Titan Machinery Inc (TITN)

13.20 -0.09 (-0.68%) USD  |  NASDAQ  |  Dec 20, 16:00
13.50 +0.30 (+2.27%) After-Hours: 20:00
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Titan Machinery Max Drawdown (5Y): 72.86% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
255.00
240.00
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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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SiteOne Landscape Supply Inc 59.96%
Beacon Roofing Supply Inc 81.98%
DXP Enterprises Inc 77.36%
Distribution Solutions Group Inc 58.03%
Pool Corp 50.53%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -16.94
Beta (5Y) 1.296
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 45.38%
Historical Sharpe Ratio (5Y) 0.0082
Historical Sortino (5Y) 0.0126
Monthly Value at Risk (VaR) 5% (5Y Lookback) 19.46%