Trex Co Inc (TREX)

70.21 -0.73 (-1.03%) USD  |  NYSE  |  Dec 20, 16:00
69.68 -0.53 (-0.75%) After-Hours: 20:00
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Trex Max Drawdown (5Y): 71.58% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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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) -10.55
Beta (5Y) 1.490
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 48.79%
Historical Sharpe Ratio (5Y) 0.1917
Historical Sortino (5Y) 0.3418
Monthly Value at Risk (VaR) 5% (5Y Lookback) 21.00%