TDK Corp (TTDKF)
46.48
+0.95
(+2.08%)
USD |
OTCM |
Apr 24, 15:59
TDK Max Drawdown (5Y): 47.24% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 47.24% |
| February 29, 2024 | 47.24% |
| January 31, 2024 | 47.24% |
| December 31, 2023 | 47.24% |
| November 30, 2023 | 47.24% |
| October 31, 2023 | 47.24% |
| September 30, 2023 | 47.24% |
| August 31, 2023 | 47.24% |
| July 31, 2023 | 47.24% |
| June 30, 2023 | 47.24% |
| May 31, 2023 | 47.24% |
| April 30, 2023 | 47.24% |
| March 31, 2023 | 47.24% |
| February 28, 2023 | 47.24% |
| January 31, 2023 | 47.24% |
| December 31, 2022 | 47.24% |
| November 30, 2022 | 47.24% |
| October 31, 2022 | 47.24% |
| September 30, 2022 | 47.24% |
| August 31, 2022 | 47.24% |
| July 31, 2022 | 47.24% |
| June 30, 2022 | 42.39% |
| May 31, 2022 | 42.39% |
| April 30, 2022 | 40.27% |
| March 31, 2022 | 40.27% |
| Date | Value |
|---|---|
| February 28, 2022 | 40.18% |
| January 31, 2022 | 40.18% |
| December 31, 2021 | 40.18% |
| November 30, 2021 | 40.18% |
| October 31, 2021 | 40.18% |
| September 30, 2021 | 40.18% |
| August 31, 2021 | 40.18% |
| July 31, 2021 | 40.18% |
| June 30, 2021 | 40.18% |
| May 31, 2021 | 40.18% |
| April 30, 2021 | 40.18% |
| March 31, 2021 | 40.18% |
| February 28, 2021 | 40.18% |
| January 31, 2021 | 40.18% |
| December 31, 2020 | 40.18% |
| November 30, 2020 | 40.27% |
| October 31, 2020 | 40.27% |
| September 30, 2020 | 40.27% |
| August 31, 2020 | 40.27% |
| July 31, 2020 | 40.27% |
| June 30, 2020 | 40.27% |
| May 31, 2020 | 40.27% |
| April 30, 2020 | 40.27% |
| March 31, 2020 | 40.27% |
| February 29, 2020 | 40.27% |
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
40.18%
Minimum
Dec 2020
47.24%
Maximum
Jul 2022
42.76%
Average
40.27%
Median
Apr 2019
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 5.129 |
| Beta (5Y) | 0.627 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.40% |
| Historical Sharpe Ratio (5Y) | 0.3657 |
| Historical Sortino (5Y) | 0.5767 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.21% |