Tractor Supply Co (TSCO)

53.92 +1.11 (+2.11%) USD  |  NASDAQ  |  Dec 20, 16:00
53.56 -0.36 (-0.67%) After-Hours: 20:00
More

Tractor Supply Max Drawdown (5Y): 40.25% for Nov. 30, 2024

Max Drawdown (5Y) Chart

View Max Drawdown (5Y) for TSCO.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Max Drawdown (5Y) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Max Drawdown Definition

View Max Drawdown Definition
Start Trial

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.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

View Max Drawdown (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Max Drawdown (5Y) Benchmarks

View Max Drawdown (5Y) Benchmarks
Start Trial
Lowe's Companies Inc 48.63%
The Home Depot Inc 37.97%
Boot Barn Holdings Inc 77.88%
Leslies Inc --
Amazon.com Inc 56.15%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 11.58
Beta (5Y) 0.8236
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 26.68%
Historical Sharpe Ratio (5Y) 0.8464
Historical Sortino (5Y) 1.415
Monthly Value at Risk (VaR) 5% (5Y Lookback) 9.58%