TORM PLC (TRMD)

19.64 +0.58 (+3.04%) USD  |  NASDAQ  |  Dec 24, 13:00
19.70 +0.06 (+0.31%) After-Hours: 13:41
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TORM Max Drawdown (5Y): 47.13% 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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BP PLC 63.90%
Navigator Holdings Ltd 82.41%
Awilco Drilling PLC 100.0%
Shell PLC 67.23%
Odfjell Drilling Ltd --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 25.69
Beta (5Y) 0.2367
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 46.51%
Historical Sharpe Ratio (5Y) 0.6203
Historical Sortino (5Y) 1.237
Monthly Value at Risk (VaR) 5% (5Y Lookback) 17.39%