Toyota Motor Corp (TOYOF)
18.92
-0.81
(-4.11%)
USD |
OTCM |
Sep 20, 16:00
Toyota Motor Max Drawdown (5Y): 37.06% for Aug. 31, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| August 31, 2023 | 37.06% |
| July 31, 2023 | 37.06% |
| June 30, 2023 | 37.06% |
| May 31, 2023 | 37.06% |
| April 30, 2023 | 37.06% |
| March 31, 2023 | 37.06% |
| February 28, 2023 | 37.06% |
| January 31, 2023 | 37.06% |
| December 31, 2022 | 37.06% |
| November 30, 2022 | 37.06% |
| October 31, 2022 | 37.06% |
| September 30, 2022 | 37.06% |
| August 31, 2022 | 28.93% |
| July 31, 2022 | 27.50% |
| June 30, 2022 | 26.98% |
| May 31, 2022 | 25.89% |
| April 30, 2022 | 25.55% |
| March 31, 2022 | 25.55% |
| February 28, 2022 | 24.34% |
| January 31, 2022 | 24.34% |
| December 31, 2021 | 24.34% |
| November 30, 2021 | 24.34% |
| October 31, 2021 | 24.34% |
| September 30, 2021 | 24.34% |
| August 31, 2021 | 24.34% |
| Date | Value |
|---|---|
| July 31, 2021 | 24.34% |
| June 30, 2021 | 24.34% |
| May 31, 2021 | 24.34% |
| April 30, 2021 | 30.01% |
| March 31, 2021 | 30.01% |
| February 28, 2021 | 30.01% |
| January 31, 2021 | 30.18% |
| December 31, 2020 | 30.18% |
| November 30, 2020 | 30.18% |
| October 31, 2020 | 30.18% |
| September 30, 2020 | 30.18% |
| August 31, 2020 | 30.18% |
| July 31, 2020 | 30.18% |
| June 30, 2020 | 30.18% |
| May 31, 2020 | 30.18% |
| April 30, 2020 | 30.18% |
| March 31, 2020 | 30.18% |
| February 29, 2020 | 30.18% |
| January 31, 2020 | 30.18% |
| December 31, 2019 | 30.18% |
| November 30, 2019 | 30.18% |
| October 31, 2019 | 30.18% |
| September 30, 2019 | 30.18% |
| August 31, 2019 | 30.18% |
| July 31, 2019 | 30.18% |
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
24.34%
Minimum
May 2021
37.06%
Maximum
Sep 2022
30.23%
Average
30.18%
Median
Sep 2018
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.3228 |
| Beta (5Y) | 0.7222 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.22% |
| Historical Sharpe Ratio (5Y) | 0.4816 |
| Historical Sortino (5Y) | 0.7492 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.48% |