OMRON Corp. (OMRNY)
40.51
+0.80
(+2.01%)
USD |
OTCM |
Oct 09, 16:00
OMRON Max Drawdown (5Y) : 78.38% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 78.38% |
| August 31, 2026 | 78.38% |
| July 31, 2026 | 78.38% |
| June 30, 2026 | 78.38% |
| May 31, 2026 | 78.38% |
| April 30, 2026 | 78.38% |
| March 31, 2026 | 78.38% |
| February 28, 2026 | 78.38% |
| January 31, 2026 | 78.38% |
| December 31, 2025 | 78.38% |
| November 30, 2025 | 78.38% |
| October 31, 2025 | 77.33% |
| September 30, 2025 | 77.33% |
| August 31, 2025 | 77.33% |
| July 31, 2025 | 77.33% |
| June 30, 2025 | 76.44% |
| May 31, 2025 | 75.95% |
| April 30, 2025 | 75.72% |
| March 31, 2025 | 73.76% |
| February 28, 2025 | 72.50% |
| January 31, 2025 | 72.21% |
| December 31, 2024 | 70.55% |
| November 30, 2024 | 70.55% |
| October 31, 2024 | 69.77% |
| September 30, 2024 | 69.77% |
| Date | Value |
|---|---|
| August 31, 2024 | 69.77% |
| July 31, 2024 | 69.77% |
| June 30, 2024 | 69.77% |
| May 31, 2024 | 69.77% |
| April 30, 2024 | 69.77% |
| March 31, 2024 | 67.08% |
| February 29, 2024 | 67.08% |
| January 31, 2024 | 67.08% |
| December 31, 2023 | 67.08% |
| November 30, 2023 | 67.08% |
| October 31, 2023 | 67.08% |
| September 30, 2023 | 58.59% |
| August 31, 2023 | 58.59% |
| July 31, 2023 | 58.59% |
| June 30, 2023 | 58.59% |
| May 31, 2023 | 58.59% |
| April 30, 2023 | 58.59% |
| March 31, 2023 | 58.59% |
| February 28, 2023 | 58.59% |
| January 31, 2023 | 58.59% |
| December 31, 2022 | 58.59% |
| November 30, 2022 | 58.59% |
| October 31, 2022 | 57.90% |
| September 30, 2022 | 57.62% |
| August 31, 2022 | 54.59% |
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
| Bonso Electronics International, Inc. | 100.00% |
| TDK Corp. | 51.75% |
| Murata Manufacturing Co. Ltd. | 62.98% |
| KEYENCE Corp. | 53.67% |
| Yokogawa Electric Corp. | 30.09% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -32.23 |
| Beta (5Y) | 1.227 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.06% |
| Historical Sharpe Ratio (5Y) | -0.5243 |
| Historical Sortino (5Y) | -0.8862 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.39% |