Rohm Co Ltd (ROHCY)

9.10 +0.06 (+0.66%) USD  |  OTCM  |  Dec 24, 16:00
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Rohm Max Drawdown (5Y): 66.16% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
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240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Advantest Corp 55.56%
TDK Corp 50.65%
OMRON Corp 69.13%
Tokyo Electron Ltd 57.93%
Disco Corp 44.76%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -29.31
Beta (5Y) 1.015
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 34.87%
Historical Sharpe Ratio (5Y) -0.4518
Historical Sortino (5Y) -0.7588
Monthly Value at Risk (VaR) 5% (5Y Lookback) 16.02%