TomTom NV (TMOAY)
2.88
0.00 (0.00%)
USD |
OTCM |
Nov 21, 16:00
TomTom Max Drawdown (5Y): 73.09% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 73.09% |
| September 30, 2024 | 73.09% |
| August 31, 2024 | 73.09% |
| July 31, 2024 | 73.09% |
| June 30, 2024 | 73.09% |
| May 31, 2024 | 73.09% |
| April 30, 2024 | 73.09% |
| March 31, 2024 | 73.09% |
| February 29, 2024 | 73.09% |
| January 31, 2024 | 73.09% |
| December 31, 2023 | 73.09% |
| November 30, 2023 | 73.09% |
| October 31, 2023 | 73.09% |
| September 30, 2023 | 69.12% |
| August 31, 2023 | 69.12% |
| July 31, 2023 | 69.12% |
| June 30, 2023 | 69.12% |
| May 31, 2023 | 69.12% |
| April 30, 2023 | 69.12% |
| March 31, 2023 | 69.12% |
| February 28, 2023 | 69.12% |
| January 31, 2023 | 69.12% |
| December 31, 2022 | 69.12% |
| November 30, 2022 | 69.12% |
| October 31, 2022 | 69.12% |
| Date | Value |
|---|---|
| September 30, 2022 | 69.12% |
| August 31, 2022 | 69.12% |
| July 31, 2022 | 69.12% |
| June 30, 2022 | 69.12% |
| May 31, 2022 | 69.12% |
| April 30, 2022 | 69.12% |
| March 31, 2022 | 69.12% |
| February 28, 2022 | 69.12% |
| January 31, 2022 | 69.12% |
| December 31, 2021 | 69.12% |
| November 30, 2021 | 69.12% |
| October 31, 2021 | 69.12% |
| September 30, 2021 | 69.12% |
| August 31, 2021 | 69.12% |
| July 31, 2021 | 69.12% |
| June 30, 2021 | 69.12% |
| May 31, 2021 | 69.12% |
| April 30, 2021 | 69.12% |
| March 31, 2021 | 69.12% |
| February 28, 2021 | 69.12% |
| January 31, 2021 | 69.12% |
| December 31, 2020 | 69.12% |
| November 30, 2020 | 69.12% |
| October 31, 2020 | 69.12% |
| September 30, 2020 | 69.12% |
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
54.01%
Minimum
Nov 2019
73.09%
Maximum
Oct 2023
68.97%
Average
69.12%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| ASML Holding NV | 56.87% |
| NXP Semiconductors NV | 53.27% |
| Nedap NV | 0.00% |
| Elastic NV | -- |
| Adyen NV | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -33.88 |
| Beta (5Y) | 1.397 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 43.90% |
| Historical Sharpe Ratio (5Y) | -0.361 |
| Historical Sortino (5Y) | -0.6218 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.91% |