Toray Industries, Inc. (TRYIF)
7.71
0.00 (0.00%)
USD |
OTCM |
Jun 10, 16:00
Toray Industries Max Drawdown (5Y) : 49.29% for May 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2026 | 49.29% |
| April 30, 2026 | 49.29% |
| March 31, 2026 | 49.29% |
| February 28, 2026 | 49.29% |
| January 31, 2026 | 49.29% |
| December 31, 2025 | 49.29% |
| November 30, 2025 | 49.29% |
| October 31, 2025 | 50.79% |
| September 30, 2025 | 51.57% |
| August 31, 2025 | 53.14% |
| July 31, 2025 | 54.37% |
| June 30, 2025 | 54.98% |
| May 31, 2025 | 54.98% |
| April 30, 2025 | 55.08% |
| March 31, 2025 | 58.57% |
| February 28, 2025 | 58.96% |
| January 31, 2025 | 58.96% |
| December 31, 2024 | 58.96% |
| November 30, 2024 | 58.96% |
| October 31, 2024 | 58.96% |
| September 30, 2024 | 58.96% |
| August 31, 2024 | 58.96% |
| July 31, 2024 | 58.96% |
| June 30, 2024 | 58.96% |
| May 31, 2024 | 58.96% |
| Date | Value |
|---|---|
| April 30, 2024 | 58.96% |
| March 31, 2024 | 58.96% |
| February 29, 2024 | 58.96% |
| January 31, 2024 | 58.96% |
| December 31, 2023 | 58.96% |
| November 30, 2023 | 58.96% |
| October 31, 2023 | 58.96% |
| September 30, 2023 | 58.96% |
| August 31, 2023 | 58.96% |
| July 31, 2023 | 58.96% |
| June 30, 2023 | 58.96% |
| May 31, 2023 | 58.96% |
| April 30, 2023 | 58.96% |
| March 31, 2023 | 58.96% |
| February 28, 2023 | 58.96% |
| January 31, 2023 | 58.96% |
| December 31, 2022 | 58.96% |
| November 30, 2022 | 58.96% |
| October 31, 2022 | 58.96% |
| September 30, 2022 | 58.96% |
| August 31, 2022 | 58.96% |
| July 31, 2022 | 58.96% |
| June 30, 2022 | 58.96% |
| May 31, 2022 | 58.96% |
| April 30, 2022 | 58.96% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Shin-Etsu Chemical Co., Ltd. | 49.23% |
| Sumitomo Chemical Co., Ltd. | 66.44% |
| Kuraray Co., Ltd. | 64.80% |
| Kansai Paint Co., Ltd. | 58.60% |
| Air Water, Inc. | 37.85% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.701 |
| Beta (5Y) | 0.1668 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.18% |
| Historical Sharpe Ratio (5Y) | -0.0685 |
| Historical Sortino (5Y) | -0.1179 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.96% |