Texas Instruments Inc (TXN)

186.87 +2.40 (+1.30%) USD  |  NASDAQ  |  Dec 20, 16:00
187.46 +0.59 (+0.32%) After-Hours: 20:00
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Texas Instruments Max Drawdown (5Y): 29.85% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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May '19
 
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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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Analog Devices Inc 33.60%
Advanced Micro Devices Inc 65.45%
Intel Corp 69.56%
Micron Technology Inc 49.63%
NVIDIA Corp 66.34%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -1.458
Beta (5Y) 0.9733
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 24.05%
Historical Sharpe Ratio (5Y) 0.4798
Historical Sortino (5Y) 0.7785
Monthly Value at Risk (VaR) 5% (5Y Lookback) 9.55%