The Toro Co (TTC)
82.04
+1.36
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USD |
NYSE |
Nov 05, 11:42
Toro Max Drawdown (5Y): 35.64% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 35.64% |
| September 30, 2024 | 35.64% |
| August 31, 2024 | 35.64% |
| July 31, 2024 | 35.64% |
| June 30, 2024 | 35.64% |
| May 31, 2024 | 35.64% |
| April 30, 2024 | 35.64% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
35.64%
Maximum
Jun 2022
34.81%
Average
35.19%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Lindsay Corp | 40.57% |
| Titan International Inc | 92.14% |
| AGCO Corp | 54.07% |
| Alamo Group Inc | 42.47% |
| Deere & Co | 37.91% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -9.061 |
| Beta (5Y) | 0.691 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.89% |
| Historical Sharpe Ratio (5Y) | -0.0055 |
| Historical Sortino (5Y) | -0.008 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.76% |