TOR Minerals International, Inc. (TORM)
2.34
+0.29
(+14.26%)
USD |
OTCM |
Aug 28, 16:00
TOR Minerals International Max Drawdown (5Y) : 75.86% for July 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2026 | 75.86% |
| June 30, 2026 | 78.27% |
| May 31, 2026 | 78.27% |
| April 30, 2026 | 78.27% |
| March 31, 2026 | 78.27% |
| February 28, 2026 | 78.27% |
| January 31, 2026 | 83.70% |
| December 31, 2025 | 85.51% |
| November 30, 2025 | 89.13% |
| October 31, 2025 | 91.54% |
| September 30, 2025 | 91.54% |
| August 31, 2025 | 91.54% |
| July 31, 2025 | 91.54% |
| June 30, 2025 | 91.54% |
| May 31, 2025 | 91.54% |
| April 30, 2025 | 91.54% |
| March 31, 2025 | 92.51% |
| February 28, 2025 | 92.51% |
| January 31, 2025 | 92.51% |
| December 31, 2024 | 92.51% |
| November 30, 2024 | 92.51% |
| October 31, 2024 | 92.51% |
| September 30, 2024 | 92.51% |
| August 31, 2024 | 92.51% |
| July 31, 2024 | 92.51% |
| Date | Value |
|---|---|
| June 30, 2024 | 92.51% |
| May 31, 2024 | 92.51% |
| April 30, 2024 | 92.51% |
| March 31, 2024 | 92.51% |
| February 29, 2024 | 92.51% |
| January 31, 2024 | 92.51% |
| December 31, 2023 | 92.51% |
| November 30, 2023 | 92.51% |
| October 31, 2023 | 92.51% |
| September 30, 2023 | 92.51% |
| August 31, 2023 | 92.51% |
| July 31, 2023 | 92.51% |
| June 30, 2023 | 92.51% |
| May 31, 2023 | 92.51% |
| April 30, 2023 | 92.51% |
| March 31, 2023 | 92.51% |
| February 28, 2023 | 92.51% |
| January 31, 2023 | 92.51% |
| December 31, 2022 | 92.51% |
| November 30, 2022 | 92.51% |
| October 31, 2022 | 92.51% |
| September 30, 2022 | 92.51% |
| August 31, 2022 | 92.51% |
| July 31, 2022 | 92.51% |
| June 30, 2022 | 92.51% |
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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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Albemarle Corp. | 83.90% |
| Cabot Corp. | 48.79% |
| Core Molding Technologies, Inc. | 65.95% |
| Kronos Worldwide, Inc. | 73.21% |
| Valhi, Inc. | 83.45% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.819 |
| Beta (5Y) | 0.2453 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 55.53% |
| Historical Sharpe Ratio (5Y) | 0.0079 |
| Historical Sortino (5Y) | 0.0152 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.72% |