Tyler Technologies Inc (TYL)
474.88
-1.14
(-0.24%)
USD |
NYSE |
May 07, 09:50
Tyler Technologies Max Drawdown (5Y): 47.85% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 47.85% |
| March 31, 2024 | 47.85% |
| February 29, 2024 | 47.85% |
| January 31, 2024 | 47.85% |
| December 31, 2023 | 47.85% |
| November 30, 2023 | 47.85% |
| October 31, 2023 | 47.85% |
| September 30, 2023 | 47.85% |
| August 31, 2023 | 47.85% |
| July 31, 2023 | 47.85% |
| June 30, 2023 | 47.85% |
| May 31, 2023 | 47.85% |
| April 30, 2023 | 47.85% |
| March 31, 2023 | 47.85% |
| February 28, 2023 | 47.85% |
| January 31, 2023 | 47.85% |
| December 31, 2022 | 47.85% |
| November 30, 2022 | 47.85% |
| October 31, 2022 | 45.05% |
| September 30, 2022 | 45.05% |
| August 31, 2022 | 45.05% |
| July 31, 2022 | 45.05% |
| June 30, 2022 | 45.05% |
| May 31, 2022 | 40.03% |
| April 30, 2022 | 32.90% |
| Date | Value |
|---|---|
| March 31, 2022 | 30.68% |
| February 28, 2022 | 30.68% |
| January 31, 2022 | 30.68% |
| December 31, 2021 | 30.68% |
| November 30, 2021 | 30.68% |
| October 31, 2021 | 30.68% |
| September 30, 2021 | 30.68% |
| August 31, 2021 | 30.68% |
| July 31, 2021 | 30.68% |
| June 30, 2021 | 30.68% |
| May 31, 2021 | 30.68% |
| April 30, 2021 | 30.68% |
| March 31, 2021 | 30.68% |
| February 28, 2021 | 30.68% |
| January 31, 2021 | 30.68% |
| December 31, 2020 | 33.76% |
| November 30, 2020 | 33.84% |
| October 31, 2020 | 33.84% |
| September 30, 2020 | 33.84% |
| August 31, 2020 | 33.84% |
| July 31, 2020 | 33.84% |
| June 30, 2020 | 33.84% |
| May 31, 2020 | 33.84% |
| April 30, 2020 | 33.84% |
| March 31, 2020 | 33.84% |
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
30.68%
Minimum
Jan 2021
47.85%
Maximum
Nov 2022
38.27%
Average
33.84%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| Fair Isaac Corp | 50.90% |
| Oracle Corp | 40.36% |
| Cadence Design Systems Inc | 32.12% |
| Microsoft Corp | 37.14% |
| Workday Inc | 55.92% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 4.257 |
| Beta (5Y) | 0.7584 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.79% |
| Historical Sharpe Ratio (5Y) | 0.4414 |
| Historical Sortino (5Y) | 0.7867 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.37% |