Trinity Industries Inc (TRN)
37.17
+0.12
(+0.32%)
USD |
NYSE |
Nov 21, 16:00
37.23
+0.06
(+0.16%)
Pre-Market: 20:00
Trinity Industries Max Drawdown (5Y): 60.57% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 60.57% |
| September 30, 2024 | 60.57% |
| August 31, 2024 | 63.75% |
| July 31, 2024 | 64.52% |
| June 30, 2024 | 64.52% |
| May 31, 2024 | 64.52% |
| April 30, 2024 | 64.52% |
| March 31, 2024 | 64.52% |
| February 29, 2024 | 64.52% |
| January 31, 2024 | 64.52% |
| December 31, 2023 | 64.52% |
| November 30, 2023 | 64.52% |
| October 31, 2023 | 64.52% |
| September 30, 2023 | 64.52% |
| August 31, 2023 | 64.52% |
| July 31, 2023 | 64.52% |
| June 30, 2023 | 64.52% |
| May 31, 2023 | 64.52% |
| April 30, 2023 | 64.52% |
| March 31, 2023 | 64.52% |
| February 28, 2023 | 64.52% |
| January 31, 2023 | 64.52% |
| December 31, 2022 | 64.52% |
| November 30, 2022 | 64.52% |
| October 31, 2022 | 64.52% |
| Date | Value |
|---|---|
| September 30, 2022 | 64.52% |
| August 31, 2022 | 64.52% |
| July 31, 2022 | 64.52% |
| June 30, 2022 | 64.52% |
| May 31, 2022 | 64.52% |
| April 30, 2022 | 64.52% |
| March 31, 2022 | 64.52% |
| February 28, 2022 | 64.52% |
| January 31, 2022 | 64.52% |
| December 31, 2021 | 64.52% |
| November 30, 2021 | 64.52% |
| October 31, 2021 | 64.52% |
| September 30, 2021 | 64.52% |
| August 31, 2021 | 64.52% |
| July 31, 2021 | 64.52% |
| June 30, 2021 | 64.52% |
| May 31, 2021 | 64.64% |
| April 30, 2021 | 65.77% |
| March 31, 2021 | 65.77% |
| February 28, 2021 | 67.77% |
| January 31, 2021 | 68.17% |
| December 31, 2020 | 68.17% |
| November 30, 2020 | 68.17% |
| October 31, 2020 | 68.17% |
| September 30, 2020 | 68.17% |
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
60.57%
Minimum
Sep 2024
68.17%
Maximum
Nov 2019
65.38%
Average
64.52%
Median
Jun 2021
Max Drawdown (5Y) Benchmarks
| Westinghouse Air Brake Technologies Corp | 64.08% |
| Greenbrier Companies Inc | 78.67% |
| FreightCar America Inc | 97.47% |
| Blue Bird Corp | 74.16% |
| Rocket Lab USA Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.575 |
| Beta (5Y) | 1.396 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.44% |
| Historical Sharpe Ratio (5Y) | 0.3688 |
| Historical Sortino (5Y) | 0.6471 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.93% |