Thomson Reuters Corp (TRI)
164.74
+1.78
(+1.09%)
USD |
NYSE |
May 03, 16:00
164.68
-0.06
(-0.04%)
After-Hours: 20:00
Thomson Reuters Max Drawdown (5Y): 35.36% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 35.36% |
March 31, 2024 | 35.36% |
February 29, 2024 | 35.36% |
January 31, 2024 | 35.36% |
December 31, 2023 | 35.36% |
November 30, 2023 | 35.36% |
October 31, 2023 | 35.36% |
September 30, 2023 | 35.36% |
August 31, 2023 | 35.36% |
July 31, 2023 | 35.36% |
June 30, 2023 | 35.36% |
May 31, 2023 | 35.36% |
April 30, 2023 | 35.36% |
March 31, 2023 | 35.36% |
February 28, 2023 | 35.36% |
January 31, 2023 | 35.36% |
December 31, 2022 | 35.36% |
November 30, 2022 | 35.36% |
October 31, 2022 | 35.36% |
September 30, 2022 | 35.36% |
August 31, 2022 | 35.36% |
July 31, 2022 | 35.36% |
June 30, 2022 | 35.36% |
May 31, 2022 | 35.36% |
April 30, 2022 | 35.36% |
Date | Value |
---|---|
March 31, 2022 | 35.36% |
February 28, 2022 | 35.36% |
January 31, 2022 | 35.36% |
December 31, 2021 | 35.36% |
November 30, 2021 | 35.36% |
October 31, 2021 | 35.36% |
September 30, 2021 | 35.36% |
August 31, 2021 | 35.36% |
July 31, 2021 | 35.36% |
June 30, 2021 | 35.36% |
May 31, 2021 | 35.36% |
April 30, 2021 | 35.36% |
March 31, 2021 | 35.36% |
February 28, 2021 | 35.36% |
January 31, 2021 | 35.36% |
December 31, 2020 | 35.36% |
November 30, 2020 | 35.36% |
October 31, 2020 | 35.36% |
September 30, 2020 | 35.36% |
August 31, 2020 | 35.36% |
July 31, 2020 | 35.36% |
June 30, 2020 | 35.36% |
May 31, 2020 | 35.36% |
April 30, 2020 | 35.36% |
March 31, 2020 | 35.36% |
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
20.38%
Minimum
May 2019
35.36%
Maximum
Mar 2020
32.87%
Average
35.36%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Excelsior Solutions Corp | 94.95% |
Enviro Serv Inc | 99.84% |
Automatic Data Processing Inc | 39.40% |
Cass Information Systems Inc | 50.90% |
Cintas Corp | 48.38% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 12.18 |
Beta (5Y) | 0.6641 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.11% |
Historical Sharpe Ratio (5Y) | 0.8855 |
Historical Sortino (5Y) | 1.147 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.06% |