Renesas Electronics Corp (RNECY)

6.48 +0.14 (+2.21%) USD  |  OTCM  |  Dec 20, 16:00
More

Renesas Electronics Max Drawdown (5Y): 77.24% for Nov. 30, 2024

Max Drawdown (5Y) Chart

View Max Drawdown (5Y) for RNECY.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Max Drawdown (5Y) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Max Drawdown Definition

View Max Drawdown Definition
Start Trial

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.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

View Max Drawdown (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Max Drawdown (5Y) Benchmarks

View Max Drawdown (5Y) Benchmarks
Start Trial
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) -5.483
Beta (5Y) 1.412
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 46.54%
Historical Sharpe Ratio (5Y) 0.2875
Historical Sortino (5Y) 0.4408
Monthly Value at Risk (VaR) 5% (5Y Lookback) 15.68%