OMRON Corp (OMRNY)
39.95
+0.19
(+0.49%)
USD |
OTCM |
Nov 04, 12:56
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) | -23.02 |
Beta (5Y) | 1.098 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.07% |
Historical Sharpe Ratio (5Y) | -0.2522 |
Historical Sortino (5Y) | -0.386 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.19% |