Rohm Co Ltd (ROHCY)
14.90
+0.27
(+1.83%)
USD |
OTCM |
May 03, 16:00
Rohm Max Drawdown (5Y): 58.96% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 58.96% |
March 31, 2024 | 58.96% |
February 29, 2024 | 58.96% |
January 31, 2024 | 58.96% |
December 31, 2023 | 58.96% |
November 30, 2023 | 58.96% |
October 31, 2023 | 58.96% |
September 30, 2023 | 58.96% |
August 31, 2023 | 58.96% |
July 31, 2023 | 58.96% |
June 30, 2023 | 58.96% |
May 31, 2023 | 58.96% |
April 30, 2023 | 58.96% |
March 31, 2023 | 58.96% |
February 28, 2023 | 58.96% |
January 31, 2023 | 58.96% |
December 31, 2022 | 58.96% |
November 30, 2022 | 58.96% |
October 31, 2022 | 58.96% |
September 30, 2022 | 58.96% |
August 31, 2022 | 58.96% |
July 31, 2022 | 58.96% |
June 30, 2022 | 58.96% |
May 31, 2022 | 58.96% |
April 30, 2022 | 58.96% |
Date | Value |
---|---|
March 31, 2022 | 58.96% |
February 28, 2022 | 58.96% |
January 31, 2022 | 58.96% |
December 31, 2021 | 58.96% |
November 30, 2021 | 58.96% |
October 31, 2021 | 58.96% |
September 30, 2021 | 58.96% |
August 31, 2021 | 58.96% |
July 31, 2021 | 58.96% |
June 30, 2021 | 58.96% |
May 31, 2021 | 58.96% |
April 30, 2021 | 58.96% |
March 31, 2021 | 58.96% |
February 28, 2021 | 58.96% |
January 31, 2021 | 58.96% |
December 31, 2020 | 58.96% |
November 30, 2020 | 58.96% |
October 31, 2020 | 58.96% |
September 30, 2020 | 58.96% |
August 31, 2020 | 58.96% |
July 31, 2020 | 58.96% |
June 30, 2020 | 58.96% |
May 31, 2020 | 58.96% |
April 30, 2020 | 58.96% |
March 31, 2020 | 58.96% |
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
49.57%
Minimum
May 2019
58.96%
Maximum
Mar 2020
57.39%
Average
58.96%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -17.62 |
Beta (5Y) | 1.144 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.93% |
Historical Sharpe Ratio (5Y) | -0.1479 |
Historical Sortino (5Y) | -0.2484 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.70% |