TD Synnex Corp (SNX)
117.64
+0.26
(+0.23%)
USD |
NYSE |
Apr 26, 11:29
TD Synnex Max Drawdown (5Y): 55.82% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 55.82% |
February 29, 2024 | 55.82% |
January 31, 2024 | 55.82% |
December 31, 2023 | 55.82% |
November 30, 2023 | 55.82% |
October 31, 2023 | 55.82% |
September 30, 2023 | 55.82% |
August 31, 2023 | 55.82% |
July 31, 2023 | 55.82% |
June 30, 2023 | 55.82% |
May 31, 2023 | 55.82% |
April 30, 2023 | 55.82% |
March 31, 2023 | 55.82% |
February 28, 2023 | 55.82% |
January 31, 2023 | 55.82% |
December 31, 2022 | 55.82% |
November 30, 2022 | 55.82% |
October 31, 2022 | 55.82% |
September 30, 2022 | 55.82% |
August 31, 2022 | 55.82% |
July 31, 2022 | 55.82% |
June 30, 2022 | 55.82% |
May 31, 2022 | 55.82% |
April 30, 2022 | 55.82% |
March 31, 2022 | 55.82% |
Date | Value |
---|---|
February 28, 2022 | 55.82% |
January 31, 2022 | 55.82% |
December 31, 2021 | 55.82% |
November 30, 2021 | 55.82% |
October 31, 2021 | 55.82% |
September 30, 2021 | 55.82% |
August 31, 2021 | 55.82% |
July 31, 2021 | 55.82% |
June 30, 2021 | 55.82% |
May 31, 2021 | 55.82% |
April 30, 2021 | 55.82% |
March 31, 2021 | 55.82% |
February 28, 2021 | 55.82% |
January 31, 2021 | 55.82% |
December 31, 2020 | 55.82% |
November 30, 2020 | 55.82% |
October 31, 2020 | 55.82% |
September 30, 2020 | 55.82% |
August 31, 2020 | 55.82% |
July 31, 2020 | 55.82% |
June 30, 2020 | 55.82% |
May 31, 2020 | 55.82% |
April 30, 2020 | 55.82% |
March 31, 2020 | 55.82% |
February 29, 2020 | 46.45% |
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
46.45%
Minimum
Apr 2019
55.82%
Maximum
Mar 2020
54.10%
Average
55.82%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Paragon Technologies Inc | 47.21% |
Snap One Holdings Corp | -- |
Arrow Electronics Inc | 52.77% |
Avnet Inc | 58.40% |
Littelfuse Inc | 54.17% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -3.007 |
Beta (5Y) | 1.638 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.61% |
Historical Sharpe Ratio (5Y) | 0.4638 |
Historical Sortino (5Y) | 0.6126 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.04% |