TransUnion (TRU)
77.10
+2.41
(+3.23%)
USD |
NYSE |
May 03, 13:52
TransUnion Max Drawdown (5Y): 64.92% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 64.92% |
| March 31, 2024 | 64.92% |
| February 29, 2024 | 64.92% |
| January 31, 2024 | 64.92% |
| December 31, 2023 | 64.92% |
| November 30, 2023 | 64.92% |
| October 31, 2023 | 64.92% |
| September 30, 2023 | 58.95% |
| August 31, 2023 | 58.95% |
| July 31, 2023 | 58.95% |
| June 30, 2023 | 58.95% |
| May 31, 2023 | 58.95% |
| April 30, 2023 | 58.95% |
| March 31, 2023 | 58.95% |
| February 28, 2023 | 58.95% |
| January 31, 2023 | 58.95% |
| December 31, 2022 | 58.95% |
| November 30, 2022 | 58.95% |
| October 31, 2022 | 55.72% |
| September 30, 2022 | 52.10% |
| August 31, 2022 | 45.16% |
| July 31, 2022 | 45.16% |
| June 30, 2022 | 45.16% |
| May 31, 2022 | 45.16% |
| April 30, 2022 | 45.16% |
| Date | Value |
|---|---|
| March 31, 2022 | 45.16% |
| February 28, 2022 | 45.16% |
| January 31, 2022 | 45.16% |
| December 31, 2021 | 45.16% |
| November 30, 2021 | 45.16% |
| October 31, 2021 | 45.16% |
| September 30, 2021 | 45.16% |
| August 31, 2021 | 45.16% |
| July 31, 2021 | 45.16% |
| June 30, 2021 | 45.16% |
| May 31, 2021 | 45.16% |
| April 30, 2021 | 45.16% |
| March 31, 2021 | 45.16% |
| February 28, 2021 | 45.16% |
| January 31, 2021 | 45.16% |
| December 31, 2020 | 45.16% |
| November 30, 2020 | 45.16% |
| October 31, 2020 | 45.16% |
| September 30, 2020 | 45.16% |
| August 31, 2020 | 45.16% |
| July 31, 2020 | 45.16% |
| June 30, 2020 | 45.16% |
| May 31, 2020 | 45.16% |
| April 30, 2020 | 45.16% |
| March 31, 2020 | 45.16% |
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
31.27%
Minimum
May 2019
64.92%
Maximum
Oct 2023
47.97%
Average
45.16%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Verisk Analytics Inc | 30.87% |
| Automatic Data Processing Inc | 39.40% |
| Cass Information Systems Inc | 50.90% |
| Cintas Corp | 48.38% |
| Paychex Inc | 44.15% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -18.60 |
| Beta (5Y) | 1.611 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.27% |
| Historical Sharpe Ratio (5Y) | -0.0174 |
| Historical Sortino (5Y) | -0.0231 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.05% |