Yamaha Corp (YAMCY)
22.22
-0.21
(-0.94%)
USD |
OTCM |
May 17, 16:00
Yamaha Max Drawdown (5Y): 68.85% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 68.85% |
| March 31, 2024 | 68.52% |
| February 29, 2024 | 68.02% |
| January 31, 2024 | 66.81% |
| December 31, 2023 | 66.81% |
| November 30, 2023 | 65.53% |
| October 31, 2023 | 60.52% |
| September 30, 2023 | 59.30% |
| August 31, 2023 | 54.68% |
| July 31, 2023 | 51.81% |
| June 30, 2023 | 51.81% |
| May 31, 2023 | 51.81% |
| April 30, 2023 | 51.81% |
| March 31, 2023 | 51.81% |
| February 28, 2023 | 51.81% |
| January 31, 2023 | 51.81% |
| December 31, 2022 | 51.81% |
| November 30, 2022 | 51.81% |
| October 31, 2022 | 51.81% |
| September 30, 2022 | 51.81% |
| August 31, 2022 | 44.77% |
| July 31, 2022 | 44.77% |
| June 30, 2022 | 44.77% |
| May 31, 2022 | 44.77% |
| April 30, 2022 | 43.24% |
| Date | Value |
|---|---|
| March 31, 2022 | 40.96% |
| February 28, 2022 | 40.96% |
| January 31, 2022 | 40.96% |
| December 31, 2021 | 40.96% |
| November 30, 2021 | 40.96% |
| October 31, 2021 | 40.96% |
| September 30, 2021 | 40.96% |
| August 31, 2021 | 40.96% |
| July 31, 2021 | 40.96% |
| June 30, 2021 | 40.96% |
| May 31, 2021 | 40.96% |
| April 30, 2021 | 40.96% |
| March 31, 2021 | 40.96% |
| February 28, 2021 | 40.96% |
| January 31, 2021 | 40.96% |
| December 31, 2020 | 40.96% |
| November 30, 2020 | 40.96% |
| October 31, 2020 | 40.96% |
| September 30, 2020 | 40.96% |
| August 31, 2020 | 40.96% |
| July 31, 2020 | 40.96% |
| June 30, 2020 | 40.96% |
| May 31, 2020 | 40.96% |
| April 30, 2020 | 40.96% |
| March 31, 2020 | 40.96% |
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
29.71%
Minimum
May 2019
68.85%
Maximum
Apr 2024
44.87%
Average
40.96%
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) | -25.85 |
| Beta (5Y) | 0.7766 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.22% |
| Historical Sharpe Ratio (5Y) | -0.5689 |
| Historical Sortino (5Y) | -0.9106 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.81% |