TriMas Corp (TRS)
26.77
+0.84
(+3.24%)
USD |
NASDAQ |
Apr 26, 12:23
TriMas Max Drawdown (5Y): 41.31% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 41.31% |
| February 29, 2024 | 41.31% |
| January 31, 2024 | 41.31% |
| December 31, 2023 | 41.31% |
| November 30, 2023 | 41.31% |
| October 31, 2023 | 41.31% |
| September 30, 2023 | 41.31% |
| August 31, 2023 | 41.31% |
| July 31, 2023 | 41.31% |
| June 30, 2023 | 41.31% |
| May 31, 2023 | 41.31% |
| April 30, 2023 | 41.31% |
| March 31, 2023 | 41.31% |
| February 28, 2023 | 41.31% |
| January 31, 2023 | 41.31% |
| December 31, 2022 | 41.31% |
| November 30, 2022 | 41.31% |
| October 31, 2022 | 41.31% |
| September 30, 2022 | 41.31% |
| August 31, 2022 | 41.31% |
| July 31, 2022 | 41.31% |
| June 30, 2022 | 41.31% |
| May 31, 2022 | 41.31% |
| April 30, 2022 | 41.31% |
| March 31, 2022 | 41.31% |
| Date | Value |
|---|---|
| February 28, 2022 | 41.31% |
| January 31, 2022 | 41.31% |
| December 31, 2021 | 41.31% |
| November 30, 2021 | 41.31% |
| October 31, 2021 | 41.31% |
| September 30, 2021 | 41.31% |
| August 31, 2021 | 47.42% |
| July 31, 2021 | 47.81% |
| June 30, 2021 | 48.80% |
| May 31, 2021 | 48.80% |
| April 30, 2021 | 48.80% |
| March 31, 2021 | 50.39% |
| February 28, 2021 | 51.50% |
| January 31, 2021 | 51.50% |
| December 31, 2020 | 51.50% |
| November 30, 2020 | 54.46% |
| October 31, 2020 | 54.46% |
| September 30, 2020 | 54.46% |
| August 31, 2020 | 54.46% |
| July 31, 2020 | 54.46% |
| June 30, 2020 | 54.46% |
| May 31, 2020 | 54.46% |
| April 30, 2020 | 54.46% |
| March 31, 2020 | 54.46% |
| February 29, 2020 | 54.46% |
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
41.31%
Minimum
Sep 2021
54.46%
Maximum
Apr 2019
46.94%
Average
41.31%
Median
Sep 2021
Max Drawdown (5Y) Benchmarks
| American Woodmark Corp | 74.37% |
| Bassett Furniture Industries Inc | 88.65% |
| FG Group Holdings Inc (DELISTED) | 83.88% |
| Commercial Vehicle Group Inc | 90.48% |
| Northann Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -13.40 |
| Beta (5Y) | 0.7095 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.24% |
| Historical Sharpe Ratio (5Y) | -0.1641 |
| Historical Sortino (5Y) | -0.2797 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.04% |