TOMI Environmental Solutions, Inc. (TOMZ)
0.635
+0.01
(+0.83%)
USD |
NASDAQ |
Mar 03, 15:35
TOMI Environmental Solutions Max Drawdown (5Y) : 97.15% for Feb. 28, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
| Global Payments, Inc. | 68.18% |
| GreetEat Corp. | 97.39% |
| Daniels Corporate Advisory Co., Inc. | 100.00% |
| Magellan Industries, Inc. | 99.50% |
| AAR Corp. | 38.66% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -50.90 |
| Beta (5Y) | 1.577 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 81.26% |
| Historical Sharpe Ratio (5Y) | -0.4158 |
| Historical Sortino (5Y) | -0.9626 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 30.31% |