Renesas Electronics Corp (RNECY)
5.83
+0.98
(+20.21%)
USD |
OTCM |
Apr 09, 16:00
Renesas Electronics Max Drawdown (5Y): 77.19% for March 31, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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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Max Drawdown (5Y) Benchmarks
| Sony Group Corp | 50.56% |
| HeartCore Enterprises Inc | -- |
| SYLA Technologies Co Ltd | -- |
| Earlyworks Co Ltd | -- |
| Toyo Co Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 7.767 |
| Beta (5Y) | 1.239 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.14% |
| Historical Sharpe Ratio (5Y) | 0.7047 |
| Historical Sortino (5Y) | 1.444 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.66% |