Trend Micro Inc (TMICY)
50.50
+0.09
(+0.18%)
USD |
OTCM |
Apr 30, 16:00
Trend Micro Max Drawdown (5Y): 44.67% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 44.67% |
| March 31, 2024 | 44.67% |
| February 29, 2024 | 44.67% |
| January 31, 2024 | 44.67% |
| December 31, 2023 | 44.67% |
| November 30, 2023 | 44.67% |
| October 31, 2023 | 44.67% |
| September 30, 2023 | 43.18% |
| August 31, 2023 | 43.18% |
| July 31, 2023 | 43.18% |
| June 30, 2023 | 43.18% |
| May 31, 2023 | 43.18% |
| April 30, 2023 | 43.18% |
| March 31, 2023 | 43.18% |
| February 28, 2023 | 43.18% |
| January 31, 2023 | 43.18% |
| December 31, 2022 | 43.18% |
| November 30, 2022 | 43.18% |
| October 31, 2022 | 43.18% |
| September 30, 2022 | 43.18% |
| August 31, 2022 | 43.18% |
| July 31, 2022 | 43.18% |
| June 30, 2022 | 43.18% |
| May 31, 2022 | 43.18% |
| April 30, 2022 | 43.18% |
| Date | Value |
|---|---|
| March 31, 2022 | 43.18% |
| February 28, 2022 | 43.18% |
| January 31, 2022 | 43.18% |
| December 31, 2021 | 43.18% |
| November 30, 2021 | 43.18% |
| October 31, 2021 | 43.18% |
| September 30, 2021 | 43.18% |
| August 31, 2021 | 43.18% |
| July 31, 2021 | 43.18% |
| June 30, 2021 | 43.18% |
| May 31, 2021 | 43.18% |
| April 30, 2021 | 43.18% |
| March 31, 2021 | 43.18% |
| February 28, 2021 | 43.18% |
| January 31, 2021 | 43.18% |
| December 31, 2020 | 43.18% |
| November 30, 2020 | 43.18% |
| October 31, 2020 | 43.18% |
| September 30, 2020 | 43.18% |
| August 31, 2020 | 43.18% |
| July 31, 2020 | 43.18% |
| June 30, 2020 | 43.18% |
| May 31, 2020 | 43.18% |
| April 30, 2020 | 43.18% |
| March 31, 2020 | 43.18% |
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
31.41%
Minimum
May 2019
44.67%
Maximum
Oct 2023
41.77%
Average
43.18%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.513 |
| Beta (5Y) | 0.6726 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.87% |
| Historical Sharpe Ratio (5Y) | 0.0642 |
| Historical Sortino (5Y) | 0.1155 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.65% |