Textron Inc (TXT)

76.85 +1.03 (+1.36%) USD  |  NYSE  |  Dec 20, 16:00
76.90 +0.05 (+0.07%) After-Hours: 20:00
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Textron Max Drawdown (5Y): 69.96% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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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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Boeing Co 77.92%
Lockheed Martin Corp 36.66%
Ducommun Inc 70.83%
Moog Inc 74.34%
General Dynamics Corp 51.65%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -5.769
Beta (5Y) 1.245
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 35.62%
Historical Sharpe Ratio (5Y) 0.305
Historical Sortino (5Y) 0.3892
Monthly Value at Risk (VaR) 5% (5Y Lookback) 10.49%