RTX Corp (RTX)

116.48 +1.02 (+0.88%) USD  |  NYSE  |  Dec 20, 16:00
116.83 +0.35 (+0.30%) Pre-Market: 20:00
More

RTX Max Drawdown (5Y): 51.84% for Nov. 30, 2024

Max Drawdown (5Y) Chart

View Max Drawdown (5Y) for RTX.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Max Drawdown (5Y) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Max Drawdown Definition

View Max Drawdown Definition
Start Trial

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.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

View Max Drawdown (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Max Drawdown (5Y) Benchmarks

View Max Drawdown (5Y) Benchmarks
Start Trial
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) -5.200
Beta (5Y) 0.8288
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 30.51%
Historical Sharpe Ratio (5Y) 0.1924
Historical Sortino (5Y) 0.2329
Monthly Value at Risk (VaR) 5% (5Y Lookback) 12.13%