Techtronic Industries Co Ltd (TTNDY)
67.24
-0.96
(-1.41%)
USD |
OTCM |
Nov 22, 16:00
Techtronic Industries Max Drawdown (5Y): 59.91% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 59.91% |
| September 30, 2024 | 59.91% |
| August 31, 2024 | 59.91% |
| July 31, 2024 | 59.91% |
| June 30, 2024 | 59.91% |
| May 31, 2024 | 59.91% |
| April 30, 2024 | 59.91% |
| March 31, 2024 | 59.91% |
| February 29, 2024 | 59.91% |
| January 31, 2024 | 59.91% |
| December 31, 2023 | 59.91% |
| November 30, 2023 | 59.91% |
| October 31, 2023 | 59.91% |
| September 30, 2023 | 58.36% |
| August 31, 2023 | 58.36% |
| July 31, 2023 | 58.36% |
| June 30, 2023 | 58.36% |
| May 31, 2023 | 57.89% |
| April 30, 2023 | 57.69% |
| March 31, 2023 | 57.69% |
| February 28, 2023 | 57.69% |
| January 31, 2023 | 57.69% |
| December 31, 2022 | 57.69% |
| November 30, 2022 | 57.69% |
| October 31, 2022 | 57.69% |
| Date | Value |
|---|---|
| September 30, 2022 | 56.62% |
| August 31, 2022 | 53.36% |
| July 31, 2022 | 53.36% |
| June 30, 2022 | 53.36% |
| May 31, 2022 | 48.51% |
| April 30, 2022 | 40.60% |
| March 31, 2022 | 39.33% |
| February 28, 2022 | 39.33% |
| January 31, 2022 | 39.33% |
| December 31, 2021 | 39.33% |
| November 30, 2021 | 39.33% |
| October 31, 2021 | 39.33% |
| September 30, 2021 | 39.33% |
| August 31, 2021 | 39.33% |
| July 31, 2021 | 39.33% |
| June 30, 2021 | 39.33% |
| May 31, 2021 | 39.33% |
| April 30, 2021 | 39.33% |
| March 31, 2021 | 39.33% |
| February 28, 2021 | 39.33% |
| January 31, 2021 | 39.33% |
| December 31, 2020 | 39.33% |
| November 30, 2020 | 39.33% |
| October 31, 2020 | 39.33% |
| September 30, 2020 | 39.33% |
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
31.16%
Minimum
Nov 2019
59.91%
Maximum
Oct 2023
48.13%
Average
44.56%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.381 |
| Beta (5Y) | 1.328 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.47% |
| Historical Sharpe Ratio (5Y) | 0.3235 |
| Historical Sortino (5Y) | 0.558 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.23% |