Renesas Electronics Corp (RNECF)
13.27
-0.25
(-1.85%)
USD |
OTCM |
Nov 14, 16:00
Renesas Electronics Max Drawdown (5Y): 76.23% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 76.23% |
| September 30, 2024 | 76.23% |
| August 31, 2024 | 76.23% |
| July 31, 2024 | 76.23% |
| June 30, 2024 | 76.23% |
| May 31, 2024 | 76.23% |
| April 30, 2024 | 76.23% |
| March 31, 2024 | 76.23% |
| February 29, 2024 | 76.23% |
| January 31, 2024 | 76.23% |
| December 31, 2023 | 76.23% |
| November 30, 2023 | 76.23% |
| October 31, 2023 | 76.23% |
| September 30, 2023 | 76.23% |
| August 31, 2023 | 76.23% |
| July 31, 2023 | 76.23% |
| June 30, 2023 | 76.23% |
| May 31, 2023 | 76.23% |
| April 30, 2023 | 76.23% |
| March 31, 2023 | 76.23% |
| February 28, 2023 | 76.23% |
| January 31, 2023 | 76.23% |
| December 31, 2022 | 76.23% |
| November 30, 2022 | 76.23% |
| October 31, 2022 | 76.23% |
| Date | Value |
|---|---|
| September 30, 2022 | 76.23% |
| August 31, 2022 | 76.23% |
| July 31, 2022 | 76.23% |
| June 30, 2022 | 76.23% |
| May 31, 2022 | 76.23% |
| April 30, 2022 | 76.23% |
| March 31, 2022 | 76.23% |
| February 28, 2022 | 76.23% |
| January 31, 2022 | 76.23% |
| December 31, 2021 | 76.23% |
| November 30, 2021 | 76.23% |
| October 31, 2021 | 76.23% |
| September 30, 2021 | 76.23% |
| August 31, 2021 | 76.23% |
| July 31, 2021 | 76.23% |
| June 30, 2021 | 76.23% |
| May 31, 2021 | 76.23% |
| April 30, 2021 | 76.23% |
| March 31, 2021 | 76.23% |
| February 28, 2021 | 76.23% |
| January 31, 2021 | 76.23% |
| December 31, 2020 | 76.23% |
| November 30, 2020 | 76.23% |
| October 31, 2020 | 76.23% |
| September 30, 2020 | 76.23% |
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
68.44%
Minimum
Nov 2019
76.23%
Maximum
Apr 2020
75.70%
Average
76.23%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.334 |
| Beta (5Y) | 1.459 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 46.51% |
| Historical Sharpe Ratio (5Y) | 0.2258 |
| Historical Sortino (5Y) | 0.3426 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.82% |