Trinseo PLC (TSE)
2.98
+0.16
(+5.67%)
USD |
NYSE |
May 03, 13:15
Trinseo Max Drawdown (5Y): 96.22% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 96.22% |
| March 31, 2024 | 95.32% |
| February 29, 2024 | 93.81% |
| January 31, 2024 | 92.07% |
| December 31, 2023 | 92.07% |
| November 30, 2023 | 92.07% |
| October 31, 2023 | 92.07% |
| September 30, 2023 | 89.05% |
| August 31, 2023 | 84.85% |
| July 31, 2023 | 82.37% |
| June 30, 2023 | 82.37% |
| May 31, 2023 | 82.14% |
| April 30, 2023 | 81.40% |
| March 31, 2023 | 81.40% |
| February 28, 2023 | 81.40% |
| January 31, 2023 | 81.40% |
| December 31, 2022 | 81.40% |
| November 30, 2022 | 81.40% |
| October 31, 2022 | 81.40% |
| September 30, 2022 | 81.40% |
| August 31, 2022 | 81.40% |
| July 31, 2022 | 81.40% |
| June 30, 2022 | 81.40% |
| May 31, 2022 | 81.40% |
| April 30, 2022 | 81.40% |
| Date | Value |
|---|---|
| March 31, 2022 | 81.40% |
| February 28, 2022 | 81.40% |
| January 31, 2022 | 81.40% |
| December 31, 2021 | 81.40% |
| November 30, 2021 | 81.40% |
| October 31, 2021 | 81.40% |
| September 30, 2021 | 81.40% |
| August 31, 2021 | 81.40% |
| July 31, 2021 | 81.40% |
| June 30, 2021 | 81.40% |
| May 31, 2021 | 81.40% |
| April 30, 2021 | 81.40% |
| March 31, 2021 | 81.40% |
| February 28, 2021 | 81.40% |
| January 31, 2021 | 81.40% |
| December 31, 2020 | 81.40% |
| November 30, 2020 | 81.40% |
| October 31, 2020 | 81.40% |
| September 30, 2020 | 81.40% |
| August 31, 2020 | 81.40% |
| July 31, 2020 | 81.40% |
| June 30, 2020 | 81.40% |
| May 31, 2020 | 81.40% |
| April 30, 2020 | 81.40% |
| March 31, 2020 | 81.40% |
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
54.65%
Minimum
May 2019
96.22%
Maximum
Apr 2024
79.97%
Average
81.40%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Universal Stainless & Alloy Products Inc | 82.45% |
| Friedman Industries Inc | 65.08% |
| Solitario Resources Corp | 83.21% |
| Golden Minerals Co | 98.94% |
| Paramount Gold Nevada Corp | 81.95% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -61.56 |
| Beta (5Y) | 1.608 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 63.53% |
| Historical Sharpe Ratio (5Y) | -0.6869 |
| Historical Sortino (5Y) | -1.186 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 30.92% |