Tomra Systems ASA (TMRAF)
13.05
-0.48
(-3.55%)
USD |
OTCM |
May 16, 16:00
Tomra Systems Max Drawdown (5Y): 79.06% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 79.06% |
March 31, 2024 | 79.06% |
February 29, 2024 | 79.06% |
January 31, 2024 | 79.06% |
December 31, 2023 | 79.06% |
November 30, 2023 | 79.06% |
October 31, 2023 | 79.06% |
September 30, 2023 | 66.99% |
August 31, 2023 | 63.00% |
July 31, 2023 | 57.82% |
June 30, 2023 | 57.82% |
May 31, 2023 | 57.82% |
April 30, 2023 | 57.82% |
March 31, 2023 | 57.82% |
February 28, 2023 | 57.37% |
January 31, 2023 | 57.37% |
December 31, 2022 | 57.37% |
November 30, 2022 | 57.37% |
October 31, 2022 | 57.37% |
September 30, 2022 | 53.90% |
August 31, 2022 | 53.90% |
July 31, 2022 | 53.90% |
June 30, 2022 | 53.90% |
May 31, 2022 | 50.91% |
April 30, 2022 | 43.70% |
Date | Value |
---|---|
March 31, 2022 | 38.35% |
February 28, 2022 | 38.35% |
January 31, 2022 | 38.35% |
December 31, 2021 | 38.35% |
November 30, 2021 | 38.35% |
October 31, 2021 | 38.35% |
September 30, 2021 | 38.35% |
August 31, 2021 | 38.35% |
July 31, 2021 | 38.35% |
June 30, 2021 | 38.35% |
May 31, 2021 | 38.35% |
April 30, 2021 | 38.35% |
March 31, 2021 | 38.35% |
February 28, 2021 | 38.35% |
January 31, 2021 | 38.35% |
December 31, 2020 | 38.35% |
November 30, 2020 | 38.35% |
October 31, 2020 | 38.35% |
September 30, 2020 | 38.35% |
August 31, 2020 | 38.35% |
July 31, 2020 | 38.35% |
June 30, 2020 | 38.35% |
May 31, 2020 | 38.35% |
April 30, 2020 | 38.35% |
March 31, 2020 | 38.35% |
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
30.44%
Minimum
Aug 2019
79.06%
Maximum
Oct 2023
47.52%
Average
38.35%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Norwegian Air Shuttle ASA | 99.97% |
AMSC ASA | 65.23% |
MPC Container Ships ASA | 100.00% |
NEL ASA | 90.05% |
Bonheur ASA | 34.10% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -23.38 |
Beta (5Y) | 1.646 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 49.19% |
Historical Sharpe Ratio (5Y) | -0.1022 |
Historical Sortino (5Y) | -0.1696 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.97% |