Tejon Ranch Co. (TRC)
16.24
+0.08
(+0.50%)
USD |
NYSE |
Oct 08, 15:30
Tejon Ranch Max Drawdown (5Y) : 44.38% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 44.38% |
| August 31, 2026 | 44.38% |
| July 31, 2026 | 44.38% |
| June 30, 2026 | 46.44% |
| May 31, 2026 | 46.44% |
| April 30, 2026 | 46.76% |
| March 31, 2026 | 46.76% |
| February 28, 2026 | 46.76% |
| January 31, 2026 | 46.76% |
| December 31, 2025 | 48.85% |
| November 30, 2025 | 49.14% |
| October 31, 2025 | 50.94% |
| September 30, 2025 | 50.94% |
| August 31, 2025 | 51.37% |
| July 31, 2025 | 51.37% |
| June 30, 2025 | 51.54% |
| May 31, 2025 | 51.54% |
| April 30, 2025 | 54.58% |
| March 31, 2025 | 54.58% |
| February 28, 2025 | 55.19% |
| January 31, 2025 | 55.19% |
| December 31, 2024 | 55.19% |
| November 30, 2024 | 55.19% |
| October 31, 2024 | 55.19% |
| September 30, 2024 | 55.19% |
| Date | Value |
|---|---|
| August 31, 2024 | 55.19% |
| July 31, 2024 | 55.19% |
| June 30, 2024 | 55.19% |
| May 31, 2024 | 55.19% |
| April 30, 2024 | 55.19% |
| March 31, 2024 | 55.19% |
| February 29, 2024 | 55.19% |
| January 31, 2024 | 55.19% |
| December 31, 2023 | 55.19% |
| November 30, 2023 | 55.78% |
| October 31, 2023 | 55.78% |
| September 30, 2023 | 55.78% |
| August 31, 2023 | 55.78% |
| July 31, 2023 | 55.78% |
| June 30, 2023 | 55.78% |
| May 31, 2023 | 55.78% |
| April 30, 2023 | 55.78% |
| March 31, 2023 | 55.78% |
| February 28, 2023 | 55.78% |
| January 31, 2023 | 55.78% |
| December 31, 2022 | 55.78% |
| November 30, 2022 | 55.78% |
| October 31, 2022 | 55.78% |
| September 30, 2022 | 55.78% |
| August 31, 2022 | 55.78% |
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
| American Realty Investors, Inc. | 66.07% |
| AMREP Corp. | 52.34% |
| CBRE Group, Inc. | 40.38% |
| Comstock Holding Cos., Inc. | 58.11% |
| CKX Lands, Inc. | 36.98% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -11.07 |
| Beta (5Y) | 0.5488 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.29% |
| Historical Sharpe Ratio (5Y) | -0.2398 |
| Historical Sortino (5Y) | -0.4899 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.46% |