Tootsie Roll Industries Inc (TR)
29.77
-0.05
(-0.17%)
USD |
NYSE |
Apr 29, 16:00
Tootsie Roll Industries Max Drawdown (5Y): 35.73% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 35.73% |
| February 29, 2024 | 35.73% |
| January 31, 2024 | 35.73% |
| December 31, 2023 | 35.73% |
| November 30, 2023 | 35.73% |
| October 31, 2023 | 35.73% |
| September 30, 2023 | 34.63% |
| August 31, 2023 | 30.34% |
| July 31, 2023 | 30.34% |
| June 30, 2023 | 30.34% |
| May 31, 2023 | 30.34% |
| April 30, 2023 | 30.34% |
| March 31, 2023 | 30.34% |
| February 28, 2023 | 30.34% |
| January 31, 2023 | 30.34% |
| December 31, 2022 | 30.34% |
| November 30, 2022 | 30.34% |
| October 31, 2022 | 30.34% |
| September 30, 2022 | 30.34% |
| August 31, 2022 | 30.34% |
| July 31, 2022 | 30.34% |
| June 30, 2022 | 30.34% |
| May 31, 2022 | 30.34% |
| April 30, 2022 | 30.34% |
| March 31, 2022 | 30.34% |
| Date | Value |
|---|---|
| February 28, 2022 | 30.34% |
| January 31, 2022 | 30.34% |
| December 31, 2021 | 30.34% |
| November 30, 2021 | 30.34% |
| October 31, 2021 | 30.34% |
| September 30, 2021 | 30.34% |
| August 31, 2021 | 30.34% |
| July 31, 2021 | 30.34% |
| June 30, 2021 | 30.34% |
| May 31, 2021 | 30.34% |
| April 30, 2021 | 30.34% |
| March 31, 2021 | 30.34% |
| February 28, 2021 | 30.34% |
| January 31, 2021 | 28.27% |
| December 31, 2020 | 28.27% |
| November 30, 2020 | 28.27% |
| October 31, 2020 | 28.27% |
| September 30, 2020 | 28.27% |
| August 31, 2020 | 28.27% |
| July 31, 2020 | 28.27% |
| June 30, 2020 | 28.27% |
| May 31, 2020 | 28.27% |
| April 30, 2020 | 28.27% |
| March 31, 2020 | 28.27% |
| February 29, 2020 | 28.27% |
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
28.27%
Minimum
Apr 2019
35.73%
Maximum
Oct 2023
30.19%
Average
30.34%
Median
Feb 2021
Max Drawdown (5Y) Benchmarks
| Acme United Corp | 52.48% |
| The Hershey Co | 34.03% |
| Rocky Mountain Chocolate Factory Inc | 76.70% |
| Spectrum Brands Holdings Inc | 79.43% |
| RegalWorks Media Inc | 94.63% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.923 |
| Beta (5Y) | 0.1472 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.69% |
| Historical Sharpe Ratio (5Y) | -0.0422 |
| Historical Sortino (5Y) | -0.0817 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.39% |