Transact Technologies Inc (TACT)
3.57
+0.05
(+1.42%)
USD |
NASDAQ |
May 21, 14:05
Transact Technologies Max Drawdown (5Y): 80.21% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 80.21% |
March 31, 2024 | 80.21% |
February 29, 2024 | 80.21% |
January 31, 2024 | 80.21% |
December 31, 2023 | 80.21% |
November 30, 2023 | 80.21% |
October 31, 2023 | 80.21% |
September 30, 2023 | 80.21% |
August 31, 2023 | 80.21% |
July 31, 2023 | 80.21% |
June 30, 2023 | 80.21% |
May 31, 2023 | 80.21% |
April 30, 2023 | 80.21% |
March 31, 2023 | 80.21% |
February 28, 2023 | 80.21% |
January 31, 2023 | 80.21% |
December 31, 2022 | 80.21% |
November 30, 2022 | 80.21% |
October 31, 2022 | 80.21% |
September 30, 2022 | 80.21% |
August 31, 2022 | 80.21% |
July 31, 2022 | 80.21% |
June 30, 2022 | 80.21% |
May 31, 2022 | 80.21% |
April 30, 2022 | 80.21% |
Date | Value |
---|---|
March 31, 2022 | 80.21% |
February 28, 2022 | 80.21% |
January 31, 2022 | 80.21% |
December 31, 2021 | 80.21% |
November 30, 2021 | 80.21% |
October 31, 2021 | 80.21% |
September 30, 2021 | 80.21% |
August 31, 2021 | 80.21% |
July 31, 2021 | 80.21% |
June 30, 2021 | 80.21% |
May 31, 2021 | 80.21% |
April 30, 2021 | 80.21% |
March 31, 2021 | 80.21% |
February 28, 2021 | 80.21% |
January 31, 2021 | 80.21% |
December 31, 2020 | 80.21% |
November 30, 2020 | 80.21% |
October 31, 2020 | 80.21% |
September 30, 2020 | 80.21% |
August 31, 2020 | 80.21% |
July 31, 2020 | 80.21% |
June 30, 2020 | 80.21% |
May 31, 2020 | 80.21% |
April 30, 2020 | 80.21% |
March 31, 2020 | 79.21% |
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
63.62%
Minimum
May 2019
80.21%
Maximum
Apr 2020
77.43%
Average
80.21%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Identiv Inc | 83.02% |
AstroNova Inc | 78.84% |
Immersion Corp | 74.29% |
Juniper Networks Inc | 40.99% |
GoPro Inc | 96.90% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -32.97 |
Beta (5Y) | 1.855 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 66.82% |
Historical Sharpe Ratio (5Y) | -0.1839 |
Historical Sortino (5Y) | -0.276 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.80% |