Tessenderlo Group NV (TSDOF)
29.50
0.00 (0.00%)
USD |
OTCM |
May 14, 16:00
Tessenderlo Group Max Drawdown (5Y): 36.33% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 36.33% |
| March 31, 2024 | 36.33% |
| February 29, 2024 | 36.33% |
| January 31, 2024 | 36.33% |
| December 31, 2023 | 36.33% |
| November 30, 2023 | 36.33% |
| October 31, 2023 | 36.33% |
| September 30, 2023 | 36.33% |
| August 31, 2023 | 36.33% |
| July 31, 2023 | 36.33% |
| June 30, 2023 | 36.33% |
| May 31, 2023 | 36.33% |
| April 30, 2023 | 36.33% |
| March 31, 2023 | 36.33% |
| February 28, 2023 | 36.33% |
| January 31, 2023 | 36.33% |
| December 31, 2022 | 36.33% |
| November 30, 2022 | 36.33% |
| October 31, 2022 | 36.33% |
| September 30, 2022 | 36.33% |
| August 31, 2022 | 36.33% |
| July 31, 2022 | 36.33% |
| June 30, 2022 | 36.33% |
| May 31, 2022 | 36.33% |
| April 30, 2022 | 36.33% |
| Date | Value |
|---|---|
| March 31, 2022 | 36.33% |
| February 28, 2022 | 36.33% |
| January 31, 2022 | 36.33% |
| December 31, 2021 | 36.33% |
| November 30, 2021 | 36.33% |
| October 31, 2021 | 36.33% |
| September 30, 2021 | 36.33% |
| August 31, 2021 | 36.33% |
| July 31, 2021 | 36.33% |
| June 30, 2021 | 36.33% |
| May 31, 2021 | 36.33% |
| April 30, 2021 | 36.33% |
| March 31, 2021 | 36.33% |
| February 28, 2021 | 36.33% |
| January 31, 2021 | 36.33% |
| December 31, 2020 | 36.33% |
| November 30, 2020 | 36.33% |
| October 31, 2020 | 36.33% |
| September 30, 2020 | 36.33% |
| August 31, 2020 | 36.33% |
| July 31, 2020 | 31.62% |
| June 30, 2020 | 31.62% |
| May 31, 2020 | 31.62% |
| April 30, 2020 | 31.62% |
| March 31, 2020 | 31.62% |
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
27.66%
Minimum
May 2019
36.33%
Maximum
Aug 2020
34.89%
Average
36.33%
Median
Aug 2020
Max Drawdown (5Y) Benchmarks
| Nyrstar NV | 99.85% |
| Solvay SA | -- |
| Azelis Group NV | -- |
| Titan Cement International SA | -- |
| Syensqo SA | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.859 |
| Beta (5Y) | 0.0207 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.14% |
| Historical Sharpe Ratio (5Y) | -0.219 |
| Historical Sortino (5Y) | -0.4618 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.11% |