Renesas Electronics Corp (RNECF)
18.31
-0.23
(-1.24%)
USD |
OTCM |
Jun 25, 16:00
Renesas Electronics Max Drawdown (5Y): 76.23% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 76.23% |
July 31, 2020 | 76.23% |
June 30, 2020 | 76.23% |
May 31, 2020 | 76.23% |
April 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
Jun 2019
76.23%
Maximum
Apr 2020
75.05%
Average
76.23%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 11.37 |
Beta (5Y) | 1.455 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 44.50% |
Historical Sharpe Ratio (5Y) | 0.7037 |
Historical Sortino (5Y) | 1.033 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.08% |