Trane Technologies PLC (TT)

377.11 +0.21 (+0.06%) USD  |  NYSE  |  Dec 20, 16:00
375.20 -1.91 (-0.51%) After-Hours: 20:00
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Trane Technologies Max Drawdown (5Y): 40.54% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Ingersoll Rand Inc 50.27%
Eaton Corp PLC 44.50%
Lennox International Inc 46.87%
AAON Inc 42.39%
Limbach Holdings Inc 84.10%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 17.91
Beta (5Y) 1.072
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 29.53%
Historical Sharpe Ratio (5Y) 1.092
Historical Sortino (5Y) 1.611
Monthly Value at Risk (VaR) 5% (5Y Lookback) 11.52%