Tomra Systems ASA (TMRAY)
12.61
0.00 (0.00%)
USD |
OTCM |
May 22, 16:00
Tomra Systems Max Drawdown (5Y): 79.14% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 79.14% |
March 31, 2024 | 79.14% |
February 29, 2024 | 79.14% |
January 31, 2024 | 79.14% |
December 31, 2023 | 79.14% |
November 30, 2023 | 79.14% |
October 31, 2023 | 79.14% |
September 30, 2023 | 67.59% |
August 31, 2023 | 63.52% |
July 31, 2023 | 58.59% |
June 30, 2023 | 58.59% |
May 31, 2023 | 58.59% |
April 30, 2023 | 58.59% |
March 31, 2023 | 58.59% |
February 28, 2023 | 58.28% |
January 31, 2023 | 58.28% |
December 31, 2022 | 58.28% |
November 30, 2022 | 58.28% |
October 31, 2022 | 58.28% |
September 30, 2022 | 55.55% |
August 31, 2022 | 55.55% |
July 31, 2022 | 55.55% |
June 30, 2022 | 55.55% |
May 31, 2022 | 51.48% |
April 30, 2022 | 44.18% |
Date | Value |
---|---|
March 31, 2022 | 40.06% |
February 28, 2022 | 40.06% |
January 31, 2022 | 40.06% |
December 31, 2021 | 40.06% |
November 30, 2021 | 40.06% |
October 31, 2021 | 40.06% |
September 30, 2021 | 40.06% |
August 31, 2021 | 40.06% |
July 31, 2021 | 40.06% |
June 30, 2021 | 40.06% |
May 31, 2021 | 40.06% |
April 30, 2021 | 40.06% |
March 31, 2021 | 40.06% |
February 28, 2021 | 40.06% |
January 31, 2021 | 40.06% |
December 31, 2020 | 40.06% |
November 30, 2020 | 40.06% |
October 31, 2020 | 40.06% |
September 30, 2020 | 40.06% |
August 31, 2020 | 40.06% |
July 31, 2020 | 40.06% |
June 30, 2020 | 40.06% |
May 31, 2020 | 40.06% |
April 30, 2020 | 40.06% |
March 31, 2020 | 40.06% |
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
32.87%
Minimum
May 2019
79.14%
Maximum
Oct 2023
48.89%
Average
40.06%
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% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -24.59 |
Beta (5Y) | 1.835 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 49.48% |
Historical Sharpe Ratio (5Y) | -0.0837 |
Historical Sortino (5Y) | -0.1432 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.24% |