Transcat Inc (TRNS)
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Nov 14, 12:10
Transcat Max Drawdown (5Y): 47.85% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 47.85% |
| September 30, 2024 | 47.85% |
| August 31, 2024 | 47.85% |
| July 31, 2024 | 47.85% |
| June 30, 2024 | 47.85% |
| May 31, 2024 | 47.85% |
| April 30, 2024 | 47.85% |
| March 31, 2024 | 47.85% |
| February 29, 2024 | 47.85% |
| January 31, 2024 | 47.85% |
| December 31, 2023 | 47.85% |
| November 30, 2023 | 47.85% |
| October 31, 2023 | 47.85% |
| September 30, 2023 | 47.85% |
| August 31, 2023 | 47.85% |
| July 31, 2023 | 47.85% |
| June 30, 2023 | 47.85% |
| May 31, 2023 | 47.85% |
| April 30, 2023 | 47.85% |
| March 31, 2023 | 47.85% |
| February 28, 2023 | 47.85% |
| January 31, 2023 | 47.85% |
| December 31, 2022 | 47.85% |
| November 30, 2022 | 47.85% |
| October 31, 2022 | 47.85% |
| Date | Value |
|---|---|
| September 30, 2022 | 47.85% |
| August 31, 2022 | 47.85% |
| July 31, 2022 | 47.85% |
| June 30, 2022 | 42.50% |
| May 31, 2022 | 39.67% |
| April 30, 2022 | 39.67% |
| March 31, 2022 | 39.67% |
| February 28, 2022 | 39.67% |
| January 31, 2022 | 39.67% |
| December 31, 2021 | 39.67% |
| November 30, 2021 | 39.67% |
| October 31, 2021 | 39.67% |
| September 30, 2021 | 39.67% |
| August 31, 2021 | 39.67% |
| July 31, 2021 | 39.67% |
| June 30, 2021 | 39.67% |
| May 31, 2021 | 39.67% |
| April 30, 2021 | 39.67% |
| March 31, 2021 | 39.67% |
| February 28, 2021 | 39.67% |
| January 31, 2021 | 39.67% |
| December 31, 2020 | 39.67% |
| November 30, 2020 | 39.67% |
| October 31, 2020 | 39.67% |
| September 30, 2020 | 39.67% |
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
34.33%
Minimum
Nov 2019
47.85%
Maximum
Jul 2022
43.18%
Average
39.67%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| L.B. Foster Co | 77.90% |
| Global Industrial Co | 55.22% |
| Ryerson Holding Corp | 79.69% |
| DXP Enterprises Inc | 77.28% |
| MSC Industrial Direct Co Inc | 48.19% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 13.69 |
| Beta (5Y) | 0.6914 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.02% |
| Historical Sharpe Ratio (5Y) | 0.5797 |
| Historical Sortino (5Y) | 1.204 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.36% |