TE Connectivity Ltd (TEL)
146.19
+0.09
(+0.06%)
USD |
NYSE |
May 10, 16:00
146.19
0.00 (0.00%)
After-Hours: 20:00
TE Connectivity Max Drawdown (5Y): 47.71% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 47.71% |
March 31, 2024 | 47.71% |
February 29, 2024 | 47.71% |
January 31, 2024 | 47.71% |
December 31, 2023 | 47.71% |
November 30, 2023 | 47.71% |
October 31, 2023 | 47.71% |
September 30, 2023 | 47.71% |
August 31, 2023 | 47.71% |
July 31, 2023 | 47.71% |
June 30, 2023 | 47.71% |
May 31, 2023 | 47.71% |
April 30, 2023 | 47.71% |
March 31, 2023 | 47.71% |
February 28, 2023 | 47.71% |
January 31, 2023 | 47.71% |
December 31, 2022 | 47.71% |
November 30, 2022 | 47.71% |
October 31, 2022 | 47.71% |
September 30, 2022 | 47.71% |
August 31, 2022 | 47.71% |
July 31, 2022 | 47.71% |
June 30, 2022 | 47.71% |
May 31, 2022 | 47.71% |
April 30, 2022 | 47.71% |
Date | Value |
---|---|
March 31, 2022 | 47.71% |
February 28, 2022 | 47.71% |
January 31, 2022 | 47.71% |
December 31, 2021 | 47.71% |
November 30, 2021 | 47.71% |
October 31, 2021 | 47.71% |
September 30, 2021 | 47.71% |
August 31, 2021 | 47.71% |
July 31, 2021 | 47.71% |
June 30, 2021 | 47.71% |
May 31, 2021 | 47.71% |
April 30, 2021 | 47.71% |
March 31, 2021 | 47.71% |
February 28, 2021 | 47.71% |
January 31, 2021 | 47.71% |
December 31, 2020 | 47.71% |
November 30, 2020 | 47.71% |
October 31, 2020 | 47.71% |
September 30, 2020 | 47.71% |
August 31, 2020 | 47.71% |
July 31, 2020 | 47.71% |
June 30, 2020 | 47.71% |
May 31, 2020 | 47.71% |
April 30, 2020 | 47.71% |
March 31, 2020 | 47.71% |
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
32.09%
Minimum
May 2019
47.71%
Maximum
Mar 2020
45.10%
Average
47.71%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
SEALSQ Corp | -- |
Corning Inc | 48.80% |
LGL Group Inc | 73.75% |
Vuzix Corp | 96.09% |
M-Tron Industries Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -7.136 |
Beta (5Y) | 1.361 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.68% |
Historical Sharpe Ratio (5Y) | 0.2801 |
Historical Sortino (5Y) | 0.3837 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.88% |