TOR Minerals International Inc (TORM)
2.151
0.00 (0.00%)
USD |
OTCM |
May 03, 16:00
TOR Minerals International Max Drawdown (5Y): 92.57% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 92.57% |
March 31, 2024 | 92.57% |
February 29, 2024 | 92.57% |
January 31, 2024 | 92.57% |
December 31, 2023 | 92.57% |
November 30, 2023 | 92.57% |
October 31, 2023 | 92.57% |
September 30, 2023 | 92.57% |
August 31, 2023 | 92.57% |
July 31, 2023 | 92.57% |
June 30, 2023 | 92.57% |
May 31, 2023 | 92.57% |
April 30, 2023 | 92.57% |
March 31, 2023 | 92.57% |
February 28, 2023 | 92.57% |
January 31, 2023 | 92.57% |
December 31, 2022 | 92.57% |
November 30, 2022 | 92.57% |
October 31, 2022 | 92.57% |
September 30, 2022 | 92.57% |
August 31, 2022 | 92.57% |
July 31, 2022 | 92.57% |
June 30, 2022 | 92.57% |
May 31, 2022 | 92.57% |
April 30, 2022 | 92.57% |
Date | Value |
---|---|
March 31, 2022 | 92.57% |
February 28, 2022 | 92.57% |
January 31, 2022 | 92.57% |
December 31, 2021 | 92.57% |
November 30, 2021 | 92.57% |
October 31, 2021 | 92.57% |
September 30, 2021 | 92.57% |
August 31, 2021 | 92.57% |
July 31, 2021 | 92.57% |
June 30, 2021 | 92.57% |
May 31, 2021 | 92.57% |
April 30, 2021 | 92.57% |
March 31, 2021 | 92.57% |
February 28, 2021 | 92.57% |
January 31, 2021 | 92.57% |
December 31, 2020 | 92.57% |
November 30, 2020 | 92.57% |
October 31, 2020 | 92.57% |
September 30, 2020 | 92.57% |
August 31, 2020 | 92.57% |
July 31, 2020 | 92.57% |
June 30, 2020 | 92.57% |
May 31, 2020 | 92.57% |
April 30, 2020 | 92.57% |
March 31, 2020 | 85.03% |
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
77.11%
Minimum
May 2019
92.57%
Maximum
Apr 2020
90.27%
Average
92.57%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Friedman Industries Inc | 65.08% |
Solitario Resources Corp | 83.21% |
Golden Minerals Co | 98.94% |
Paramount Gold Nevada Corp | 81.95% |
SenesTech Inc | 99.99% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -9.757 |
Beta (5Y) | 0.0864 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 67.51% |
Historical Sharpe Ratio (5Y) | -0.1303 |
Historical Sortino (5Y) | -0.2462 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.00% |