TJX Companies Inc (TJX)
94.91
+1.09
(+1.16%)
USD |
NYSE |
May 02, 16:00
95.00
+0.09
(+0.09%)
After-Hours: 19:47
TJX Max Drawdown (5Y): 42.55% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 42.55% |
March 31, 2024 | 42.55% |
February 29, 2024 | 42.55% |
January 31, 2024 | 42.55% |
December 31, 2023 | 42.55% |
November 30, 2023 | 42.55% |
October 31, 2023 | 42.55% |
September 30, 2023 | 42.55% |
August 31, 2023 | 42.55% |
July 31, 2023 | 42.55% |
June 30, 2023 | 42.55% |
May 31, 2023 | 42.55% |
April 30, 2023 | 42.55% |
March 31, 2023 | 42.55% |
February 28, 2023 | 42.55% |
January 31, 2023 | 42.55% |
December 31, 2022 | 42.55% |
November 30, 2022 | 42.55% |
October 31, 2022 | 42.55% |
September 30, 2022 | 42.55% |
August 31, 2022 | 42.55% |
July 31, 2022 | 42.55% |
June 30, 2022 | 42.55% |
May 31, 2022 | 42.55% |
April 30, 2022 | 42.55% |
Date | Value |
---|---|
March 31, 2022 | 42.55% |
February 28, 2022 | 42.55% |
January 31, 2022 | 42.55% |
December 31, 2021 | 42.55% |
November 30, 2021 | 42.55% |
October 31, 2021 | 42.55% |
September 30, 2021 | 42.55% |
August 31, 2021 | 42.55% |
July 31, 2021 | 42.55% |
June 30, 2021 | 42.55% |
May 31, 2021 | 42.55% |
April 30, 2021 | 42.55% |
March 31, 2021 | 42.55% |
February 28, 2021 | 42.55% |
January 31, 2021 | 42.55% |
December 31, 2020 | 42.55% |
November 30, 2020 | 42.55% |
October 31, 2020 | 42.55% |
September 30, 2020 | 42.55% |
August 31, 2020 | 42.55% |
July 31, 2020 | 42.55% |
June 30, 2020 | 42.55% |
May 31, 2020 | 42.55% |
April 30, 2020 | 42.55% |
March 31, 2020 | 42.55% |
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
25.55%
Minimum
May 2019
42.55%
Maximum
Mar 2020
39.72%
Average
42.55%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Ross Stores Inc | 51.38% |
The Home Depot Inc | 37.97% |
Macy's Inc | 91.86% |
Abercrombie & Fitch Co | 72.39% |
Urban Outfitters Inc | 73.80% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 1.123 |
Beta (5Y) | 0.8738 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.34% |
Historical Sharpe Ratio (5Y) | 0.4286 |
Historical Sortino (5Y) | 0.5235 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.25% |