The TJX Cos., Inc. (TJX)
141.51
-0.41
(-0.29%)
USD |
NYSE |
Oct 13, 16:00
141.54
+0.03
(+0.02%)
After-Hours: 18:24
TJX Cos. Max Drawdown (5Y) : 27.68% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 27.68% |
| August 31, 2026 | 27.68% |
| July 31, 2026 | 27.68% |
| June 30, 2026 | 27.68% |
| May 31, 2026 | 27.68% |
| April 30, 2026 | 27.68% |
| March 31, 2026 | 27.68% |
| February 28, 2026 | 27.68% |
| January 31, 2026 | 27.68% |
| December 31, 2025 | 27.68% |
| November 30, 2025 | 27.68% |
| October 31, 2025 | 27.68% |
| September 30, 2025 | 27.68% |
| August 31, 2025 | 27.68% |
| July 31, 2025 | 27.68% |
| June 30, 2025 | 27.68% |
| May 31, 2025 | 27.68% |
| April 30, 2025 | 31.19% |
| March 31, 2025 | 35.99% |
| February 28, 2025 | 42.55% |
| January 31, 2025 | 42.55% |
| December 31, 2024 | 42.55% |
| November 30, 2024 | 42.55% |
| October 31, 2024 | 42.55% |
| September 30, 2024 | 42.55% |
| Date | Value |
|---|---|
| August 31, 2024 | 42.55% |
| July 31, 2024 | 42.55% |
| June 30, 2024 | 42.55% |
| May 31, 2024 | 42.55% |
| April 30, 2024 | 42.55% |
| March 31, 2024 | 42.55% |
| February 29, 2024 | 42.55% |
| January 31, 2024 | 42.55% |
| December 31, 2023 | 42.55% |
| November 30, 2023 | 42.55% |
| October 31, 2023 | 42.55% |
| September 30, 2023 | 42.55% |
| August 31, 2023 | 42.55% |
| July 31, 2023 | 42.55% |
| June 30, 2023 | 42.55% |
| May 31, 2023 | 42.55% |
| April 30, 2023 | 42.55% |
| March 31, 2023 | 42.55% |
| February 28, 2023 | 42.55% |
| January 31, 2023 | 42.55% |
| December 31, 2022 | 42.55% |
| November 30, 2022 | 42.55% |
| October 31, 2022 | 42.55% |
| September 30, 2022 | 42.55% |
| August 31, 2022 | 42.55% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Ross Stores, Inc. | 46.39% |
| Burlington Stores, Inc. | 68.87% |
| Abercrombie & Fitch Co. | 69.93% |
| Kohl's Corp. | 87.57% |
| Five Below, Inc. | 76.40% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 7.160 |
| Beta (5Y) | 0.5651 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.40% |
| Historical Sharpe Ratio (5Y) | 0.6282 |
| Historical Sortino (5Y) | 0.9651 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.80% |