TransDigm Group Inc (TDG)
1240.28
-52.82
(-4.09%)
USD |
NYSE |
Nov 21, 16:00
1240.00
-0.28
(-0.02%)
After-Hours: 20:00
TransDigm Group Max Drawdown (5Y): 62.64% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 62.64% |
| September 30, 2024 | 62.64% |
| August 31, 2024 | 62.64% |
| July 31, 2024 | 62.64% |
| June 30, 2024 | 62.64% |
| May 31, 2024 | 62.64% |
| April 30, 2024 | 62.64% |
| March 31, 2024 | 62.64% |
| February 29, 2024 | 62.64% |
| January 31, 2024 | 62.64% |
| December 31, 2023 | 62.64% |
| November 30, 2023 | 62.64% |
| October 31, 2023 | 62.64% |
| September 30, 2023 | 62.64% |
| August 31, 2023 | 62.64% |
| July 31, 2023 | 62.64% |
| June 30, 2023 | 62.64% |
| May 31, 2023 | 62.64% |
| April 30, 2023 | 62.64% |
| March 31, 2023 | 62.64% |
| February 28, 2023 | 62.64% |
| January 31, 2023 | 62.64% |
| December 31, 2022 | 62.64% |
| November 30, 2022 | 62.64% |
| October 31, 2022 | 62.64% |
| Date | Value |
|---|---|
| September 30, 2022 | 62.64% |
| August 31, 2022 | 62.64% |
| July 31, 2022 | 62.64% |
| June 30, 2022 | 62.64% |
| May 31, 2022 | 62.64% |
| April 30, 2022 | 62.64% |
| March 31, 2022 | 62.64% |
| February 28, 2022 | 62.64% |
| January 31, 2022 | 62.64% |
| December 31, 2021 | 62.64% |
| November 30, 2021 | 62.64% |
| October 31, 2021 | 62.64% |
| September 30, 2021 | 62.64% |
| August 31, 2021 | 62.64% |
| July 31, 2021 | 62.64% |
| June 30, 2021 | 62.64% |
| May 31, 2021 | 62.64% |
| April 30, 2021 | 62.64% |
| March 31, 2021 | 62.64% |
| February 28, 2021 | 62.64% |
| January 31, 2021 | 62.64% |
| December 31, 2020 | 62.64% |
| November 30, 2020 | 62.64% |
| October 31, 2020 | 62.64% |
| September 30, 2020 | 62.64% |
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
23.35%
Minimum
Nov 2019
62.64%
Maximum
Mar 2020
60.02%
Average
62.64%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Boeing Co | 77.92% |
| RTX Corp | 51.84% |
| Ducommun Inc | 70.83% |
| Lockheed Martin Corp | 36.66% |
| Spirit AeroSystems Holdings Inc | 84.92% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 3.255 |
| Beta (5Y) | 1.432 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.03% |
| Historical Sharpe Ratio (5Y) | 0.5716 |
| Historical Sortino (5Y) | 0.6692 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.87% |