TE Connectivity PLC (TEL)
150.10
+0.08
(+0.05%)
USD |
NYSE |
Nov 04, 16:00
150.12
+0.02
(+0.01%)
After-Hours: 20:00
TE Connectivity Max Drawdown (5Y): 47.71% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 47.71% |
| September 30, 2024 | 47.71% |
| August 31, 2024 | 47.71% |
| July 31, 2024 | 47.71% |
| June 30, 2024 | 47.71% |
| May 31, 2024 | 47.71% |
| April 30, 2024 | 47.71% |
| March 31, 2024 | 47.71% |
| February 29, 2024 | 47.71% |
| January 31, 2024 | 47.71% |
| December 31, 2023 | 47.71% |
| November 30, 2023 | 47.71% |
| October 31, 2023 | 47.71% |
| September 30, 2023 | 47.71% |
| August 31, 2023 | 47.71% |
| July 31, 2023 | 47.71% |
| June 30, 2023 | 47.71% |
| May 31, 2023 | 47.71% |
| April 30, 2023 | 47.71% |
| March 31, 2023 | 47.71% |
| February 28, 2023 | 47.71% |
| January 31, 2023 | 47.71% |
| December 31, 2022 | 47.71% |
| November 30, 2022 | 47.71% |
| October 31, 2022 | 47.71% |
| Date | Value |
|---|---|
| September 30, 2022 | 47.71% |
| August 31, 2022 | 47.71% |
| July 31, 2022 | 47.71% |
| June 30, 2022 | 47.71% |
| May 31, 2022 | 47.71% |
| April 30, 2022 | 47.71% |
| March 31, 2022 | 47.71% |
| February 28, 2022 | 47.71% |
| January 31, 2022 | 47.71% |
| December 31, 2021 | 47.71% |
| November 30, 2021 | 47.71% |
| October 31, 2021 | 47.71% |
| September 30, 2021 | 47.71% |
| August 31, 2021 | 47.71% |
| July 31, 2021 | 47.71% |
| June 30, 2021 | 47.71% |
| May 31, 2021 | 47.71% |
| April 30, 2021 | 47.71% |
| March 31, 2021 | 47.71% |
| February 28, 2021 | 47.71% |
| January 31, 2021 | 47.71% |
| December 31, 2020 | 47.71% |
| November 30, 2020 | 47.71% |
| October 31, 2020 | 47.71% |
| September 30, 2020 | 47.71% |
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
32.09%
Minimum
Nov 2019
47.71%
Maximum
Mar 2020
46.67%
Average
47.71%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| OSI Systems Inc | 53.64% |
| Corning Inc | 48.80% |
| LGL Group Inc | 50.99% |
| Vuzix Corp | 97.22% |
| M-Tron Industries Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.118 |
| Beta (5Y) | 1.332 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.49% |
| Historical Sharpe Ratio (5Y) | 0.3535 |
| Historical Sortino (5Y) | 0.4761 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.88% |