Toyota Industries Corp (TYIDY)
74.97
+0.34
(+0.46%)
USD |
OTCM |
Nov 22, 14:09
Toyota Industries Max Drawdown (5Y): 46.45% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 46.45% |
| September 30, 2024 | 46.45% |
| August 31, 2024 | 46.45% |
| July 31, 2024 | 46.45% |
| June 30, 2024 | 46.45% |
| May 31, 2024 | 46.45% |
| April 30, 2024 | 46.45% |
| March 31, 2024 | 46.45% |
| February 29, 2024 | 46.45% |
| January 31, 2024 | 46.45% |
| December 31, 2023 | 46.45% |
| November 30, 2023 | 46.45% |
| October 31, 2023 | 46.45% |
| September 30, 2023 | 46.45% |
| August 31, 2023 | 46.45% |
| July 31, 2023 | 46.45% |
| June 30, 2023 | 46.45% |
| May 31, 2023 | 46.45% |
| April 30, 2023 | 46.45% |
| March 31, 2023 | 46.45% |
| February 28, 2023 | 46.45% |
| January 31, 2023 | 46.45% |
| December 31, 2022 | 46.45% |
| November 30, 2022 | 46.45% |
| October 31, 2022 | 46.45% |
| Date | Value |
|---|---|
| September 30, 2022 | 46.45% |
| August 31, 2022 | 40.94% |
| July 31, 2022 | 40.94% |
| June 30, 2022 | 40.94% |
| May 31, 2022 | 40.94% |
| April 30, 2022 | 40.94% |
| March 31, 2022 | 40.94% |
| February 28, 2022 | 40.94% |
| January 31, 2022 | 40.94% |
| December 31, 2021 | 40.94% |
| November 30, 2021 | 40.94% |
| October 31, 2021 | 40.94% |
| September 30, 2021 | 40.94% |
| August 31, 2021 | 40.94% |
| July 31, 2021 | 40.94% |
| June 30, 2021 | 40.94% |
| May 31, 2021 | 40.94% |
| April 30, 2021 | 40.94% |
| March 31, 2021 | 40.94% |
| February 28, 2021 | 40.94% |
| January 31, 2021 | 40.94% |
| December 31, 2020 | 40.94% |
| November 30, 2020 | 40.94% |
| October 31, 2020 | 40.94% |
| September 30, 2020 | 40.94% |
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
38.73%
Minimum
Nov 2019
46.45%
Maximum
Sep 2022
43.18%
Average
40.94%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Kubota Corp | 47.22% |
| FUJIFILM Holdings Corp | 46.92% |
| Nidec Corp | 74.67% |
| Kyocera Corp | 36.61% |
| SBC Medical Group Holdings Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.979 |
| Beta (5Y) | 0.7040 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.91% |
| Historical Sharpe Ratio (5Y) | 0.0729 |
| Historical Sortino (5Y) | 0.126 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.21% |