Textron Inc (TXT)
93.30
+0.72
(+0.78%)
USD |
NYSE |
Apr 19, 16:00
93.30
0.00 (0.00%)
After-Hours: 20:00
Textron Max Drawdown (5Y): 69.96% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 69.96% |
| February 29, 2024 | 69.96% |
| January 31, 2024 | 69.96% |
| December 31, 2023 | 69.96% |
| November 30, 2023 | 69.96% |
| October 31, 2023 | 69.96% |
| September 30, 2023 | 69.96% |
| August 31, 2023 | 69.96% |
| July 31, 2023 | 69.96% |
| June 30, 2023 | 69.96% |
| May 31, 2023 | 69.96% |
| April 30, 2023 | 69.96% |
| March 31, 2023 | 69.96% |
| February 28, 2023 | 69.96% |
| January 31, 2023 | 69.96% |
| December 31, 2022 | 69.96% |
| November 30, 2022 | 69.96% |
| October 31, 2022 | 69.96% |
| September 30, 2022 | 69.96% |
| August 31, 2022 | 69.96% |
| July 31, 2022 | 69.96% |
| June 30, 2022 | 69.96% |
| May 31, 2022 | 69.96% |
| April 30, 2022 | 69.96% |
| March 31, 2022 | 69.96% |
| Date | Value |
|---|---|
| February 28, 2022 | 69.96% |
| January 31, 2022 | 69.96% |
| December 31, 2021 | 69.96% |
| November 30, 2021 | 69.96% |
| October 31, 2021 | 69.96% |
| September 30, 2021 | 69.96% |
| August 31, 2021 | 69.96% |
| July 31, 2021 | 69.96% |
| June 30, 2021 | 69.96% |
| May 31, 2021 | 69.96% |
| April 30, 2021 | 69.96% |
| March 31, 2021 | 69.96% |
| February 28, 2021 | 69.96% |
| January 31, 2021 | 69.96% |
| December 31, 2020 | 69.96% |
| November 30, 2020 | 69.96% |
| October 31, 2020 | 69.96% |
| September 30, 2020 | 69.96% |
| August 31, 2020 | 69.96% |
| July 31, 2020 | 69.96% |
| June 30, 2020 | 69.96% |
| May 31, 2020 | 69.96% |
| April 30, 2020 | 69.96% |
| March 31, 2020 | 69.96% |
| February 29, 2020 | 43.73% |
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
38.90%
Minimum
Apr 2019
69.96%
Maximum
Mar 2020
64.53%
Average
69.96%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Boeing Co | 77.92% |
| Lockheed Martin Corp | 36.66% |
| General Dynamics Corp | 51.65% |
| AeroVironment Inc | 61.02% |
| Moog Inc | 74.34% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.144 |
| Beta (5Y) | 1.297 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.65% |
| Historical Sharpe Ratio (5Y) | 0.3217 |
| Historical Sortino (5Y) | 0.4207 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.41% |