The Toro Co (TTC)
87.13
+0.47
(+0.54%)
USD |
NYSE |
Apr 24, 16:00
87.13
0.00 (0.00%)
After-Hours: 20:00
Toro Max Drawdown (5Y): 35.64% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 35.64% |
| February 29, 2024 | 35.64% |
| January 31, 2024 | 35.64% |
| December 31, 2023 | 35.64% |
| November 30, 2023 | 35.64% |
| October 31, 2023 | 35.64% |
| September 30, 2023 | 35.64% |
| August 31, 2023 | 35.64% |
| July 31, 2023 | 35.64% |
| June 30, 2023 | 35.64% |
| May 31, 2023 | 35.64% |
| April 30, 2023 | 35.64% |
| March 31, 2023 | 35.64% |
| February 28, 2023 | 35.64% |
| January 31, 2023 | 35.64% |
| December 31, 2022 | 35.64% |
| November 30, 2022 | 35.64% |
| October 31, 2022 | 35.64% |
| September 30, 2022 | 35.64% |
| August 31, 2022 | 35.64% |
| July 31, 2022 | 35.64% |
| June 30, 2022 | 35.64% |
| May 31, 2022 | 35.19% |
| April 30, 2022 | 35.19% |
| March 31, 2022 | 35.19% |
| Date | Value |
|---|---|
| February 28, 2022 | 35.19% |
| January 31, 2022 | 35.19% |
| December 31, 2021 | 35.19% |
| November 30, 2021 | 35.19% |
| October 31, 2021 | 35.19% |
| September 30, 2021 | 35.19% |
| August 31, 2021 | 35.19% |
| July 31, 2021 | 35.19% |
| June 30, 2021 | 35.19% |
| May 31, 2021 | 35.19% |
| April 30, 2021 | 35.19% |
| March 31, 2021 | 35.19% |
| February 28, 2021 | 35.19% |
| January 31, 2021 | 35.19% |
| December 31, 2020 | 35.19% |
| November 30, 2020 | 35.19% |
| October 31, 2020 | 35.19% |
| September 30, 2020 | 35.19% |
| August 31, 2020 | 35.19% |
| July 31, 2020 | 35.19% |
| June 30, 2020 | 35.19% |
| May 31, 2020 | 35.19% |
| April 30, 2020 | 35.19% |
| March 31, 2020 | 35.19% |
| February 29, 2020 | 26.32% |
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
26.32%
Minimum
Apr 2019
35.64%
Maximum
Jun 2022
33.73%
Average
35.19%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| AGCO Corp | 54.07% |
| Deere & Co | 37.91% |
| Art's-Way Manufacturing Co Inc | 75.24% |
| Astec Industries Inc | 62.53% |
| Gencor Industries Inc | 50.08% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.135 |
| Beta (5Y) | 0.7223 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.29% |
| Historical Sharpe Ratio (5Y) | 0.2093 |
| Historical Sortino (5Y) | 0.2855 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.80% |