ThermaFreeze Products Corp (TZPC)
0.0111
-0.01
(-52.16%)
USD |
OTCM |
May 03, 16:00
ThermaFreeze Products Max Drawdown (5Y): 99.97% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 99.97% |
March 31, 2024 | 99.97% |
February 29, 2024 | 99.97% |
January 31, 2024 | 99.97% |
December 31, 2023 | 99.97% |
November 30, 2023 | 99.97% |
October 31, 2023 | 99.97% |
September 30, 2023 | 99.97% |
August 31, 2023 | 99.97% |
July 31, 2023 | 99.97% |
June 30, 2023 | 99.97% |
May 31, 2023 | 99.97% |
April 30, 2023 | 99.97% |
March 31, 2023 | 99.97% |
February 28, 2023 | 99.97% |
January 31, 2023 | 99.97% |
December 31, 2022 | 99.97% |
November 30, 2022 | 99.95% |
October 31, 2022 | 99.95% |
September 30, 2022 | 99.93% |
August 31, 2022 | 99.93% |
July 31, 2022 | 99.93% |
June 30, 2022 | 99.93% |
May 31, 2022 | 99.93% |
April 30, 2022 | 99.93% |
Date | Value |
---|---|
March 31, 2022 | 99.93% |
February 28, 2022 | 99.93% |
January 31, 2022 | 99.93% |
December 31, 2021 | 99.93% |
November 30, 2021 | 99.85% |
October 31, 2021 | 99.83% |
September 30, 2021 | 99.88% |
August 31, 2021 | 99.88% |
July 31, 2021 | 99.90% |
June 30, 2021 | 99.90% |
May 31, 2021 | 99.92% |
April 30, 2021 | 99.93% |
March 31, 2021 | 99.93% |
February 28, 2021 | 99.93% |
January 31, 2021 | 99.93% |
December 31, 2020 | 99.93% |
November 30, 2020 | 99.93% |
October 31, 2020 | 99.93% |
September 30, 2020 | 99.93% |
August 31, 2020 | 99.93% |
July 31, 2020 | 99.97% |
June 30, 2020 | 99.97% |
May 31, 2020 | 99.98% |
April 30, 2020 | 99.98% |
March 31, 2020 | 99.98% |
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
99.83%
Minimum
Oct 2021
99.98%
Maximum
May 2019
99.95%
Average
99.97%
Median
Max Drawdown (5Y) Benchmarks
American Woodmark Corp | 74.37% |
Bassett Furniture Industries Inc | 88.65% |
FG Group Holdings Inc (DELISTED) | 83.88% |
Yunhong Green CTI Ltd | 93.04% |
Northann Corp | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -435.15 |
Beta (5Y) | 41.13 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 7.08K% |
Historical Sharpe Ratio (5Y) | 0.0033 |
Historical Sortino (5Y) | 0.2898 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 64.71% |