Twin Disc Inc (TWIN)
11.19
-0.06
(-0.53%)
USD |
NASDAQ |
Jun 05, 15:33
Twin Disc Max Drawdown (5Y): 84.84% for May 31, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2023 | 84.84% |
| April 30, 2023 | 84.84% |
| March 31, 2023 | 84.84% |
| February 28, 2023 | 84.84% |
| January 31, 2023 | 84.84% |
| December 31, 2022 | 84.84% |
| November 30, 2022 | 84.84% |
| October 31, 2022 | 84.84% |
| September 30, 2022 | 84.84% |
| August 31, 2022 | 84.84% |
| July 31, 2022 | 84.84% |
| June 30, 2022 | 84.84% |
| May 31, 2022 | 84.84% |
| April 30, 2022 | 84.84% |
| March 31, 2022 | 84.84% |
| February 28, 2022 | 84.84% |
| January 31, 2022 | 84.84% |
| December 31, 2021 | 84.84% |
| November 30, 2021 | 84.84% |
| October 31, 2021 | 84.84% |
| September 30, 2021 | 84.84% |
| August 31, 2021 | 84.84% |
| July 31, 2021 | 84.84% |
| June 30, 2021 | 84.84% |
| May 31, 2021 | 84.84% |
| Date | Value |
|---|---|
| April 30, 2021 | 84.84% |
| March 31, 2021 | 84.84% |
| February 28, 2021 | 84.84% |
| January 31, 2021 | 84.84% |
| December 31, 2020 | 84.84% |
| November 30, 2020 | 84.84% |
| October 31, 2020 | 84.84% |
| September 30, 2020 | 84.84% |
| August 31, 2020 | 84.05% |
| July 31, 2020 | 84.05% |
| June 30, 2020 | 84.05% |
| May 31, 2020 | 83.98% |
| April 30, 2020 | 83.63% |
| March 31, 2020 | 80.25% |
| February 29, 2020 | 80.23% |
| January 31, 2020 | 80.23% |
| December 31, 2019 | 80.23% |
| November 30, 2019 | 80.23% |
| October 31, 2019 | 80.23% |
| September 30, 2019 | 80.23% |
| August 31, 2019 | 80.23% |
| July 31, 2019 | 80.23% |
| June 30, 2019 | 80.23% |
| May 31, 2019 | 80.23% |
| April 30, 2019 | 80.23% |
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
80.23%
Minimum
Jun 2018
84.84%
Maximum
Sep 2020
83.08%
Average
84.84%
Median
Sep 2020
Max Drawdown (5Y) Benchmarks
| Bloom Energy Corp | -- |
| Cummins Inc | 44.05% |
| Capstone Green Energy Corp | 99.09% |
| Solid Power Inc | -- |
| NuScale Power Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -27.40 |
| Beta (5Y) | 0.986 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 54.59% |
| Historical Sharpe Ratio (5Y) | -0.1254 |
| Historical Sortino (5Y) | -0.2448 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.47% |