ToughBuilt Industries Inc (TBLT)
2.80
+0.10
(+3.70%)
USD |
OTCM |
Nov 22, 15:58
ToughBuilt Industries Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| CompoSecure Inc | -- |
| ESAB Corp | -- |
| Hyperscale Data Inc | 100.00% |
| Omega Flex Inc | 74.73% |
| Smith & Wesson Brands Inc | 80.40% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -114.69 |
| Beta (5Y) | 2.179 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 145.8% |
| Historical Sharpe Ratio (5Y) | -0.5939 |
| Historical Sortino (5Y) | -1.367 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 58.61% |