ORIX Corp. (ORXCF)
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OTCM |
Oct 06, 16:00
ORIX Max Drawdown (5Y) : 34.31% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 34.31% |
| August 31, 2026 | 34.31% |
| July 31, 2026 | 34.31% |
| June 30, 2026 | 34.31% |
| May 31, 2026 | 34.31% |
| April 30, 2026 | 34.31% |
| March 31, 2026 | 34.31% |
| February 28, 2026 | 34.31% |
| January 31, 2026 | 34.31% |
| December 31, 2025 | 34.31% |
| November 30, 2025 | 34.31% |
| October 31, 2025 | 34.42% |
| September 30, 2025 | 37.01% |
| August 31, 2025 | 37.06% |
| July 31, 2025 | 42.32% |
| June 30, 2025 | 45.31% |
| May 31, 2025 | 45.31% |
| April 30, 2025 | 45.31% |
| March 31, 2025 | 45.31% |
| February 28, 2025 | 48.75% |
| January 31, 2025 | 48.75% |
| December 31, 2024 | 48.75% |
| November 30, 2024 | 48.75% |
| October 31, 2024 | 48.75% |
| September 30, 2024 | 48.75% |
| Date | Value |
|---|---|
| August 31, 2024 | 48.75% |
| July 31, 2024 | 48.75% |
| June 30, 2024 | 48.75% |
| May 31, 2024 | 48.75% |
| April 30, 2024 | 48.75% |
| March 31, 2024 | 48.75% |
| February 29, 2024 | 48.75% |
| January 31, 2024 | 48.75% |
| December 31, 2023 | 48.75% |
| November 30, 2023 | 48.75% |
| October 31, 2023 | 48.75% |
| September 30, 2023 | 48.75% |
| August 31, 2023 | 48.75% |
| July 31, 2023 | 48.75% |
| June 30, 2023 | 48.75% |
| May 31, 2023 | 48.75% |
| April 30, 2023 | 48.75% |
| March 31, 2023 | 48.75% |
| February 28, 2023 | 83.98% |
| January 31, 2023 | 84.11% |
| December 31, 2022 | 84.16% |
| November 30, 2022 | 84.80% |
| October 31, 2022 | 84.80% |
| September 30, 2022 | 85.22% |
| August 31, 2022 | 85.43% |
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
| Sony Financial Group, Inc. | -- |
| eGuarantee, Inc. | 47.67% |
| Security National Financial Corp. | 39.47% |
| Voya Financial, Inc. | 34.55% |
| Grupo de Inversiones Suramericana SA | 59.48% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 10.98 |
| Beta (5Y) | 0.4433 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.21% |
| Historical Sharpe Ratio (5Y) | 0.5463 |
| Historical Sortino (5Y) | 0.9874 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.69% |