Toyota Industries Corp (TYIDY)
95.99
+0.63
(+0.66%)
USD |
OTCM |
May 02, 15:22
Toyota Industries Max Drawdown (5Y): 46.45% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 40.94% |
July 31, 2020 | 40.94% |
June 30, 2020 | 40.94% |
May 31, 2020 | 40.94% |
April 30, 2020 | 40.94% |
March 31, 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
May 2019
46.45%
Maximum
Sep 2022
42.41%
Average
40.94%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Hino Motors Ltd | 69.71% |
Kubota Corp | 47.22% |
Kyocera Corp | 31.65% |
Dr. Foods Inc | 99.88% |
FUJIFILM Holdings Corp | 46.92% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 3.400 |
Beta (5Y) | 0.7399 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.33% |
Historical Sharpe Ratio (5Y) | 0.4111 |
Historical Sortino (5Y) | 0.7246 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.21% |