Tronox Holdings PLC (TROX)
17.40
+0.03
(+0.17%)
USD |
NYSE |
Apr 26, 11:48
Tronox Holdings Max Drawdown (5Y): 84.71% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 84.71% |
| February 29, 2024 | 84.71% |
| January 31, 2024 | 84.71% |
| December 31, 2023 | 84.71% |
| November 30, 2023 | 84.71% |
| October 31, 2023 | 84.71% |
| September 30, 2023 | 84.71% |
| August 31, 2023 | 84.71% |
| July 31, 2023 | 84.71% |
| June 30, 2023 | 84.71% |
| May 31, 2023 | 84.71% |
| April 30, 2023 | 84.71% |
| March 31, 2023 | 84.71% |
| February 28, 2023 | 84.71% |
| January 31, 2023 | 84.71% |
| December 31, 2022 | 84.71% |
| November 30, 2022 | 84.71% |
| October 31, 2022 | 84.71% |
| September 30, 2022 | 84.71% |
| August 31, 2022 | 84.71% |
| July 31, 2022 | 84.71% |
| June 30, 2022 | 84.71% |
| May 31, 2022 | 84.71% |
| April 30, 2022 | 84.71% |
| March 31, 2022 | 84.71% |
| Date | Value |
|---|---|
| February 28, 2022 | 84.71% |
| January 31, 2022 | 84.71% |
| December 31, 2021 | 84.71% |
| November 30, 2021 | 84.71% |
| October 31, 2021 | 84.71% |
| September 30, 2021 | 84.71% |
| August 31, 2021 | 84.71% |
| July 31, 2021 | 84.71% |
| June 30, 2021 | 84.71% |
| May 31, 2021 | 84.71% |
| April 30, 2021 | 84.71% |
| March 31, 2021 | 86.35% |
| February 28, 2021 | 86.35% |
| January 31, 2021 | 86.35% |
| December 31, 2020 | 86.35% |
| November 30, 2020 | 89.57% |
| October 31, 2020 | 90.10% |
| September 30, 2020 | 90.10% |
| August 31, 2020 | 90.10% |
| July 31, 2020 | 90.10% |
| June 30, 2020 | 90.10% |
| May 31, 2020 | 90.10% |
| April 30, 2020 | 90.10% |
| March 31, 2020 | 90.10% |
| February 29, 2020 | 90.10% |
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
84.71%
Minimum
Apr 2021
90.10%
Maximum
Apr 2019
86.61%
Average
84.71%
Median
Apr 2021
Max Drawdown (5Y) Benchmarks
| Friedman Industries Inc | 65.08% |
| Solitario Resources Corp | 83.21% |
| Golden Minerals Co | 98.94% |
| Paramount Gold Nevada Corp | 81.95% |
| SenesTech Inc | 99.99% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -18.48 |
| Beta (5Y) | 1.939 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 55.33% |
| Historical Sharpe Ratio (5Y) | 0.1234 |
| Historical Sortino (5Y) | 0.2096 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.39% |