TPI Composites Inc (TPIC)
2.775
+0.38
(+16.11%)
USD |
NASDAQ |
Apr 26, 16:00
2.775
0.00 (0.00%)
After-Hours: 18:31
TPI Composites Max Drawdown (5Y): 97.57% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 97.57% |
| February 29, 2024 | 97.57% |
| January 31, 2024 | 97.57% |
| December 31, 2023 | 97.57% |
| November 30, 2023 | 97.57% |
| October 31, 2023 | 97.47% |
| September 30, 2023 | 96.75% |
| August 31, 2023 | 94.44% |
| July 31, 2023 | 92.46% |
| June 30, 2023 | 88.95% |
| May 31, 2023 | 88.95% |
| April 30, 2023 | 88.95% |
| March 31, 2023 | 88.95% |
| February 28, 2023 | 88.95% |
| January 31, 2023 | 88.95% |
| December 31, 2022 | 88.95% |
| November 30, 2022 | 88.95% |
| October 31, 2022 | 88.95% |
| September 30, 2022 | 87.63% |
| August 31, 2022 | 87.63% |
| July 31, 2022 | 87.63% |
| June 30, 2022 | 87.63% |
| May 31, 2022 | 87.63% |
| April 30, 2022 | 87.63% |
| March 31, 2022 | 87.63% |
| Date | Value |
|---|---|
| February 28, 2022 | 87.63% |
| January 31, 2022 | 86.44% |
| December 31, 2021 | 81.61% |
| November 30, 2021 | 77.36% |
| October 31, 2021 | 70.49% |
| September 30, 2021 | 70.49% |
| August 31, 2021 | 70.49% |
| July 31, 2021 | 70.49% |
| June 30, 2021 | 70.49% |
| May 31, 2021 | 70.49% |
| April 30, 2021 | 70.49% |
| March 31, 2021 | 70.49% |
| February 28, 2021 | 70.49% |
| January 31, 2021 | 70.49% |
| December 31, 2020 | 70.49% |
| November 30, 2020 | 70.49% |
| October 31, 2020 | 70.49% |
| September 30, 2020 | 70.49% |
| August 31, 2020 | 70.49% |
| July 31, 2020 | 70.49% |
| June 30, 2020 | 70.49% |
| May 31, 2020 | 70.49% |
| April 30, 2020 | 70.49% |
| March 31, 2020 | 70.49% |
| February 29, 2020 | 50.60% |
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
41.07%
Minimum
Apr 2019
97.57%
Maximum
Nov 2023
75.59%
Average
70.49%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| American Superconductor Corp | 89.06% |
| Enerpac Tool Group Corp | 53.61% |
| Nordson Corp | 44.23% |
| Taylor Devices Inc | 66.49% |
| Shapeways Holdings Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -65.19 |
| Beta (5Y) | 2.030 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 86.20% |
| Historical Sharpe Ratio (5Y) | -0.4489 |
| Historical Sortino (5Y) | -0.8433 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 38.51% |