Yamaha Motor Co Ltd (YAMHF)
9.70
-0.03
(-0.31%)
USD |
OTCM |
May 22, 16:00
Yamaha Motor Max Drawdown (5Y): 67.21% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 67.21% |
March 31, 2024 | 67.21% |
February 29, 2024 | 67.21% |
January 31, 2024 | 67.21% |
December 31, 2023 | 67.21% |
November 30, 2023 | 67.21% |
October 31, 2023 | 67.21% |
September 30, 2023 | 67.21% |
August 31, 2023 | 67.21% |
July 31, 2023 | 67.21% |
June 30, 2023 | 67.21% |
May 31, 2023 | 67.21% |
April 30, 2023 | 67.21% |
March 31, 2023 | 67.21% |
February 28, 2023 | 67.21% |
January 31, 2023 | 67.21% |
December 31, 2022 | 67.21% |
November 30, 2022 | 67.21% |
October 31, 2022 | 67.21% |
September 30, 2022 | 67.21% |
August 31, 2022 | 67.21% |
July 31, 2022 | 67.21% |
June 30, 2022 | 67.21% |
May 31, 2022 | 67.21% |
April 30, 2022 | 67.21% |
Date | Value |
---|---|
March 31, 2022 | 67.21% |
February 28, 2022 | 67.21% |
January 31, 2022 | 67.21% |
December 31, 2021 | 67.21% |
November 30, 2021 | 67.21% |
October 31, 2021 | 67.21% |
September 30, 2021 | 67.21% |
August 31, 2021 | 67.21% |
July 31, 2021 | 67.21% |
June 30, 2021 | 67.21% |
May 31, 2021 | 67.21% |
April 30, 2021 | 67.21% |
March 31, 2021 | 67.21% |
February 28, 2021 | 67.21% |
January 31, 2021 | 67.21% |
December 31, 2020 | 67.21% |
November 30, 2020 | 67.21% |
October 31, 2020 | 67.21% |
September 30, 2020 | 67.21% |
August 31, 2020 | 67.21% |
July 31, 2020 | 67.21% |
June 30, 2020 | 67.21% |
May 31, 2020 | 67.21% |
April 30, 2020 | 67.21% |
March 31, 2020 | 67.21% |
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
49.60%
Minimum
May 2019
67.21%
Maximum
Mar 2020
64.48%
Average
67.21%
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) | -4.532 |
Beta (5Y) | 1.037 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.53% |
Historical Sharpe Ratio (5Y) | 0.2035 |
Historical Sortino (5Y) | 0.3364 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.88% |