Thomson Reuters Corp (TRI)
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May 01, 16:00
151.43
0.00 (0.00%)
After-Hours: 20:00
Thomson Reuters Max Drawdown (5Y): 35.36% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 35.36% |
| March 31, 2024 | 35.36% |
| February 29, 2024 | 35.36% |
| January 31, 2024 | 35.36% |
| December 31, 2023 | 35.36% |
| November 30, 2023 | 35.36% |
| October 31, 2023 | 35.36% |
| September 30, 2023 | 35.36% |
| August 31, 2023 | 35.36% |
| July 31, 2023 | 35.36% |
| June 30, 2023 | 35.36% |
| May 31, 2023 | 35.36% |
| April 30, 2023 | 35.36% |
| March 31, 2023 | 35.36% |
| February 28, 2023 | 35.36% |
| January 31, 2023 | 35.36% |
| December 31, 2022 | 35.36% |
| November 30, 2022 | 35.36% |
| October 31, 2022 | 35.36% |
| September 30, 2022 | 35.36% |
| August 31, 2022 | 35.36% |
| July 31, 2022 | 35.36% |
| June 30, 2022 | 35.36% |
| May 31, 2022 | 35.36% |
| April 30, 2022 | 35.36% |
| Date | Value |
|---|---|
| March 31, 2022 | 35.36% |
| February 28, 2022 | 35.36% |
| January 31, 2022 | 35.36% |
| December 31, 2021 | 35.36% |
| November 30, 2021 | 35.36% |
| October 31, 2021 | 35.36% |
| September 30, 2021 | 35.36% |
| August 31, 2021 | 35.36% |
| July 31, 2021 | 35.36% |
| June 30, 2021 | 35.36% |
| May 31, 2021 | 35.36% |
| April 30, 2021 | 35.36% |
| March 31, 2021 | 35.36% |
| February 28, 2021 | 35.36% |
| January 31, 2021 | 35.36% |
| December 31, 2020 | 35.36% |
| November 30, 2020 | 35.36% |
| October 31, 2020 | 35.36% |
| September 30, 2020 | 35.36% |
| August 31, 2020 | 35.36% |
| July 31, 2020 | 35.36% |
| June 30, 2020 | 35.36% |
| May 31, 2020 | 35.36% |
| April 30, 2020 | 35.36% |
| March 31, 2020 | 35.36% |
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
20.38%
Minimum
May 2019
35.36%
Maximum
Mar 2020
32.87%
Average
35.36%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Excelsior Solutions Corp | 94.95% |
| Enviro Serv Inc | 99.84% |
| Automatic Data Processing Inc | 39.40% |
| Cass Information Systems Inc | 50.90% |
| Cintas Corp | 48.38% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 12.18 |
| Beta (5Y) | 0.6641 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.11% |
| Historical Sharpe Ratio (5Y) | 0.8855 |
| Historical Sortino (5Y) | 1.147 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.06% |