Temenos AG (TMSNY)
62.48
+0.96
(+1.56%)
USD |
OTCM |
May 03, 16:00
Temenos Max Drawdown (5Y): 71.09% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 71.09% |
| March 31, 2024 | 71.09% |
| February 29, 2024 | 71.09% |
| January 31, 2024 | 71.09% |
| December 31, 2023 | 71.09% |
| November 30, 2023 | 71.09% |
| October 31, 2023 | 71.09% |
| September 30, 2023 | 71.09% |
| August 31, 2023 | 71.09% |
| July 31, 2023 | 71.09% |
| June 30, 2023 | 71.09% |
| May 31, 2023 | 71.09% |
| April 30, 2023 | 71.09% |
| March 31, 2023 | 71.09% |
| February 28, 2023 | 71.09% |
| January 31, 2023 | 71.09% |
| December 31, 2022 | 71.09% |
| November 30, 2022 | 71.09% |
| October 31, 2022 | 71.09% |
| September 30, 2022 | 63.42% |
| August 31, 2022 | 60.21% |
| July 31, 2022 | 60.21% |
| June 30, 2022 | 60.21% |
| May 31, 2022 | 54.65% |
| April 30, 2022 | 54.65% |
| Date | Value |
|---|---|
| March 31, 2022 | 54.65% |
| February 28, 2022 | 45.98% |
| January 31, 2022 | 45.98% |
| December 31, 2021 | 45.98% |
| November 30, 2021 | 45.98% |
| October 31, 2021 | 45.98% |
| September 30, 2021 | 45.98% |
| August 31, 2021 | 45.98% |
| July 31, 2021 | 45.98% |
| June 30, 2021 | 45.98% |
| May 31, 2021 | 45.98% |
| April 30, 2021 | 45.98% |
| March 31, 2021 | 45.98% |
| February 28, 2021 | 45.98% |
| January 31, 2021 | 45.98% |
| December 31, 2020 | 45.98% |
| November 30, 2020 | 45.98% |
| October 31, 2020 | 45.98% |
| September 30, 2020 | 45.98% |
| August 31, 2020 | 45.98% |
| July 31, 2020 | 45.98% |
| June 30, 2020 | 45.98% |
| May 31, 2020 | 45.98% |
| April 30, 2020 | 45.98% |
| March 31, 2020 | 45.98% |
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
40.44%
Minimum
May 2019
71.09%
Maximum
Oct 2022
54.45%
Average
45.98%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -30.11 |
| Beta (5Y) | 0.9724 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 40.82% |
| Historical Sharpe Ratio (5Y) | -0.4722 |
| Historical Sortino (5Y) | -0.7561 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.43% |