Taylor Devices Inc (TAYD)
49.63
-3.31
(-6.25%)
USD |
NASDAQ |
Apr 30, 16:00
49.64
+0.01
(+0.02%)
After-Hours: 20:00
Taylor Devices Max Drawdown (5Y): 66.49% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 66.49% |
March 31, 2024 | 66.49% |
February 29, 2024 | 66.49% |
January 31, 2024 | 66.49% |
December 31, 2023 | 66.49% |
November 30, 2023 | 66.49% |
October 31, 2023 | 66.49% |
September 30, 2023 | 66.49% |
August 31, 2023 | 66.49% |
July 31, 2023 | 66.49% |
June 30, 2023 | 66.49% |
May 31, 2023 | 66.49% |
April 30, 2023 | 66.49% |
March 31, 2023 | 66.49% |
February 28, 2023 | 66.49% |
January 31, 2023 | 66.49% |
December 31, 2022 | 66.49% |
November 30, 2022 | 66.49% |
October 31, 2022 | 66.49% |
September 30, 2022 | 66.49% |
August 31, 2022 | 66.49% |
July 31, 2022 | 66.49% |
June 30, 2022 | 66.49% |
May 31, 2022 | 66.49% |
April 30, 2022 | 66.49% |
Date | Value |
---|---|
March 31, 2022 | 66.49% |
February 28, 2022 | 66.49% |
January 31, 2022 | 66.49% |
December 31, 2021 | 66.49% |
November 30, 2021 | 66.49% |
October 31, 2021 | 66.49% |
September 30, 2021 | 66.49% |
August 31, 2021 | 66.49% |
July 31, 2021 | 66.49% |
June 30, 2021 | 66.49% |
May 31, 2021 | 66.49% |
April 30, 2021 | 66.49% |
March 31, 2021 | 66.49% |
February 28, 2021 | 66.49% |
January 31, 2021 | 66.49% |
December 31, 2020 | 66.49% |
November 30, 2020 | 66.49% |
October 31, 2020 | 66.49% |
September 30, 2020 | 66.49% |
August 31, 2020 | 66.49% |
July 31, 2020 | 66.49% |
June 30, 2020 | 66.49% |
May 31, 2020 | 66.49% |
April 30, 2020 | 66.49% |
March 31, 2020 | 66.49% |
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
50.96%
Minimum
May 2019
66.49%
Maximum
Mar 2020
63.90%
Average
66.49%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
American Superconductor Corp | 89.06% |
Enerpac Tool Group Corp | 53.61% |
Nordson Corp | 44.23% |
TPI Composites Inc | 97.57% |
Shapeways Holdings Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 20.07 |
Beta (5Y) | 1.020 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 43.06% |
Historical Sharpe Ratio (5Y) | 0.7301 |
Historical Sortino (5Y) | 1.409 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.97% |