Transact Technologies Inc (TACT)
3.73
-0.04
(-1.06%)
USD |
NASDAQ |
Mar 27, 16:00
3.73
0.00 (0.00%)
After-Hours: 20:00
Transact Technologies Max Drawdown (5Y): 80.21% for Feb. 28, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
| AstroNova Inc | 78.84% |
| Immersion Corp | 74.29% |
| Juniper Networks Inc | 40.99% |
| 3D Systems Corp | 96.60% |
| GoPro Inc | 96.90% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -45.19 |
| Beta (5Y) | 1.804 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 60.28% |
| Historical Sharpe Ratio (5Y) | -0.3216 |
| Historical Sortino (5Y) | -0.6148 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.64% |