Turning Point Brands Inc (TPB)
57.09
+0.18
(+0.32%)
USD |
NYSE |
Apr 15, 16:00
57.09
0.00 (0.00%)
After-Hours: 17:37
Turning Point Brands Max Drawdown (5Y): 66.44% for March 31, 2025
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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
| Altria Group Inc | 46.78% |
| Philip Morris International Inc | 35.31% |
| Acme United Corp | 52.48% |
| Kaival Brands Innovations Group Inc | 99.93% |
| Ispire Technology Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 10.21 |
| Beta (5Y) | 0.6986 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.96% |
| Historical Sharpe Ratio (5Y) | 0.535 |
| Historical Sortino (5Y) | 1.273 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.90% |