RTX Corp (RTX)
120.53
+1.38
(+1.16%)
USD |
NYSE |
Nov 21, 16:00
120.52
-0.01
(-0.01%)
After-Hours: 20:00
RTX Max Drawdown (5Y): 51.84% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 51.84% |
| September 30, 2024 | 51.84% |
| August 31, 2024 | 51.84% |
| July 31, 2024 | 51.84% |
| June 30, 2024 | 51.84% |
| May 31, 2024 | 51.84% |
| April 30, 2024 | 51.84% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
51.84%
Maximum
Mar 2020
50.37%
Average
51.84%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Boeing Co | 77.92% |
| General Dynamics Corp | 51.65% |
| Lockheed Martin Corp | 36.66% |
| GE Aerospace | 81.01% |
| L3Harris Technologies Inc | 38.16% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.321 |
| Beta (5Y) | 0.8405 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.46% |
| Historical Sharpe Ratio (5Y) | 0.2144 |
| Historical Sortino (5Y) | 0.2553 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.13% |