Twin Disc Inc (TWIN)
15.67
-0.14
(-0.89%)
USD |
NASDAQ |
May 07, 16:00
15.67
0.00 (0.00%)
After-Hours: 17:03
Twin Disc Max Drawdown (5Y): 84.84% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 84.84% |
March 31, 2024 | 84.84% |
February 29, 2024 | 84.84% |
January 31, 2024 | 84.84% |
December 31, 2023 | 84.84% |
November 30, 2023 | 84.84% |
October 31, 2023 | 84.84% |
September 30, 2023 | 84.84% |
August 31, 2023 | 84.84% |
July 31, 2023 | 84.84% |
June 30, 2023 | 84.84% |
May 31, 2023 | 84.84% |
April 30, 2023 | 84.84% |
March 31, 2023 | 84.84% |
February 28, 2023 | 84.84% |
January 31, 2023 | 84.84% |
December 31, 2022 | 84.84% |
November 30, 2022 | 84.84% |
October 31, 2022 | 84.84% |
September 30, 2022 | 84.84% |
August 31, 2022 | 84.84% |
July 31, 2022 | 84.84% |
June 30, 2022 | 84.84% |
May 31, 2022 | 84.84% |
April 30, 2022 | 84.84% |
Date | Value |
---|---|
March 31, 2022 | 84.84% |
February 28, 2022 | 84.84% |
January 31, 2022 | 84.84% |
December 31, 2021 | 84.84% |
November 30, 2021 | 84.84% |
October 31, 2021 | 84.84% |
September 30, 2021 | 84.84% |
August 31, 2021 | 84.84% |
July 31, 2021 | 84.84% |
June 30, 2021 | 84.84% |
May 31, 2021 | 84.84% |
April 30, 2021 | 84.84% |
March 31, 2021 | 84.84% |
February 28, 2021 | 84.84% |
January 31, 2021 | 84.84% |
December 31, 2020 | 84.84% |
November 30, 2020 | 84.84% |
October 31, 2020 | 84.84% |
September 30, 2020 | 84.84% |
August 31, 2020 | 84.05% |
July 31, 2020 | 84.05% |
June 30, 2020 | 84.05% |
May 31, 2020 | 83.98% |
April 30, 2020 | 83.63% |
March 31, 2020 | 80.25% |
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
80.23%
Minimum
May 2019
84.84%
Maximum
Sep 2020
83.92%
Average
84.84%
Median
Sep 2020
Max Drawdown (5Y) Benchmarks
Bloom Energy Corp | 92.54% |
Cummins Inc | 44.05% |
Regi US Inc | 99.97% |
Solid Power Inc | -- |
NuScale Power Corp | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -13.91 |
Beta (5Y) | 0.7847 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 52.82% |
Historical Sharpe Ratio (5Y) | -0.0978 |
Historical Sortino (5Y) | -0.1778 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.48% |