Toray Industries Inc (TRYIY)
10.15
+0.26
(+2.58%)
USD |
OTCM |
May 28, 10:12
Toray Industries Max Drawdown (5Y): 63.84% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 63.84% |
March 31, 2024 | 63.84% |
February 29, 2024 | 63.84% |
January 31, 2024 | 63.84% |
December 31, 2023 | 63.84% |
November 30, 2023 | 63.84% |
October 31, 2023 | 63.84% |
September 30, 2023 | 63.84% |
August 31, 2023 | 63.84% |
July 31, 2023 | 63.84% |
June 30, 2023 | 63.84% |
May 31, 2023 | 63.84% |
April 30, 2023 | 63.84% |
March 31, 2023 | 63.84% |
February 28, 2023 | 63.84% |
January 31, 2023 | 63.84% |
December 31, 2022 | 63.84% |
November 30, 2022 | 63.84% |
October 31, 2022 | 63.84% |
September 30, 2022 | 63.84% |
August 31, 2022 | 63.84% |
July 31, 2022 | 63.84% |
June 30, 2022 | 63.84% |
May 31, 2022 | 63.84% |
April 30, 2022 | 63.84% |
Date | Value |
---|---|
March 31, 2022 | 63.84% |
February 28, 2022 | 63.84% |
January 31, 2022 | 63.84% |
December 31, 2021 | 63.84% |
November 30, 2021 | 63.84% |
October 31, 2021 | 63.84% |
September 30, 2021 | 63.84% |
August 31, 2021 | 63.84% |
July 31, 2021 | 63.84% |
June 30, 2021 | 63.84% |
May 31, 2021 | 63.84% |
April 30, 2021 | 63.84% |
March 31, 2021 | 63.84% |
February 28, 2021 | 63.84% |
January 31, 2021 | 63.84% |
December 31, 2020 | 63.84% |
November 30, 2020 | 63.84% |
October 31, 2020 | 63.84% |
September 30, 2020 | 63.84% |
August 31, 2020 | 63.84% |
July 31, 2020 | 63.84% |
June 30, 2020 | 63.84% |
May 31, 2020 | 63.84% |
April 30, 2020 | 63.84% |
March 31, 2020 | 63.84% |
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
38.95%
Minimum
May 2019
63.84%
Maximum
Mar 2020
59.78%
Average
63.84%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Honda Motor Co Ltd | 41.93% |
Toyota Motor Corp | 36.79% |
MEDIROM Healthcare Technologies Inc | -- |
Yoshitsu Co Ltd | -- |
Linkage Global Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -15.56 |
Beta (5Y) | 0.6759 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.05% |
Historical Sharpe Ratio (5Y) | -0.2969 |
Historical Sortino (5Y) | -0.3977 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.35% |