Tokyo Electron Ltd (TOELY)
74.90
+0.43
(+0.58%)
USD |
OTCM |
Nov 01, 16:00
Tokyo Electron Max Drawdown (5Y): 57.93% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 57.93% |
| September 30, 2024 | 57.93% |
| August 31, 2024 | 57.93% |
| July 31, 2024 | 57.93% |
| June 30, 2024 | 57.93% |
| May 31, 2024 | 57.93% |
| April 30, 2024 | 57.93% |
| March 31, 2024 | 57.93% |
| February 29, 2024 | 57.93% |
| January 31, 2024 | 57.93% |
| December 31, 2023 | 57.93% |
| November 30, 2023 | 57.93% |
| October 31, 2023 | 57.93% |
| September 30, 2023 | 57.93% |
| August 31, 2023 | 57.93% |
| July 31, 2023 | 57.93% |
| June 30, 2023 | 57.93% |
| May 31, 2023 | 57.93% |
| April 30, 2023 | 57.93% |
| March 31, 2023 | 57.93% |
| February 28, 2023 | 57.93% |
| January 31, 2023 | 57.93% |
| December 31, 2022 | 57.93% |
| November 30, 2022 | 57.93% |
| October 31, 2022 | 57.93% |
| Date | Value |
|---|---|
| September 30, 2022 | 56.14% |
| August 31, 2022 | 47.08% |
| July 31, 2022 | 47.08% |
| June 30, 2022 | 46.45% |
| May 31, 2022 | 46.45% |
| April 30, 2022 | 46.45% |
| March 31, 2022 | 46.45% |
| February 28, 2022 | 46.45% |
| January 31, 2022 | 46.45% |
| December 31, 2021 | 46.45% |
| November 30, 2021 | 46.45% |
| October 31, 2021 | 46.45% |
| September 30, 2021 | 46.45% |
| August 31, 2021 | 46.45% |
| July 31, 2021 | 46.45% |
| June 30, 2021 | 46.45% |
| May 31, 2021 | 46.45% |
| April 30, 2021 | 46.45% |
| March 31, 2021 | 46.45% |
| February 28, 2021 | 46.45% |
| January 31, 2021 | 46.45% |
| December 31, 2020 | 46.45% |
| November 30, 2020 | 46.45% |
| October 31, 2020 | 46.45% |
| September 30, 2020 | 46.45% |
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
46.45%
Minimum
Nov 2019
57.93%
Maximum
Oct 2022
51.42%
Average
46.45%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Advantest Corp | 55.56% |
| Sony Group Corp | 50.56% |
| TDK Corp | 50.65% |
| OMRON Corp | 68.55% |
| Keyence Corp | 53.67% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.568 |
| Beta (5Y) | 1.515 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 42.63% |
| Historical Sharpe Ratio (5Y) | 0.4219 |
| Historical Sortino (5Y) | 0.7579 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.53% |