Toyota Motor Corp (TM)
226.44
+1.08
(+0.48%)
USD |
NYSE |
Apr 26, 14:07
Toyota Motor Max Drawdown (5Y): 36.79% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 36.79% |
| February 29, 2024 | 36.79% |
| January 31, 2024 | 36.79% |
| December 31, 2023 | 36.79% |
| November 30, 2023 | 36.79% |
| October 31, 2023 | 36.79% |
| September 30, 2023 | 36.79% |
| August 31, 2023 | 36.79% |
| July 31, 2023 | 36.79% |
| June 30, 2023 | 36.79% |
| May 31, 2023 | 36.79% |
| April 30, 2023 | 36.79% |
| March 31, 2023 | 36.79% |
| February 28, 2023 | 36.79% |
| January 31, 2023 | 36.79% |
| December 31, 2022 | 36.79% |
| November 30, 2022 | 36.79% |
| October 31, 2022 | 36.79% |
| September 30, 2022 | 36.79% |
| August 31, 2022 | 28.47% |
| July 31, 2022 | 26.81% |
| June 30, 2022 | 26.28% |
| May 31, 2022 | 26.03% |
| April 30, 2022 | 26.03% |
| March 31, 2022 | 26.03% |
| Date | Value |
|---|---|
| February 28, 2022 | 25.20% |
| January 31, 2022 | 25.20% |
| December 31, 2021 | 25.20% |
| November 30, 2021 | 25.20% |
| October 31, 2021 | 25.20% |
| September 30, 2021 | 25.20% |
| August 31, 2021 | 25.20% |
| July 31, 2021 | 25.20% |
| June 30, 2021 | 25.20% |
| May 31, 2021 | 25.20% |
| April 30, 2021 | 28.50% |
| March 31, 2021 | 28.50% |
| February 28, 2021 | 29.04% |
| January 31, 2021 | 29.16% |
| December 31, 2020 | 29.16% |
| November 30, 2020 | 29.16% |
| October 31, 2020 | 29.16% |
| September 30, 2020 | 29.16% |
| August 31, 2020 | 29.16% |
| July 31, 2020 | 29.16% |
| June 30, 2020 | 29.16% |
| May 31, 2020 | 29.16% |
| April 30, 2020 | 29.16% |
| March 31, 2020 | 29.16% |
| February 29, 2020 | 29.16% |
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
25.20%
Minimum
May 2021
36.79%
Maximum
Sep 2022
30.64%
Average
29.16%
Median
Apr 2019
Max Drawdown (5Y) Benchmarks
| Honda Motor Co Ltd | 41.93% |
| Nissan Motor Co Ltd | 71.00% |
| Tesla Inc | 73.63% |
| General Motors Co | 59.94% |
| Rivian Automotive Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 8.313 |
| Beta (5Y) | 0.6918 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.97% |
| Historical Sharpe Ratio (5Y) | 0.7893 |
| Historical Sortino (5Y) | 1.295 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.30% |