Trex Co Inc (TREX)
87.48
-5.93
(-6.35%)
USD |
NYSE |
May 10, 16:00
87.47
-0.01
(-0.01%)
After-Hours: 20:00
Trex Max Drawdown (5Y): 71.58% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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 | 42.36% |
| December 31, 2020 | 42.36% |
| November 30, 2020 | 42.86% |
| October 31, 2020 | 43.39% |
| September 30, 2020 | 43.39% |
| August 31, 2020 | 43.39% |
| July 31, 2020 | 43.39% |
| June 30, 2020 | 43.48% |
| May 31, 2020 | 43.48% |
| April 30, 2020 | 43.48% |
| March 31, 2020 | 43.48% |
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
Dec 2020
71.58%
Maximum
Nov 2022
54.28%
Average
43.48%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| Helios Technologies Inc | 66.30% |
| Archer Aviation Inc | -- |
| Chicago Rivet & Machine Co | 58.85% |
| CPI Aerostructures Inc | 92.55% |
| Ault Alliance Inc | 100.00% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.7207 |
| Beta (5Y) | 1.605 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 47.54% |
| Historical Sharpe Ratio (5Y) | 0.3914 |
| Historical Sortino (5Y) | 0.6807 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.43% |