Twin Disc Inc (TWIN)
11.17
+0.10
(+0.90%)
USD |
NASDAQ |
Nov 21, 16:00
11.34
+0.17
(+1.52%)
Pre-Market: 20:00
Twin Disc Max Drawdown (5Y): 84.84% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 84.84% |
| September 30, 2024 | 84.84% |
| August 31, 2024 | 84.84% |
| July 31, 2024 | 84.84% |
| June 30, 2024 | 84.84% |
| May 31, 2024 | 84.84% |
| April 30, 2024 | 84.84% |
| March 31, 2024 | 84.84% |
| February 29, 2024 | 84.84% |
| January 31, 2024 | 84.84% |
| December 31, 2023 | 84.84% |
| November 30, 2023 | 84.84% |
| October 31, 2023 | 84.84% |
| September 30, 2023 | 84.84% |
| August 31, 2023 | 84.84% |
| July 31, 2023 | 84.84% |
| June 30, 2023 | 84.84% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
84.84%
Maximum
Sep 2020
84.38%
Average
84.84%
Median
Sep 2020
Max Drawdown (5Y) Benchmarks
| Bloom Energy Corp | -- |
| Cummins Inc | 44.05% |
| Hydrogen Engine Center Inc | 100.00% |
| NuScale Power Corp | -- |
| Chicago Rivet & Machine Co | 58.85% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.417 |
| Beta (5Y) | 0.6056 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 52.03% |
| Historical Sharpe Ratio (5Y) | -0.0115 |
| Historical Sortino (5Y) | -0.022 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.19% |