Trex Co Inc (TREX)
70.34
+1.46
(+2.12%)
USD |
NYSE |
Nov 21, 16:00
70.34
0.00 (0.00%)
After-Hours: 20:00
Trex Max Drawdown (5Y): 71.58% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 71.58% |
| September 30, 2024 | 71.58% |
| August 31, 2024 | 71.58% |
| July 31, 2024 | 71.58% |
| June 30, 2024 | 71.58% |
| May 31, 2024 | 71.58% |
| April 30, 2024 | 71.58% |
| March 31, 2024 | 71.58% |
| February 29, 2024 | 71.58% |
| January 31, 2024 | 71.58% |
| December 31, 2023 | 71.58% |
| November 30, 2023 | 71.58% |
| October 31, 2023 | 71.58% |
| September 30, 2023 | 71.58% |
| August 31, 2023 | 71.58% |
| July 31, 2023 | 71.58% |
| June 30, 2023 | 71.58% |
| May 31, 2023 | 71.58% |
| April 30, 2023 | 71.58% |
| March 31, 2023 | 71.58% |
| February 28, 2023 | 71.58% |
| January 31, 2023 | 71.58% |
| December 31, 2022 | 71.58% |
| November 30, 2022 | 71.58% |
| October 31, 2022 | 69.46% |
| Date | Value |
|---|---|
| September 30, 2022 | 69.46% |
| August 31, 2022 | 66.74% |
| July 31, 2022 | 64.41% |
| June 30, 2022 | 64.41% |
| May 31, 2022 | 60.57% |
| April 30, 2022 | 59.46% |
| March 31, 2022 | 53.56% |
| February 28, 2022 | 42.36% |
| January 31, 2022 | 42.36% |
| December 31, 2021 | 42.36% |
| November 30, 2021 | 42.36% |
| October 31, 2021 | 42.36% |
| September 30, 2021 | 42.36% |
| August 31, 2021 | 42.36% |
| July 31, 2021 | 42.36% |
| June 30, 2021 | 42.36% |
| May 31, 2021 | 42.36% |
| April 30, 2021 | 42.36% |
| March 31, 2021 | 42.36% |
| February 28, 2021 | 42.36% |
| January 31, 2021 | 42.86% |
| December 31, 2020 | 43.39% |
| November 30, 2020 | 43.39% |
| October 31, 2020 | 43.39% |
| September 30, 2020 | 43.39% |
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
42.36%
Minimum
Feb 2021
71.58%
Maximum
Nov 2022
57.13%
Average
60.02%
Median
Max Drawdown (5Y) Benchmarks
| JELD-WEN Holding Inc | 82.52% |
| Caterpillar Inc | 43.36% |
| Crane Co | -- |
| Lincoln Electric Holdings Inc | 38.89% |
| PACCAR Inc | 37.83% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -11.54 |
| Beta (5Y) | 1.487 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 48.76% |
| Historical Sharpe Ratio (5Y) | 0.1571 |
| Historical Sortino (5Y) | 0.28 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.00% |