ORIX Corp (ORXCF)
21.22
0.00 (0.00%)
USD |
OTCM |
May 03, 16:00
ORIX Max Drawdown (5Y): 48.75% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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 | 48.75% |
January 31, 2023 | 48.75% |
December 31, 2022 | 48.75% |
November 30, 2022 | 48.75% |
October 31, 2022 | 48.75% |
September 30, 2022 | 48.75% |
August 31, 2022 | 48.75% |
July 31, 2022 | 48.75% |
June 30, 2022 | 48.75% |
May 31, 2022 | 48.75% |
April 30, 2022 | 48.75% |
Date | Value |
---|---|
March 31, 2022 | 48.75% |
February 28, 2022 | 48.75% |
January 31, 2022 | 48.75% |
December 31, 2021 | 48.75% |
November 30, 2021 | 48.75% |
October 31, 2021 | 48.75% |
September 30, 2021 | 48.75% |
August 31, 2021 | 48.75% |
July 31, 2021 | 48.75% |
June 30, 2021 | 48.75% |
May 31, 2021 | 48.75% |
April 30, 2021 | 48.75% |
March 31, 2021 | 48.75% |
February 28, 2021 | 48.75% |
January 31, 2021 | 48.75% |
December 31, 2020 | 48.75% |
November 30, 2020 | 48.75% |
October 31, 2020 | 48.75% |
September 30, 2020 | 48.75% |
August 31, 2020 | 48.75% |
July 31, 2020 | 48.75% |
June 30, 2020 | 48.75% |
May 31, 2020 | 48.75% |
April 30, 2020 | 48.75% |
March 31, 2020 | 48.75% |
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
29.42%
Minimum
Dec 2019
48.75%
Maximum
Mar 2020
45.81%
Average
48.75%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Mizuho Financial Group Inc | 46.77% |
Mitsubishi UFJ Financial Group Inc | 54.49% |
Nomura Holdings Inc | 52.85% |
Sumitomo Mitsui Financial Group Inc | 47.68% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 3.527 |
Beta (5Y) | 0.5973 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.10% |
Historical Sharpe Ratio (5Y) | 0.3383 |
Historical Sortino (5Y) | 0.4294 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.06% |