Tokyo Electron Ltd (TOELF)
233.87
+0.37
(+0.16%)
USD |
OTCM |
May 06, 11:47
Tokyo Electron Max Drawdown (5Y): 58.58% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 58.58% |
| March 31, 2024 | 58.58% |
| February 29, 2024 | 58.58% |
| January 31, 2024 | 58.58% |
| December 31, 2023 | 58.58% |
| November 30, 2023 | 58.58% |
| October 31, 2023 | 58.58% |
| September 30, 2023 | 58.58% |
| August 31, 2023 | 58.58% |
| July 31, 2023 | 58.58% |
| June 30, 2023 | 58.58% |
| May 31, 2023 | 58.58% |
| April 30, 2023 | 58.58% |
| March 31, 2023 | 58.58% |
| February 28, 2023 | 58.58% |
| January 31, 2023 | 58.58% |
| December 31, 2022 | 58.58% |
| November 30, 2022 | 58.58% |
| October 31, 2022 | 58.58% |
| September 30, 2022 | 56.97% |
| August 31, 2022 | 48.07% |
| July 31, 2022 | 48.07% |
| June 30, 2022 | 44.42% |
| May 31, 2022 | 43.91% |
| April 30, 2022 | 43.91% |
| Date | Value |
|---|---|
| March 31, 2022 | 43.91% |
| February 28, 2022 | 43.91% |
| January 31, 2022 | 43.91% |
| December 31, 2021 | 43.91% |
| November 30, 2021 | 43.91% |
| October 31, 2021 | 43.91% |
| September 30, 2021 | 43.91% |
| August 31, 2021 | 43.91% |
| July 31, 2021 | 43.91% |
| June 30, 2021 | 43.91% |
| May 31, 2021 | 43.91% |
| April 30, 2021 | 43.91% |
| March 31, 2021 | 43.91% |
| February 28, 2021 | 43.91% |
| January 31, 2021 | 43.91% |
| December 31, 2020 | 43.91% |
| November 30, 2020 | 43.91% |
| October 31, 2020 | 43.91% |
| September 30, 2020 | 43.91% |
| August 31, 2020 | 43.91% |
| July 31, 2020 | 43.91% |
| June 30, 2020 | 43.91% |
| May 31, 2020 | 43.91% |
| April 30, 2020 | 43.91% |
| March 31, 2020 | 43.91% |
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
43.91%
Minimum
Jan 2020
94.88%
Maximum
May 2019
55.70%
Average
46.24%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 18.74 |
| Beta (5Y) | 1.494 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 41.28% |
| Historical Sharpe Ratio (5Y) | 0.8574 |
| Historical Sortino (5Y) | 1.492 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.21% |