TOMI Environmental Solutions Inc (TOMZ)
0.745
0.00 (0.00%)
USD |
NASDAQ |
Nov 21, 16:00
0.7326
-0.01
(-1.66%)
Pre-Market: 20:00
TOMI Environmental Solutions Max Drawdown (5Y): 97.15% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 97.15% |
| September 30, 2024 | 97.15% |
| August 31, 2024 | 97.15% |
| July 31, 2024 | 97.15% |
| June 30, 2024 | 97.15% |
| May 31, 2024 | 97.15% |
| April 30, 2024 | 97.15% |
| March 31, 2024 | 97.15% |
| February 29, 2024 | 97.15% |
| January 31, 2024 | 97.15% |
| December 31, 2023 | 97.15% |
| November 30, 2023 | 97.15% |
| October 31, 2023 | 97.15% |
| September 30, 2023 | 97.15% |
| August 31, 2023 | 97.15% |
| July 31, 2023 | 97.15% |
| June 30, 2023 | 97.15% |
| May 31, 2023 | 97.15% |
| April 30, 2023 | 97.15% |
| March 31, 2023 | 97.15% |
| February 28, 2023 | 97.15% |
| January 31, 2023 | 97.15% |
| December 31, 2022 | 97.15% |
| November 30, 2022 | 96.32% |
| October 31, 2022 | 96.32% |
| Date | Value |
|---|---|
| September 30, 2022 | 96.32% |
| August 31, 2022 | 96.32% |
| July 31, 2022 | 96.32% |
| June 30, 2022 | 96.32% |
| May 31, 2022 | 96.32% |
| April 30, 2022 | 95.22% |
| March 31, 2022 | 94.73% |
| February 28, 2022 | 94.50% |
| January 31, 2022 | 94.50% |
| December 31, 2021 | 94.50% |
| November 30, 2021 | 94.50% |
| October 31, 2021 | 94.50% |
| September 30, 2021 | 94.50% |
| August 31, 2021 | 94.50% |
| July 31, 2021 | 94.50% |
| June 30, 2021 | 94.50% |
| May 31, 2021 | 94.50% |
| April 30, 2021 | 94.50% |
| March 31, 2021 | 94.50% |
| February 28, 2021 | 94.50% |
| January 31, 2021 | 94.50% |
| December 31, 2020 | 94.50% |
| November 30, 2020 | 94.50% |
| October 31, 2020 | 94.50% |
| September 30, 2020 | 94.50% |
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
94.50%
Minimum
Nov 2019
97.15%
Maximum
Dec 2022
95.74%
Average
95.77%
Median
Max Drawdown (5Y) Benchmarks
| Global Payments Inc | 56.97% |
| Performant Financial Corp | 88.55% |
| National Asset Recovery Corp | 99.34% |
| Daniels Corporate Advisory Co Inc | 100.00% |
| Magellan Industries Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 32.52 |
| Beta (5Y) | -2.749 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 185.6% |
| Historical Sharpe Ratio (5Y) | -0.0159 |
| Historical Sortino (5Y) | -0.0628 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 38.54% |