RTX Corp (RTX)
100.71
-0.04
(-0.04%)
USD |
NYSE |
Apr 18, 16:00
100.87
+0.16
(+0.16%)
After-Hours: 20:00
RTX Max Drawdown (5Y): 51.84% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 51.84% |
February 29, 2024 | 51.84% |
January 31, 2024 | 51.84% |
December 31, 2023 | 51.84% |
November 30, 2023 | 51.84% |
October 31, 2023 | 51.84% |
September 30, 2023 | 51.84% |
August 31, 2023 | 51.84% |
July 31, 2023 | 51.84% |
June 30, 2023 | 51.84% |
May 31, 2023 | 51.84% |
April 30, 2023 | 51.84% |
March 31, 2023 | 51.84% |
February 28, 2023 | 51.84% |
January 31, 2023 | 51.84% |
December 31, 2022 | 51.84% |
November 30, 2022 | 51.84% |
October 31, 2022 | 51.84% |
September 30, 2022 | 51.84% |
August 31, 2022 | 51.84% |
July 31, 2022 | 51.84% |
June 30, 2022 | 51.84% |
May 31, 2022 | 51.84% |
April 30, 2022 | 51.84% |
March 31, 2022 | 51.84% |
Date | Value |
---|---|
February 28, 2022 | 51.84% |
January 31, 2022 | 51.84% |
December 31, 2021 | 51.84% |
November 30, 2021 | 51.84% |
October 31, 2021 | 51.84% |
September 30, 2021 | 51.84% |
August 31, 2021 | 51.84% |
July 31, 2021 | 51.84% |
June 30, 2021 | 51.84% |
May 31, 2021 | 51.84% |
April 30, 2021 | 51.84% |
March 31, 2021 | 51.84% |
February 28, 2021 | 51.84% |
January 31, 2021 | 51.84% |
December 31, 2020 | 51.84% |
November 30, 2020 | 51.84% |
October 31, 2020 | 51.84% |
September 30, 2020 | 51.84% |
August 31, 2020 | 51.84% |
July 31, 2020 | 51.84% |
June 30, 2020 | 51.84% |
May 31, 2020 | 51.84% |
April 30, 2020 | 51.84% |
March 31, 2020 | 51.84% |
February 29, 2020 | 29.76% |
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
29.76%
Minimum
Apr 2019
51.84%
Maximum
Mar 2020
47.80%
Average
51.84%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Boeing Co | 77.92% |
General Dynamics Corp | 51.65% |
General Electric Co | 81.01% |
Lockheed Martin Corp | 36.66% |
Ducommun Inc | 70.83% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -7.080 |
Beta (5Y) | 0.9041 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.95% |
Historical Sharpe Ratio (5Y) | 0.1576 |
Historical Sortino (5Y) | 0.1886 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.13% |