TransUnion (TRU)
99.13
+0.43
(+0.44%)
USD |
NYSE |
Nov 22, 16:00
104.24
+5.11
(+5.15%)
After-Hours: 20:00
TransUnion Max Drawdown (5Y): 64.92% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 64.92% |
| September 30, 2024 | 64.92% |
| August 31, 2024 | 64.92% |
| July 31, 2024 | 64.92% |
| June 30, 2024 | 64.92% |
| May 31, 2024 | 64.92% |
| April 30, 2024 | 64.92% |
| March 31, 2024 | 64.92% |
| February 29, 2024 | 64.92% |
| January 31, 2024 | 64.92% |
| December 31, 2023 | 64.92% |
| November 30, 2023 | 64.92% |
| October 31, 2023 | 64.92% |
| September 30, 2023 | 58.95% |
| August 31, 2023 | 58.95% |
| July 31, 2023 | 58.95% |
| June 30, 2023 | 58.95% |
| May 31, 2023 | 58.95% |
| April 30, 2023 | 58.95% |
| March 31, 2023 | 58.95% |
| February 28, 2023 | 58.95% |
| January 31, 2023 | 58.95% |
| December 31, 2022 | 58.95% |
| November 30, 2022 | 58.95% |
| October 31, 2022 | 55.72% |
| Date | Value |
|---|---|
| September 30, 2022 | 52.10% |
| August 31, 2022 | 45.16% |
| July 31, 2022 | 45.16% |
| June 30, 2022 | 45.16% |
| May 31, 2022 | 45.16% |
| April 30, 2022 | 45.16% |
| March 31, 2022 | 45.16% |
| February 28, 2022 | 45.16% |
| January 31, 2022 | 45.16% |
| December 31, 2021 | 45.16% |
| November 30, 2021 | 45.16% |
| October 31, 2021 | 45.16% |
| September 30, 2021 | 45.16% |
| August 31, 2021 | 45.16% |
| July 31, 2021 | 45.16% |
| June 30, 2021 | 45.16% |
| May 31, 2021 | 45.16% |
| April 30, 2021 | 45.16% |
| March 31, 2021 | 45.16% |
| February 28, 2021 | 45.16% |
| January 31, 2021 | 45.16% |
| December 31, 2020 | 45.16% |
| November 30, 2020 | 45.16% |
| October 31, 2020 | 45.16% |
| September 30, 2020 | 45.16% |
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
31.27%
Minimum
Nov 2019
64.92%
Maximum
Oct 2023
51.33%
Average
45.16%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| California First Leasing Corp | 27.61% |
| CV Holdings Inc | 98.73% |
| S&P Global Inc | 39.77% |
| Equifax Inc | 49.12% |
| Horace Mann Educators Corp | 33.31% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -18.69 |
| Beta (5Y) | 1.625 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.26% |
| Historical Sharpe Ratio (5Y) | 0.0595 |
| Historical Sortino (5Y) | 0.0818 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.05% |