TechTarget Inc (TTGT)
31.03
+1.03
(+3.43%)
USD |
NASDAQ |
Nov 21, 16:00
31.03
0.00 (0.00%)
After-Hours: 18:16
TechTarget Max Drawdown (5Y): 79.05% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 79.05% |
| September 30, 2024 | 78.86% |
| August 31, 2024 | 78.69% |
| July 31, 2024 | 78.69% |
| June 30, 2024 | 78.69% |
| May 31, 2024 | 78.69% |
| April 30, 2024 | 78.69% |
| March 31, 2024 | 78.69% |
| February 29, 2024 | 78.69% |
| January 31, 2024 | 78.69% |
| December 31, 2023 | 78.69% |
| November 30, 2023 | 78.69% |
| October 31, 2023 | 77.35% |
| September 30, 2023 | 76.25% |
| August 31, 2023 | 74.48% |
| July 31, 2023 | 72.65% |
| June 30, 2023 | 72.57% |
| May 31, 2023 | 72.57% |
| April 30, 2023 | 69.95% |
| March 31, 2023 | 69.09% |
| February 28, 2023 | 66.12% |
| January 31, 2023 | 66.12% |
| December 31, 2022 | 66.12% |
| November 30, 2022 | 66.12% |
| October 31, 2022 | 66.12% |
| Date | Value |
|---|---|
| September 30, 2022 | 66.12% |
| August 31, 2022 | 66.12% |
| July 31, 2022 | 66.12% |
| June 30, 2022 | 66.12% |
| May 31, 2022 | 66.12% |
| April 30, 2022 | 66.12% |
| March 31, 2022 | 66.12% |
| February 28, 2022 | 66.12% |
| January 31, 2022 | 66.12% |
| December 31, 2021 | 66.12% |
| November 30, 2021 | 66.12% |
| October 31, 2021 | 66.12% |
| September 30, 2021 | 66.12% |
| August 31, 2021 | 66.12% |
| July 31, 2021 | 66.12% |
| June 30, 2021 | 66.12% |
| May 31, 2021 | 66.12% |
| April 30, 2021 | 66.12% |
| March 31, 2021 | 66.12% |
| February 28, 2021 | 66.12% |
| January 31, 2021 | 66.12% |
| December 31, 2020 | 66.12% |
| November 30, 2020 | 66.12% |
| October 31, 2020 | 66.12% |
| September 30, 2020 | 66.12% |
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
66.12%
Minimum
Nov 2019
79.05%
Maximum
Oct 2024
69.58%
Average
66.12%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Zillow Group Inc | 86.74% |
| Digital Ally Inc | 99.25% |
| The Arena Group Holdings Inc | 97.16% |
| Alphabet Inc | 44.32% |
| TrueCar Inc | 91.98% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -12.22 |
| Beta (5Y) | 1.033 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 46.75% |
| Historical Sharpe Ratio (5Y) | 0.0238 |
| Historical Sortino (5Y) | 0.0444 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.67% |