Transcat Inc (TRNS)
106.94
+4.10
(+3.99%)
USD |
NASDAQ |
Nov 21, 16:00
106.94
0.00 (0.00%)
After-Hours: 20:00
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 | 77.36% |
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% |