TomTom NV (TMOAF)
7.886
0.00 (0.00%)
USD |
OTCM |
May 06, 16:00
TomTom Max Drawdown (5Y): 54.25% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 54.25% |
| March 31, 2024 | 54.25% |
| February 29, 2024 | 54.25% |
| January 31, 2024 | 54.25% |
| December 31, 2023 | 54.25% |
| November 30, 2023 | 54.25% |
| October 31, 2023 | 54.25% |
| September 30, 2023 | 54.25% |
| August 31, 2023 | 54.25% |
| July 31, 2023 | 54.25% |
| June 30, 2023 | 54.25% |
| May 31, 2023 | 54.25% |
| April 30, 2023 | 54.25% |
| March 31, 2023 | 54.25% |
| February 28, 2023 | 54.25% |
| January 31, 2023 | 54.25% |
| December 31, 2022 | 54.25% |
| November 30, 2022 | 54.25% |
| October 31, 2022 | 54.25% |
| September 30, 2022 | 54.25% |
| August 31, 2022 | 54.25% |
| July 31, 2022 | 54.25% |
| June 30, 2022 | 54.25% |
| May 31, 2022 | 54.25% |
| April 30, 2022 | 54.25% |
| Date | Value |
|---|---|
| March 31, 2022 | 54.25% |
| February 28, 2022 | 54.25% |
| January 31, 2022 | 54.25% |
| December 31, 2021 | 54.25% |
| November 30, 2021 | 54.25% |
| October 31, 2021 | 54.25% |
| September 30, 2021 | 54.25% |
| August 31, 2021 | 54.25% |
| July 31, 2021 | 54.25% |
| June 30, 2021 | 54.25% |
| May 31, 2021 | 54.25% |
| April 30, 2021 | 54.25% |
| March 31, 2021 | 54.25% |
| February 28, 2021 | 54.25% |
| January 31, 2021 | 54.25% |
| December 31, 2020 | 54.25% |
| November 30, 2020 | 54.25% |
| October 31, 2020 | 54.25% |
| September 30, 2020 | 54.25% |
| August 31, 2020 | 54.25% |
| July 31, 2020 | 54.25% |
| June 30, 2020 | 54.25% |
| May 31, 2020 | 54.25% |
| April 30, 2020 | 54.25% |
| March 31, 2020 | 54.25% |
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
48.18%
Minimum
Jun 2019
58.94%
Maximum
May 2019
53.41%
Average
54.25%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| ASML Holding NV | 56.87% |
| NXP Semiconductors NV | 53.27% |
| Nedap NV | 0.00% |
| Elastic NV | 74.33% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -12.72 |
| Beta (5Y) | 0.7701 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 42.16% |
| Historical Sharpe Ratio (5Y) | -0.098 |
| Historical Sortino (5Y) | -0.1466 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.54% |