Tejon Ranch Co (TRC)
17.07
+0.20
(+1.19%)
USD |
NYSE |
Apr 26, 16:00
17.06
-0.01
(-0.06%)
Pre-Market: 20:00
Tejon Ranch Max Drawdown (5Y): 51.68% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 51.68% |
| February 29, 2024 | 51.68% |
| January 31, 2024 | 51.68% |
| December 31, 2023 | 51.68% |
| November 30, 2023 | 51.68% |
| October 31, 2023 | 51.68% |
| September 30, 2023 | 51.68% |
| August 31, 2023 | 51.68% |
| July 31, 2023 | 51.68% |
| June 30, 2023 | 51.68% |
| May 31, 2023 | 51.68% |
| April 30, 2023 | 51.68% |
| March 31, 2023 | 51.68% |
| February 28, 2023 | 51.68% |
| January 31, 2023 | 51.68% |
| December 31, 2022 | 51.68% |
| November 30, 2022 | 51.68% |
| October 31, 2022 | 51.68% |
| September 30, 2022 | 51.68% |
| August 31, 2022 | 51.68% |
| July 31, 2022 | 51.68% |
| June 30, 2022 | 51.68% |
| May 31, 2022 | 51.68% |
| April 30, 2022 | 51.68% |
| March 31, 2022 | 51.68% |
| Date | Value |
|---|---|
| February 28, 2022 | 51.68% |
| January 31, 2022 | 51.68% |
| December 31, 2021 | 51.68% |
| November 30, 2021 | 51.68% |
| October 31, 2021 | 51.68% |
| September 30, 2021 | 51.68% |
| August 31, 2021 | 51.68% |
| July 31, 2021 | 51.68% |
| June 30, 2021 | 51.68% |
| May 31, 2021 | 51.68% |
| April 30, 2021 | 51.68% |
| March 31, 2021 | 51.68% |
| February 28, 2021 | 51.68% |
| January 31, 2021 | 51.68% |
| December 31, 2020 | 51.68% |
| November 30, 2020 | 55.38% |
| October 31, 2020 | 55.38% |
| September 30, 2020 | 55.38% |
| August 31, 2020 | 55.38% |
| July 31, 2020 | 55.38% |
| June 30, 2020 | 55.38% |
| May 31, 2020 | 55.38% |
| April 30, 2020 | 55.38% |
| March 31, 2020 | 55.38% |
| February 29, 2020 | 55.38% |
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
51.68%
Minimum
Dec 2020
55.38%
Maximum
Apr 2019
52.91%
Average
51.68%
Median
Dec 2020
Max Drawdown (5Y) Benchmarks
| Protect Pharmaceutical Corp | 99.94% |
| Hallmark Venture Group Inc | -- |
| Harte-Hanks Inc | 98.06% |
| Seaboard Corp | 43.33% |
| 1847 Holdings LLC | 99.95% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -12.90 |
| Beta (5Y) | 0.6348 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.56% |
| Historical Sharpe Ratio (5Y) | -0.1807 |
| Historical Sortino (5Y) | -0.3556 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.30% |