Teijin Ltd (TINLY)
9.58
+0.10
(+1.08%)
USD |
OTCM |
May 31, 16:00
Teijin Max Drawdown (5Y): 57.63% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2024 | 57.63% |
| April 30, 2024 | 57.63% |
| March 31, 2024 | 57.63% |
| February 29, 2024 | 57.63% |
| January 31, 2024 | 57.63% |
| December 31, 2023 | 57.63% |
| November 30, 2023 | 57.63% |
| October 31, 2023 | 57.63% |
| September 30, 2023 | 57.63% |
| August 31, 2023 | 57.63% |
| July 31, 2023 | 57.63% |
| June 30, 2023 | 57.63% |
| May 31, 2023 | 57.63% |
| April 30, 2023 | 57.63% |
| March 31, 2023 | 57.63% |
| February 28, 2023 | 57.63% |
| January 31, 2023 | 57.63% |
| December 31, 2022 | 57.63% |
| November 30, 2022 | 57.63% |
| October 31, 2022 | 54.13% |
| September 30, 2022 | 52.19% |
| August 31, 2022 | 50.63% |
| July 31, 2022 | 50.63% |
| June 30, 2022 | 50.63% |
| May 31, 2022 | 50.11% |
| Date | Value |
|---|---|
| April 30, 2022 | 49.11% |
| March 31, 2022 | 46.40% |
| February 28, 2022 | 44.77% |
| January 31, 2022 | 44.77% |
| December 31, 2021 | 44.77% |
| November 30, 2021 | 44.77% |
| October 31, 2021 | 37.68% |
| September 30, 2021 | 37.68% |
| August 31, 2021 | 37.68% |
| July 31, 2021 | 37.68% |
| June 30, 2021 | 37.68% |
| May 31, 2021 | 37.68% |
| April 30, 2021 | 37.68% |
| March 31, 2021 | 37.68% |
| February 28, 2021 | 37.68% |
| January 31, 2021 | 37.68% |
| December 31, 2020 | 37.68% |
| November 30, 2020 | 37.68% |
| October 31, 2020 | 37.68% |
| September 30, 2020 | 37.68% |
| August 31, 2020 | 37.68% |
| July 31, 2020 | 37.68% |
| June 30, 2020 | 37.68% |
| May 31, 2020 | 37.68% |
| April 30, 2020 | 37.68% |
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
37.50%
Minimum
Dec 2019
57.63%
Maximum
Nov 2022
47.10%
Average
46.11%
Median
Max Drawdown (5Y) Benchmarks
| Kubota Corp | 47.22% |
| Kyocera Corp | 31.65% |
| Dr. Foods Inc | 99.88% |
| FUJIFILM Holdings Corp | 46.92% |
| Mitsubishi Heavy Industries Ltd | 61.76% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -12.30 |
| Beta (5Y) | 0.2048 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.90% |
| Historical Sharpe Ratio (5Y) | -0.4543 |
| Historical Sortino (5Y) | -0.7203 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.91% |