TOTO Ltd (TOTDY)
24.95
+0.11
(+0.44%)
USD |
OTCM |
May 31, 16:00
TOTO Max Drawdown (5Y): 63.16% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2024 | 63.16% |
| April 30, 2024 | 63.16% |
| March 31, 2024 | 63.16% |
| February 29, 2024 | 63.16% |
| January 31, 2024 | 63.16% |
| December 31, 2023 | 63.16% |
| November 30, 2023 | 63.16% |
| October 31, 2023 | 63.16% |
| September 30, 2023 | 61.32% |
| August 31, 2023 | 60.47% |
| July 31, 2023 | 57.80% |
| June 30, 2023 | 57.80% |
| May 31, 2023 | 57.80% |
| April 30, 2023 | 57.80% |
| March 31, 2023 | 57.80% |
| February 28, 2023 | 57.80% |
| January 31, 2023 | 57.80% |
| December 31, 2022 | 57.80% |
| November 30, 2022 | 57.80% |
| October 31, 2022 | 57.46% |
| September 30, 2022 | 54.84% |
| August 31, 2022 | 54.84% |
| July 31, 2022 | 54.84% |
| June 30, 2022 | 53.97% |
| May 31, 2022 | 52.58% |
| Date | Value |
|---|---|
| April 30, 2022 | 51.25% |
| March 31, 2022 | 51.06% |
| February 28, 2022 | 51.06% |
| January 31, 2022 | 51.06% |
| December 31, 2021 | 51.06% |
| November 30, 2021 | 51.06% |
| October 31, 2021 | 51.06% |
| September 30, 2021 | 51.06% |
| August 31, 2021 | 51.06% |
| July 31, 2021 | 51.06% |
| June 30, 2021 | 51.06% |
| May 31, 2021 | 51.06% |
| April 30, 2021 | 51.06% |
| March 31, 2021 | 51.06% |
| February 28, 2021 | 51.06% |
| January 31, 2021 | 51.06% |
| December 31, 2020 | 51.06% |
| November 30, 2020 | 51.06% |
| October 31, 2020 | 51.06% |
| September 30, 2020 | 51.06% |
| August 31, 2020 | 51.06% |
| July 31, 2020 | 51.06% |
| June 30, 2020 | 51.06% |
| May 31, 2020 | 51.06% |
| April 30, 2020 | 51.06% |
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
45.12%
Minimum
Jun 2019
63.16%
Maximum
Oct 2023
53.49%
Average
51.06%
Median
Mar 2020
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) | -19.14 |
| Beta (5Y) | 0.7923 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.68% |
| Historical Sharpe Ratio (5Y) | -0.279 |
| Historical Sortino (5Y) | -0.4336 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.57% |