Tokyo Electron Ltd (TOELY)
72.09
+0.99
(+1.39%)
USD |
OTCM |
Nov 22, 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% |
TDK Corp | 50.65% |
Rohm Co Ltd | 61.93% |
OMRON Corp | 68.55% |
Disco Corp | 44.76% |
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% |