Transcat Inc (TRNS)

107.95 +2.77 (+2.63%) USD  |  NASDAQ  |  Dec 24, 16:00
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Transcat Max Drawdown (5Y): 47.85% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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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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L.B. Foster Co 81.28%
Global Industrial Co 55.22%
Ryerson Holding Corp 79.69%
MSC Industrial Direct Co Inc 48.19%
WESCO International Inc 78.82%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 14.39
Beta (5Y) 0.7023
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 39.73%
Historical Sharpe Ratio (5Y) 0.5983
Historical Sortino (5Y) 1.221
Monthly Value at Risk (VaR) 5% (5Y Lookback) 15.16%