Titan Machinery Inc (TITN)
22.71
+0.29
(+1.29%)
USD |
NASDAQ |
May 03, 13:54
Titan Machinery Max Drawdown (5Y): 70.34% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 70.34% |
| March 31, 2024 | 70.34% |
| February 29, 2024 | 70.34% |
| January 31, 2024 | 70.34% |
| December 31, 2023 | 70.34% |
| November 30, 2023 | 70.34% |
| October 31, 2023 | 70.34% |
| September 30, 2023 | 70.34% |
| August 31, 2023 | 70.34% |
| July 31, 2023 | 70.34% |
| June 30, 2023 | 70.34% |
| May 31, 2023 | 70.34% |
| April 30, 2023 | 70.34% |
| March 31, 2023 | 70.34% |
| February 28, 2023 | 70.34% |
| January 31, 2023 | 70.34% |
| December 31, 2022 | 70.34% |
| November 30, 2022 | 70.34% |
| October 31, 2022 | 70.34% |
| September 30, 2022 | 70.34% |
| August 31, 2022 | 70.34% |
| July 31, 2022 | 70.34% |
| June 30, 2022 | 70.34% |
| May 31, 2022 | 70.34% |
| April 30, 2022 | 70.34% |
| Date | Value |
|---|---|
| March 31, 2022 | 70.34% |
| February 28, 2022 | 70.34% |
| January 31, 2022 | 70.34% |
| December 31, 2021 | 70.34% |
| November 30, 2021 | 70.34% |
| October 31, 2021 | 70.34% |
| September 30, 2021 | 70.34% |
| August 31, 2021 | 75.89% |
| July 31, 2021 | 75.89% |
| June 30, 2021 | 75.89% |
| May 31, 2021 | 75.89% |
| April 30, 2021 | 75.89% |
| March 31, 2021 | 75.89% |
| February 28, 2021 | 75.89% |
| January 31, 2021 | 75.89% |
| December 31, 2020 | 75.89% |
| November 30, 2020 | 77.36% |
| October 31, 2020 | 77.81% |
| September 30, 2020 | 77.81% |
| August 31, 2020 | 77.81% |
| July 31, 2020 | 77.81% |
| June 30, 2020 | 77.81% |
| May 31, 2020 | 77.81% |
| April 30, 2020 | 77.81% |
| March 31, 2020 | 77.81% |
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
70.34%
Minimum
Sep 2021
77.81%
Maximum
May 2019
73.53%
Average
70.34%
Median
Sep 2021
Max Drawdown (5Y) Benchmarks
| SiteOne Landscape Supply Inc | 59.96% |
| Beacon Roofing Supply Inc | 81.98% |
| DXP Enterprises Inc | 77.28% |
| Distribution Solutions Group Inc | 58.03% |
| Pool Corp | 50.53% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -12.49 |
| Beta (5Y) | 1.412 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 46.30% |
| Historical Sharpe Ratio (5Y) | 0.0701 |
| Historical Sortino (5Y) | 0.1109 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.13% |