Toyota Motor Corp (TOYOF)

17.18 -0.37 (-2.11%) USD  |  OTCM  |  Dec 13, 16:00
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Toyota Motor Max Drawdown (5Y): 37.06% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Nissan Motor Co Ltd 71.00%
MEDIROM Healthcare Technologies Inc --
Tokyo Lifestyle Co Ltd --
Linkage Global Inc --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -4.940
Beta (5Y) 0.7055
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 23.97%
Historical Sharpe Ratio (5Y) 0.187
Historical Sortino (5Y) 0.3181
Monthly Value at Risk (VaR) 5% (5Y Lookback) 10.42%