Taylor Devices Inc (TAYD)

41.29 -0.65 (-1.55%) USD  |  NASDAQ  |  Dec 20, 16:00
41.50 +0.21 (+0.51%) Pre-Market: 20:00
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Taylor Devices Max Drawdown (5Y): 66.49% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Median

Max Drawdown (5Y) Benchmarks

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American Superconductor Corp 89.06%
Enerpac Tool Group Corp 53.61%
Nordson Corp 44.23%
TPI Composites Inc 97.57%
Serve Robotics Inc --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 18.98
Beta (5Y) 1.027
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 45.53%
Historical Sharpe Ratio (5Y) 0.7181
Historical Sortino (5Y) 1.332
Monthly Value at Risk (VaR) 5% (5Y Lookback) 15.19%