Tecnoglass Inc (TGLS)
69.47
-0.18
(-0.26%)
USD |
NYSE |
Nov 05, 11:40
Tecnoglass Max Drawdown (5Y): 81.36% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 81.36% |
September 30, 2024 | 81.36% |
August 31, 2024 | 81.36% |
July 31, 2024 | 81.36% |
June 30, 2024 | 81.36% |
May 31, 2024 | 81.36% |
April 30, 2024 | 81.36% |
March 31, 2024 | 81.36% |
February 29, 2024 | 81.36% |
January 31, 2024 | 81.36% |
December 31, 2023 | 81.36% |
November 30, 2023 | 81.36% |
October 31, 2023 | 81.36% |
September 30, 2023 | 81.36% |
August 31, 2023 | 81.36% |
July 31, 2023 | 81.36% |
June 30, 2023 | 81.36% |
May 31, 2023 | 81.36% |
April 30, 2023 | 81.36% |
March 31, 2023 | 81.36% |
February 28, 2023 | 81.36% |
January 31, 2023 | 81.36% |
December 31, 2022 | 81.36% |
November 30, 2022 | 81.36% |
October 31, 2022 | 81.36% |
Date | Value |
---|---|
September 30, 2022 | 81.36% |
August 31, 2022 | 81.36% |
July 31, 2022 | 81.36% |
June 30, 2022 | 81.36% |
May 31, 2022 | 81.36% |
April 30, 2022 | 81.36% |
March 31, 2022 | 81.36% |
February 28, 2022 | 81.36% |
January 31, 2022 | 81.36% |
December 31, 2021 | 81.36% |
November 30, 2021 | 81.36% |
October 31, 2021 | 81.36% |
September 30, 2021 | 81.36% |
August 31, 2021 | 81.36% |
July 31, 2021 | 81.36% |
June 30, 2021 | 81.36% |
May 31, 2021 | 81.36% |
April 30, 2021 | 81.36% |
March 31, 2021 | 81.36% |
February 28, 2021 | 81.36% |
January 31, 2021 | 81.36% |
December 31, 2020 | 81.36% |
November 30, 2020 | 81.36% |
October 31, 2020 | 81.36% |
September 30, 2020 | 81.36% |
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
60.35%
Minimum
Nov 2019
81.36%
Maximum
Mar 2020
79.95%
Average
81.36%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Century Aluminum Co | 87.51% |
Friedman Industries Inc | 65.08% |
Solitario Resources Corp | 83.21% |
Golden Minerals Co | 99.08% |
Paramount Gold Nevada Corp | 81.95% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 27.81 |
Beta (5Y) | 1.864 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 66.44% |
Historical Sharpe Ratio (5Y) | 0.7807 |
Historical Sortino (5Y) | 1.216 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.13% |