Teledyne Technologies Inc (TDY)
480.22
+9.77
(+2.08%)
USD |
NYSE |
Nov 21, 16:00
480.00
-0.22
(-0.05%)
Pre-Market: 05:18
Teledyne Technologies Max Drawdown (5Y): 48.95% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 48.95% |
| September 30, 2024 | 48.95% |
| August 31, 2024 | 48.95% |
| July 31, 2024 | 48.95% |
| June 30, 2024 | 48.95% |
| May 31, 2024 | 48.95% |
| April 30, 2024 | 48.95% |
| March 31, 2024 | 48.95% |
| February 29, 2024 | 48.95% |
| January 31, 2024 | 48.95% |
| December 31, 2023 | 48.95% |
| November 30, 2023 | 48.95% |
| October 31, 2023 | 48.95% |
| September 30, 2023 | 48.95% |
| August 31, 2023 | 48.95% |
| July 31, 2023 | 48.95% |
| June 30, 2023 | 48.95% |
| May 31, 2023 | 48.95% |
| April 30, 2023 | 48.95% |
| March 31, 2023 | 48.95% |
| February 28, 2023 | 48.95% |
| January 31, 2023 | 48.95% |
| December 31, 2022 | 48.95% |
| November 30, 2022 | 48.95% |
| October 31, 2022 | 48.95% |
| Date | Value |
|---|---|
| September 30, 2022 | 48.95% |
| August 31, 2022 | 48.95% |
| July 31, 2022 | 48.95% |
| June 30, 2022 | 48.95% |
| May 31, 2022 | 48.95% |
| April 30, 2022 | 48.95% |
| March 31, 2022 | 48.95% |
| February 28, 2022 | 48.95% |
| January 31, 2022 | 48.95% |
| December 31, 2021 | 48.95% |
| November 30, 2021 | 48.95% |
| October 31, 2021 | 48.95% |
| September 30, 2021 | 48.95% |
| August 31, 2021 | 48.95% |
| July 31, 2021 | 48.95% |
| June 30, 2021 | 48.95% |
| May 31, 2021 | 48.95% |
| April 30, 2021 | 48.95% |
| March 31, 2021 | 48.95% |
| February 28, 2021 | 48.95% |
| January 31, 2021 | 48.95% |
| December 31, 2020 | 48.95% |
| November 30, 2020 | 48.95% |
| October 31, 2020 | 48.95% |
| September 30, 2020 | 48.95% |
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
31.28%
Minimum
Nov 2019
48.95%
Maximum
Mar 2020
47.77%
Average
48.95%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Genasys Inc | 81.10% |
| MIND Technology Inc | 91.19% |
| Astrotech Corp | 95.40% |
| Sobr Safe Inc | 99.81% |
| Cepton Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.677 |
| Beta (5Y) | 1.006 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.76% |
| Historical Sharpe Ratio (5Y) | 0.1553 |
| Historical Sortino (5Y) | 0.213 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.81% |