 | 66.06% |
| November 30, 2023 | 66.06% |
| October 31, 2023 | 66.06% |
| September 30, 2023 | 57.90% |
| August 31, 2023 | 57.90% |
| July 31, 2023 | 57.90% |
| June 30, 2023 | 57.90% |
| May 31, 2023 | 57.90% |
| April 30, 2023 | 57.90% |
| March 31, 2023 | 57.90% |
| February 28, 2023 | 57.90% |
| January 31, 2023 | 57.90% |
| December 31, 2022 | 57.90% |
| November 30, 2022 | 57.90% |
| October 31, 2022 | 57.20% |
| Date | Value |
|---|---|
| September 30, 2022 | 56.91% |
| August 31, 2022 | 54.19% |
| July 31, 2022 | 54.19% |
| June 30, 2022 | 54.19% |
| May 31, 2022 | 49.74% |
| April 30, 2022 | 49.11% |
| March 31, 2022 | 49.11% |
| February 28, 2022 | 49.11% |
| January 31, 2022 | 49.11% |
| December 31, 2021 | 49.11% |
| November 30, 2021 | 49.11% |
| October 31, 2021 | 49.11% |
| September 30, 2021 | 49.11% |
| August 31, 2021 | 49.11% |
| July 31, 2021 | 49.11% |
| June 30, 2021 | 49.11% |
| May 31, 2021 | 49.11% |
| April 30, 2021 | 49.11% |
| March 31, 2021 | 49.11% |
| February 28, 2021 | 49.11% |
| January 31, 2021 | 49.11% |
| December 31, 2020 | 49.11% |
| November 30, 2020 | 49.11% |
| October 31, 2020 | 49.11% |
| September 30, 2020 | 49.11% |
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
49.11%
Minimum
Nov 2019
68.55%
Maximum
Apr 2024
55.21%
Average
49.42%
Median
Max Drawdown (5Y) Benchmarks
| Advantest Corp | 55.56% |
| TDK Corp | 50.65% |
| Rohm Co Ltd | 61.93% |
| Tokyo Electron Ltd | 57.93% |
| Disco Corp | 44.76% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -22.88 |
| Beta (5Y) | 1.098 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.09% |
| Historical Sharpe Ratio (5Y) | -0.2481 |
| Historical Sortino (5Y) | -0.3799 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.19% |