TORM PLC (TRMD)
34.78
+0.22
(+0.64%)
USD |
NASDAQ |
May 03, 16:00
34.78
0.00 (0.00%)
After-Hours: 20:00
TORM Max Drawdown (5Y): 47.13% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 47.13% |
March 31, 2024 | 47.13% |
February 29, 2024 | 47.13% |
January 31, 2024 | 47.13% |
December 31, 2023 | 47.13% |
November 30, 2023 | 47.13% |
October 31, 2023 | 47.13% |
September 30, 2023 | 47.13% |
August 31, 2023 | 47.13% |
July 31, 2023 | 47.13% |
June 30, 2023 | 47.13% |
May 31, 2023 | 47.13% |
April 30, 2023 | 47.13% |
March 31, 2023 | 47.13% |
February 28, 2023 | 47.13% |
January 31, 2023 | 47.13% |
December 31, 2022 | 47.13% |
November 30, 2022 | 47.13% |
October 31, 2022 | 47.13% |
September 30, 2022 | 47.13% |
August 31, 2022 | 47.13% |
July 31, 2022 | 47.13% |
June 30, 2022 | 47.13% |
May 31, 2022 | 47.13% |
April 30, 2022 | 47.13% |
Date | Value |
---|---|
March 31, 2022 | 47.13% |
February 28, 2022 | 47.13% |
January 31, 2022 | 47.13% |
December 31, 2021 | 47.13% |
November 30, 2021 | 47.13% |
October 31, 2021 | 47.13% |
September 30, 2021 | 47.13% |
August 31, 2021 | 47.13% |
July 31, 2021 | 47.13% |
June 30, 2021 | 47.13% |
May 31, 2021 | 47.13% |
April 30, 2021 | 47.13% |
March 31, 2021 | 47.13% |
February 28, 2021 | 47.13% |
January 31, 2021 | 47.13% |
December 31, 2020 | 47.13% |
November 30, 2020 | 47.13% |
October 31, 2020 | 47.13% |
September 30, 2020 | 47.13% |
August 31, 2020 | 47.13% |
July 31, 2020 | 47.13% |
June 30, 2020 | 47.13% |
May 31, 2020 | 44.00% |
April 30, 2020 | 44.00% |
March 31, 2020 | 44.00% |
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
32.02%
Minimum
May 2019
47.13%
Maximum
Jun 2020
45.88%
Average
47.13%
Median
Jun 2020
Max Drawdown (5Y) Benchmarks
BP PLC | 63.90% |
Navigator Holdings Ltd | 81.34% |
Awilco Drilling PLC | 100.0% |
Shell PLC | 67.23% |
Odfjell Drilling Ltd | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 44.31 |
Beta (5Y) | 0.1817 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 45.73% |
Historical Sharpe Ratio (5Y) | 1.013 |
Historical Sortino (5Y) | 2.166 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.33% |