Teledyne Technologies Inc (TDY)

467.25 +2.30 (+0.49%) USD  |  NYSE  |  Dec 20, 16:00
467.22 -0.03 (-0.01%) After-Hours: 20:00
More

Teledyne Technologies Max Drawdown (5Y): 48.95% for Nov. 30, 2024

Max Drawdown (5Y) Chart

View Max Drawdown (5Y) for TDY.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Max Drawdown (5Y) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Max Drawdown Definition

View Max Drawdown Definition
Start Trial

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.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

View Max Drawdown (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Max Drawdown (5Y) Benchmarks

View Max Drawdown (5Y) Benchmarks
Start Trial
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) -8.634
Beta (5Y) 1.009
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 27.71%
Historical Sharpe Ratio (5Y) 0.1747
Historical Sortino (5Y) 0.239
Monthly Value at Risk (VaR) 5% (5Y Lookback) 10.81%