Texas Instruments Inc (TXN)
198.74
+0.55
(+0.28%)
USD |
NASDAQ |
Nov 21, 15:33
Texas Instruments Max Drawdown (5Y): 29.85% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 29.85% |
| September 30, 2024 | 29.85% |
| August 31, 2024 | 29.85% |
| July 31, 2024 | 29.85% |
| June 30, 2024 | 29.85% |
| May 31, 2024 | 29.85% |
| April 30, 2024 | 29.85% |
| March 31, 2024 | 29.85% |
| February 29, 2024 | 29.85% |
| January 31, 2024 | 29.85% |
| December 31, 2023 | 29.85% |
| November 30, 2023 | 29.85% |
| October 31, 2023 | 29.85% |
| September 30, 2023 | 29.85% |
| August 31, 2023 | 29.85% |
| July 31, 2023 | 29.85% |
| June 30, 2023 | 29.85% |
| May 31, 2023 | 29.85% |
| April 30, 2023 | 29.85% |
| March 31, 2023 | 29.85% |
| February 28, 2023 | 29.85% |
| January 31, 2023 | 29.85% |
| December 31, 2022 | 29.85% |
| November 30, 2022 | 29.85% |
| October 31, 2022 | 29.85% |
| Date | Value |
|---|---|
| September 30, 2022 | 29.85% |
| August 31, 2022 | 29.85% |
| July 31, 2022 | 29.85% |
| June 30, 2022 | 29.85% |
| May 31, 2022 | 29.85% |
| April 30, 2022 | 29.85% |
| March 31, 2022 | 29.85% |
| February 28, 2022 | 29.85% |
| January 31, 2022 | 29.85% |
| December 31, 2021 | 29.85% |
| November 30, 2021 | 29.85% |
| October 31, 2021 | 29.85% |
| September 30, 2021 | 29.85% |
| August 31, 2021 | 29.85% |
| July 31, 2021 | 29.85% |
| June 30, 2021 | 29.85% |
| May 31, 2021 | 29.85% |
| April 30, 2021 | 29.85% |
| March 31, 2021 | 29.85% |
| February 28, 2021 | 29.85% |
| January 31, 2021 | 29.85% |
| December 31, 2020 | 29.85% |
| November 30, 2020 | 29.85% |
| October 31, 2020 | 29.85% |
| September 30, 2020 | 29.85% |
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
26.45%
Minimum
Nov 2019
29.85%
Maximum
Mar 2020
29.62%
Average
29.85%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Analog Devices Inc | 33.60% |
| Advanced Micro Devices Inc | 65.45% |
| Intel Corp | 69.56% |
| Microchip Technology Inc | 49.68% |
| Micron Technology Inc | 49.63% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.5250 |
| Beta (5Y) | 0.9901 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.05% |
| Historical Sharpe Ratio (5Y) | 0.5095 |
| Historical Sortino (5Y) | 0.8259 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.55% |