Tootsie Roll Industries Inc (TR)

31.81 +0.09 (+0.28%) USD  |  NYSE  |  Dec 20, 16:00
31.80 -0.01 (-0.03%) Pre-Market: 20:00
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Tootsie Roll Industries Max Drawdown (5Y): 36.41% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Acme United Corp 52.48%
The Hershey Co 35.87%
Rocky Mountain Chocolate Factory Inc 84.62%
Spectrum Brands Holdings Inc 79.43%
RegalWorks Media Inc 97.96%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -1.915
Beta (5Y) 0.2130
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 24.30%
Historical Sharpe Ratio (5Y) 0.0383
Historical Sortino (5Y) 0.078
Monthly Value at Risk (VaR) 5% (5Y Lookback) 9.32%