Tractor Supply Co (TSCO)
270.16
+3.46
(+1.30%)
USD |
NASDAQ |
May 03, 16:00
270.16
0.00 (0.00%)
After-Hours: 20:00
Tractor Supply Max Drawdown (5Y): 39.73% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 39.73% |
| March 31, 2024 | 39.73% |
| February 29, 2024 | 39.73% |
| January 31, 2024 | 39.73% |
| December 31, 2023 | 39.73% |
| November 30, 2023 | 39.73% |
| October 31, 2023 | 39.73% |
| September 30, 2023 | 39.73% |
| August 31, 2023 | 39.73% |
| July 31, 2023 | 39.73% |
| June 30, 2023 | 39.73% |
| May 31, 2023 | 39.73% |
| April 30, 2023 | 39.73% |
| March 31, 2023 | 39.73% |
| February 28, 2023 | 39.73% |
| January 31, 2023 | 39.73% |
| December 31, 2022 | 39.73% |
| November 30, 2022 | 39.73% |
| October 31, 2022 | 39.73% |
| September 30, 2022 | 39.73% |
| August 31, 2022 | 39.73% |
| July 31, 2022 | 39.73% |
| June 30, 2022 | 39.73% |
| May 31, 2022 | 44.86% |
| April 30, 2022 | 47.58% |
| Date | Value |
|---|---|
| March 31, 2022 | 47.58% |
| February 28, 2022 | 47.58% |
| January 31, 2022 | 47.58% |
| December 31, 2021 | 47.58% |
| November 30, 2021 | 47.58% |
| October 31, 2021 | 47.58% |
| September 30, 2021 | 47.58% |
| August 31, 2021 | 47.58% |
| July 31, 2021 | 47.58% |
| June 30, 2021 | 47.58% |
| May 31, 2021 | 47.58% |
| April 30, 2021 | 47.58% |
| March 31, 2021 | 47.58% |
| February 28, 2021 | 47.58% |
| January 31, 2021 | 47.58% |
| December 31, 2020 | 47.58% |
| November 30, 2020 | 47.58% |
| October 31, 2020 | 47.58% |
| September 30, 2020 | 47.58% |
| August 31, 2020 | 47.58% |
| July 31, 2020 | 47.58% |
| June 30, 2020 | 47.58% |
| May 31, 2020 | 47.58% |
| April 30, 2020 | 47.58% |
| March 31, 2020 | 47.58% |
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
39.73%
Minimum
Jun 2022
47.58%
Maximum
May 2019
44.53%
Average
47.58%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| O'Reilly Automotive Inc | 42.00% |
| Best Buy Co Inc | 52.58% |
| Etsy Inc | 79.57% |
| AutoZone Inc | 42.14% |
| Leslies Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 12.11 |
| Beta (5Y) | 0.8175 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.85% |
| Historical Sharpe Ratio (5Y) | 0.7906 |
| Historical Sortino (5Y) | 1.32 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.23% |