TomTom NV (TMOAY)

2.50 -0.25 (-9.09%) USD  |  OTCM  |  Dec 20, 16:00
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TomTom Max Drawdown (5Y): 73.09% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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ASML Holding NV 56.87%
NXP Semiconductors NV 53.27%
Nedap NV 0.00%
Elastic NV 74.33%
Adyen NV 79.84%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -33.83
Beta (5Y) 1.388
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 43.82%
Historical Sharpe Ratio (5Y) -0.3489
Historical Sortino (5Y) -0.6017
Monthly Value at Risk (VaR) 5% (5Y Lookback) 19.91%