Turning Point Brands Inc (TPB)
61.86
-0.45
(-0.72%)
USD |
NYSE |
Nov 21, 16:00
61.86
0.00 (0.00%)
After-Hours: 18:54
Turning Point Brands Max Drawdown (5Y): 72.75% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 72.75% |
| September 30, 2024 | 72.75% |
| August 31, 2024 | 72.75% |
| July 31, 2024 | 72.75% |
| June 30, 2024 | 72.75% |
| May 31, 2024 | 72.75% |
| April 30, 2024 | 72.75% |
| March 31, 2024 | 72.75% |
| February 29, 2024 | 72.75% |
| January 31, 2024 | 72.75% |
| December 31, 2023 | 72.75% |
| November 30, 2023 | 72.75% |
| October 31, 2023 | 72.75% |
| September 30, 2023 | 72.75% |
| August 31, 2023 | 72.75% |
| July 31, 2023 | 72.75% |
| June 30, 2023 | 72.75% |
| May 31, 2023 | 72.75% |
| April 30, 2023 | 72.75% |
| March 31, 2023 | 72.75% |
| February 28, 2023 | 72.75% |
| January 31, 2023 | 72.75% |
| December 31, 2022 | 72.75% |
| November 30, 2022 | 72.75% |
| October 31, 2022 | 72.75% |
| Date | Value |
|---|---|
| September 30, 2022 | 72.75% |
| August 31, 2022 | 72.75% |
| July 31, 2022 | 72.75% |
| June 30, 2022 | 72.75% |
| May 31, 2022 | 72.75% |
| April 30, 2022 | 72.75% |
| March 31, 2022 | 72.75% |
| February 28, 2022 | 72.75% |
| January 31, 2022 | 72.75% |
| December 31, 2021 | 72.75% |
| November 30, 2021 | 72.75% |
| October 31, 2021 | 72.75% |
| September 30, 2021 | 72.75% |
| August 31, 2021 | 72.75% |
| July 31, 2021 | 72.75% |
| June 30, 2021 | 72.75% |
| May 31, 2021 | 72.75% |
| April 30, 2021 | 72.75% |
| March 31, 2021 | 72.75% |
| February 28, 2021 | 72.75% |
| January 31, 2021 | 72.75% |
| December 31, 2020 | 72.75% |
| November 30, 2020 | 72.75% |
| October 31, 2020 | 72.75% |
| September 30, 2020 | 72.75% |
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
62.35%
Minimum
Nov 2019
72.75%
Maximum
Mar 2020
72.06%
Average
72.75%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Altria Group Inc | 53.62% |
| Philip Morris International Inc | 42.75% |
| Acme United Corp | 52.48% |
| Kaival Brands Innovations Group Inc | 99.93% |
| Ispire Technology Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 8.291 |
| Beta (5Y) | 0.6257 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.69% |
| Historical Sharpe Ratio (5Y) | 0.423 |
| Historical Sortino (5Y) | 0.8122 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.82% |