TOMI Environmental Solutions Inc (TOMZ)

0.99 +0.15 (+17.40%) USD  |  NASDAQ  |  Dec 26, 16:00
0.99 0.00 (0.00%) After-Hours: 20:00
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TOMI Environmental Solutions Max Drawdown (5Y): 97.15% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
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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Global Payments Inc 56.97%
National Asset Recovery Corp 99.34%
Daniels Corporate Advisory Co Inc --
Magellan Industries Inc --
Avalon Holdings Corp 88.49%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 31.48
Beta (5Y) -2.777
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 185.7%
Historical Sharpe Ratio (5Y) -0.0302
Historical Sortino (5Y) -0.12
Monthly Value at Risk (VaR) 5% (5Y Lookback) 38.54%