TORM PLC (TRMD)
21.71
-2.10
(-8.82%)
USD |
NASDAQ |
Nov 21, 16:00
21.82
+0.11
(+0.51%)
After-Hours: 20:00
TORM Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| 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) | 30.46 |
| Beta (5Y) | 0.2910 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 45.37% |
| Historical Sharpe Ratio (5Y) | 0.7541 |
| Historical Sortino (5Y) | 1.584 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.94% |