Teradyne Inc (TER)
105.64
+4.94
(+4.91%)
USD |
NASDAQ |
Apr 25, 09:48
Teradyne Max Drawdown (5Y): 57.52% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 57.52% |
| February 29, 2024 | 57.52% |
| January 31, 2024 | 57.52% |
| December 31, 2023 | 57.52% |
| November 30, 2023 | 57.52% |
| October 31, 2023 | 57.52% |
| September 30, 2023 | 57.52% |
| August 31, 2023 | 57.52% |
| July 31, 2023 | 57.52% |
| June 30, 2023 | 57.52% |
| May 31, 2023 | 57.52% |
| April 30, 2023 | 57.52% |
| March 31, 2023 | 57.52% |
| February 28, 2023 | 57.52% |
| January 31, 2023 | 57.52% |
| December 31, 2022 | 57.52% |
| November 30, 2022 | 57.52% |
| October 31, 2022 | 57.52% |
| September 30, 2022 | 55.27% |
| August 31, 2022 | 49.62% |
| July 31, 2022 | 48.99% |
| June 30, 2022 | 48.31% |
| May 31, 2022 | 41.80% |
| April 30, 2022 | 41.80% |
| March 31, 2022 | 41.80% |
| Date | Value |
|---|---|
| February 28, 2022 | 41.80% |
| January 31, 2022 | 41.80% |
| December 31, 2021 | 41.80% |
| November 30, 2021 | 41.80% |
| October 31, 2021 | 41.80% |
| September 30, 2021 | 41.80% |
| August 31, 2021 | 41.80% |
| July 31, 2021 | 41.80% |
| June 30, 2021 | 41.80% |
| May 31, 2021 | 41.80% |
| April 30, 2021 | 41.80% |
| March 31, 2021 | 41.80% |
| February 28, 2021 | 41.80% |
| January 31, 2021 | 41.80% |
| December 31, 2020 | 41.80% |
| November 30, 2020 | 41.80% |
| October 31, 2020 | 41.80% |
| September 30, 2020 | 41.80% |
| August 31, 2020 | 41.80% |
| July 31, 2020 | 41.80% |
| June 30, 2020 | 41.80% |
| May 31, 2020 | 41.80% |
| April 30, 2020 | 41.80% |
| March 31, 2020 | 41.80% |
| February 29, 2020 | 41.62% |
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
41.62%
Minimum
Apr 2019
57.52%
Maximum
Oct 2022
47.06%
Average
41.80%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Aehr Test Systems | 79.20% |
| Electro-Sensors Inc | 59.29% |
| Frequency Electronics Inc | 62.46% |
| Itron Inc | 65.26% |
| MKS Instruments Inc | 66.63% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 1.386 |
| Beta (5Y) | 1.558 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 41.98% |
| Historical Sharpe Ratio (5Y) | 0.5176 |
| Historical Sortino (5Y) | 0.907 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.23% |