TJX Companies Inc (TJX)
124.71
-1.48
(-1.17%)
USD |
NYSE |
Dec 03, 14:25
TJX Max Drawdown (5Y): 42.55% for Nov. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| November 30, 2024 | 42.55% |
| October 31, 2024 | 42.55% |
| September 30, 2024 | 42.55% |
| 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% |
| Date | Value |
|---|---|
| October 31, 2022 | 42.55% |
| September 30, 2022 | 42.55% |
| August 31, 2022 | 42.55% |
| July 31, 2022 | 42.55% |
| June 30, 2022 | 42.55% |
| May 31, 2022 | 42.55% |
| April 30, 2022 | 42.55% |
| March 31, 2022 | 42.55% |
| February 28, 2022 | 42.55% |
| January 31, 2022 | 42.55% |
| December 31, 2021 | 42.55% |
| November 30, 2021 | 42.55% |
| October 31, 2021 | 42.55% |
| September 30, 2021 | 42.55% |
| August 31, 2021 | 42.55% |
| July 31, 2021 | 42.55% |
| June 30, 2021 | 42.55% |
| May 31, 2021 | 42.55% |
| April 30, 2021 | 42.55% |
| March 31, 2021 | 42.55% |
| February 28, 2021 | 42.55% |
| January 31, 2021 | 42.55% |
| December 31, 2020 | 42.55% |
| November 30, 2020 | 42.55% |
| October 31, 2020 | 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
25.55%
Minimum
Dec 2019
42.55%
Maximum
Mar 2020
41.70%
Average
42.55%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Ross Stores Inc | 51.38% |
| Macy's Inc | 91.86% |
| Williams-Sonoma Inc | 60.60% |
| Gap Inc | 84.63% |
| Lowe's Companies Inc | 48.63% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 2.549 |
| Beta (5Y) | 0.9038 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.60% |
| Historical Sharpe Ratio (5Y) | 0.571 |
| Historical Sortino (5Y) | 0.7124 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.25% |