TORM PLC (TRMD)
33.06
-0.17
(-0.51%)
USD |
NASDAQ |
Apr 17, 16:00
32.95
-0.11
(-0.33%)
After-Hours: 07:13
TORM Max Drawdown (5Y): 47.13% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 47.13% |
| February 29, 2024 | 47.13% |
| January 31, 2024 | 47.13% |
| December 31, 2023 | 47.13% |
| November 30, 2023 | 47.13% |
| October 31, 2023 | 47.13% |
| September 30, 2023 | 47.13% |
| August 31, 2023 | 47.13% |
| July 31, 2023 | 47.13% |
| June 30, 2023 | 47.13% |
| May 31, 2023 | 47.13% |
| April 30, 2023 | 47.13% |
| March 31, 2023 | 47.13% |
| February 28, 2023 | 47.13% |
| January 31, 2023 | 47.13% |
| December 31, 2022 | 47.13% |
| November 30, 2022 | 47.13% |
| October 31, 2022 | 47.13% |
| September 30, 2022 | 47.13% |
| August 31, 2022 | 47.13% |
| July 31, 2022 | 47.13% |
| June 30, 2022 | 47.13% |
| May 31, 2022 | 47.13% |
| April 30, 2022 | 47.13% |
| March 31, 2022 | 47.13% |
| Date | Value |
|---|---|
| February 28, 2022 | 47.13% |
| January 31, 2022 | 47.13% |
| December 31, 2021 | 47.13% |
| November 30, 2021 | 47.13% |
| October 31, 2021 | 47.13% |
| September 30, 2021 | 47.13% |
| August 31, 2021 | 47.13% |
| July 31, 2021 | 47.13% |
| June 30, 2021 | 47.13% |
| May 31, 2021 | 47.13% |
| April 30, 2021 | 47.13% |
| March 31, 2021 | 47.13% |
| February 28, 2021 | 47.13% |
| January 31, 2021 | 47.13% |
| December 31, 2020 | 47.13% |
| November 30, 2020 | 47.13% |
| October 31, 2020 | 47.13% |
| September 30, 2020 | 47.13% |
| August 31, 2020 | 47.13% |
| July 31, 2020 | 47.13% |
| June 30, 2020 | 47.13% |
| May 31, 2020 | 44.00% |
| April 30, 2020 | 44.00% |
| March 31, 2020 | 44.00% |
| February 29, 2020 | 44.00% |
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
32.02%
Minimum
Apr 2019
47.13%
Maximum
Jun 2020
45.62%
Average
47.13%
Median
Jun 2020
Max Drawdown (5Y) Benchmarks
| Shell PLC | 67.23% |
| BP PLC | 63.90% |
| Navigator Holdings Ltd | 81.34% |
| Awilco Drilling PLC | 100.0% |
| Odfjell Drilling Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 43.92 |
| Beta (5Y) | 0.1761 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 46.47% |
| Historical Sharpe Ratio (5Y) | 0.9946 |
| Historical Sortino (5Y) | 2.162 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.33% |