TransDigm Group Inc (TDG)

1276.15 +16.03 (+1.27%) USD  |  NYSE  |  Dec 20, 16:00
1277.02 +0.87 (+0.07%) Pre-Market: 20:00
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TransDigm Group Max Drawdown (5Y): 62.64% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Ducommun Inc 70.83%
RTX Corp 51.84%
Boeing Co 77.92%
Lockheed Martin Corp 36.66%
Textron Inc 69.96%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 0.2955
Beta (5Y) 1.394
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 37.86%
Historical Sharpe Ratio (5Y) 0.4995
Historical Sortino (5Y) 0.5928
Monthly Value at Risk (VaR) 5% (5Y Lookback) 12.87%