Thermon Group Holdings Inc (THR)
31.18
+0.34
(+1.10%)
USD |
NYSE |
Nov 21, 16:00
31.21
+0.03
(+0.10%)
Pre-Market: 20:00
Thermon Group Holdings Max Drawdown (5Y): 63.47% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 63.47% |
| September 30, 2024 | 63.47% |
| August 31, 2024 | 63.47% |
| July 31, 2024 | 63.47% |
| June 30, 2024 | 63.47% |
| May 31, 2024 | 63.47% |
| April 30, 2024 | 63.47% |
| March 31, 2024 | 63.47% |
| February 29, 2024 | 63.47% |
| January 31, 2024 | 63.47% |
| December 31, 2023 | 63.47% |
| November 30, 2023 | 63.47% |
| October 31, 2023 | 63.47% |
| September 30, 2023 | 63.47% |
| August 31, 2023 | 63.47% |
| July 31, 2023 | 63.47% |
| June 30, 2023 | 63.47% |
| May 31, 2023 | 63.47% |
| April 30, 2023 | 63.47% |
| March 31, 2023 | 63.47% |
| February 28, 2023 | 63.47% |
| January 31, 2023 | 63.47% |
| December 31, 2022 | 63.47% |
| November 30, 2022 | 63.47% |
| October 31, 2022 | 63.47% |
| Date | Value |
|---|---|
| September 30, 2022 | 63.47% |
| August 31, 2022 | 63.47% |
| July 31, 2022 | 63.47% |
| June 30, 2022 | 63.47% |
| May 31, 2022 | 63.47% |
| April 30, 2022 | 63.47% |
| March 31, 2022 | 63.47% |
| February 28, 2022 | 63.47% |
| January 31, 2022 | 63.47% |
| December 31, 2021 | 63.47% |
| November 30, 2021 | 63.47% |
| October 31, 2021 | 63.47% |
| September 30, 2021 | 63.47% |
| August 31, 2021 | 63.47% |
| July 31, 2021 | 63.47% |
| June 30, 2021 | 63.47% |
| May 31, 2021 | 63.47% |
| April 30, 2021 | 63.47% |
| March 31, 2021 | 63.47% |
| February 28, 2021 | 63.47% |
| January 31, 2021 | 63.47% |
| December 31, 2020 | 63.47% |
| November 30, 2020 | 63.47% |
| October 31, 2020 | 63.47% |
| September 30, 2020 | 61.06% |
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
47.08%
Minimum
Nov 2019
63.47%
Maximum
Oct 2020
61.29%
Average
63.47%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
| Vertiv Holdings Co | -- |
| Advanced Energy Industries Inc | 62.28% |
| Plug Power Inc | 97.80% |
| Ultralife Corp | 67.97% |
| Ideal Power Inc | 98.64% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -14.21 |
| Beta (5Y) | 1.067 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 41.47% |
| Historical Sharpe Ratio (5Y) | -0.0106 |
| Historical Sortino (5Y) | -0.0199 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.63% |