Trane Technologies PLC (TT)
288.51
-1.05
(-0.36%)
USD |
NYSE |
Apr 19, 13:02
Trane Technologies Max Drawdown (5Y): 40.54% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 40.54% |
| February 29, 2024 | 40.54% |
| January 31, 2024 | 40.54% |
| December 31, 2023 | 40.54% |
| November 30, 2023 | 40.54% |
| October 31, 2023 | 40.54% |
| September 30, 2023 | 40.54% |
| August 31, 2023 | 40.54% |
| July 31, 2023 | 40.54% |
| June 30, 2023 | 40.54% |
| May 31, 2023 | 40.54% |
| April 30, 2023 | 40.54% |
| March 31, 2023 | 40.54% |
| February 28, 2023 | 40.54% |
| January 31, 2023 | 40.54% |
| December 31, 2022 | 40.54% |
| November 30, 2022 | 40.54% |
| October 31, 2022 | 40.54% |
| September 30, 2022 | 40.54% |
| August 31, 2022 | 40.54% |
| July 31, 2022 | 40.54% |
| June 30, 2022 | 40.54% |
| May 31, 2022 | 39.19% |
| April 30, 2022 | 39.19% |
| March 31, 2022 | 39.19% |
| Date | Value |
|---|---|
| February 28, 2022 | 39.19% |
| January 31, 2022 | 39.19% |
| December 31, 2021 | 39.19% |
| November 30, 2021 | 39.19% |
| October 31, 2021 | 39.19% |
| September 30, 2021 | 39.19% |
| August 31, 2021 | 39.19% |
| July 31, 2021 | 39.19% |
| June 30, 2021 | 39.19% |
| May 31, 2021 | 39.19% |
| April 30, 2021 | 39.19% |
| March 31, 2021 | 39.19% |
| February 28, 2021 | 39.19% |
| January 31, 2021 | 39.19% |
| December 31, 2020 | 39.19% |
| November 30, 2020 | 39.19% |
| October 31, 2020 | 39.19% |
| September 30, 2020 | 39.19% |
| August 31, 2020 | 39.19% |
| July 31, 2020 | 39.19% |
| June 30, 2020 | 39.19% |
| May 31, 2020 | 39.19% |
| April 30, 2020 | 39.19% |
| March 31, 2020 | 39.19% |
| February 29, 2020 | 17.74% |
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
17.74%
Minimum
Apr 2019
40.54%
Maximum
Jun 2022
35.75%
Average
39.19%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Ingersoll Rand Inc | 50.27% |
| Eaton Corp PLC | 44.50% |
| AAON Inc | 42.39% |
| Lennox International Inc | 46.87% |
| Limbach Holdings Inc | 84.10% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 15.08 |
| Beta (5Y) | 1.088 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.54% |
| Historical Sharpe Ratio (5Y) | 0.9914 |
| Historical Sortino (5Y) | 1.514 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.52% |