Suzuki Motor Corp (SZKMY)
38.98
-0.04
(-0.10%)
USD |
OTCM |
Nov 04, 16:00
Suzuki Motor Max Drawdown (5Y): 68.89% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 68.89% |
September 30, 2024 | 68.89% |
August 31, 2024 | 68.89% |
July 31, 2024 | 68.89% |
June 30, 2024 | 68.89% |
May 31, 2024 | 68.89% |
April 30, 2024 | 68.89% |
March 31, 2024 | 68.89% |
February 29, 2024 | 68.89% |
January 31, 2024 | 68.89% |
December 31, 2023 | 68.89% |
November 30, 2023 | 68.89% |
October 31, 2023 | 68.89% |
September 30, 2023 | 68.89% |
August 31, 2023 | 68.89% |
July 31, 2023 | 68.89% |
June 30, 2023 | 68.89% |
May 31, 2023 | 68.89% |
April 30, 2023 | 68.89% |
March 31, 2023 | 68.89% |
February 28, 2023 | 68.89% |
January 31, 2023 | 68.89% |
December 31, 2022 | 68.89% |
November 30, 2022 | 68.89% |
October 31, 2022 | 68.89% |
Date | Value |
---|---|
September 30, 2022 | 68.89% |
August 31, 2022 | 68.89% |
July 31, 2022 | 68.89% |
June 30, 2022 | 68.89% |
May 31, 2022 | 68.89% |
April 30, 2022 | 68.89% |
March 31, 2022 | 68.89% |
February 28, 2022 | 68.89% |
January 31, 2022 | 68.89% |
December 31, 2021 | 68.89% |
November 30, 2021 | 68.89% |
October 31, 2021 | 68.89% |
September 30, 2021 | 68.89% |
August 31, 2021 | 68.89% |
July 31, 2021 | 68.89% |
June 30, 2021 | 68.89% |
May 31, 2021 | 68.89% |
April 30, 2021 | 68.89% |
March 31, 2021 | 68.89% |
February 28, 2021 | 68.89% |
January 31, 2021 | 68.89% |
December 31, 2020 | 68.89% |
November 30, 2020 | 68.89% |
October 31, 2020 | 68.89% |
September 30, 2020 | 68.89% |
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
47.96%
Minimum
Nov 2019
68.89%
Maximum
Mar 2020
67.49%
Average
68.89%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Toyota Motor Corp | 36.79% |
Mazda Motor Corp | 75.51% |
Nissan Motor Co Ltd | 71.00% |
MEDIROM Healthcare Technologies Inc | -- |
Tokyo Lifestyle Co Ltd | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -18.56 |
Beta (5Y) | 1.140 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.00% |
Historical Sharpe Ratio (5Y) | -0.1099 |
Historical Sortino (5Y) | -0.1453 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.61% |