TransDigm Group Inc (TDG)
1196.44
-17.06
(-1.41%)
USD |
NYSE |
Apr 19, 13:01
TransDigm Group Max Drawdown (5Y): 62.64% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 62.64% |
July 31, 2020 | 62.64% |
June 30, 2020 | 62.64% |
May 31, 2020 | 62.64% |
April 30, 2020 | 62.64% |
March 31, 2020 | 62.64% |
February 29, 2020 | 23.35% |
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
Apr 2019
62.64%
Maximum
Mar 2020
55.44%
Average
62.64%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
RTX Corp | 51.84% |
Woodward Inc | 60.61% |
Howmet Aerospace Inc | 64.81% |
Textron Inc | 69.96% |
Leonardo DRS Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 5.906 |
Beta (5Y) | 1.422 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.27% |
Historical Sharpe Ratio (5Y) | 0.6396 |
Historical Sortino (5Y) | 0.7456 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.87% |