Tyler Technologies Inc (TYL)
480.36
+2.98
(+0.62%)
USD |
NYSE |
May 31, 16:00
480.04
-0.32
(-0.07%)
After-Hours: 20:00
Tyler Technologies Max Drawdown (5Y): 47.85% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 47.85% |
April 30, 2024 | 47.85% |
March 31, 2024 | 47.85% |
February 29, 2024 | 47.85% |
January 31, 2024 | 47.85% |
December 31, 2023 | 47.85% |
November 30, 2023 | 47.85% |
October 31, 2023 | 47.85% |
September 30, 2023 | 47.85% |
August 31, 2023 | 47.85% |
July 31, 2023 | 47.85% |
June 30, 2023 | 47.85% |
May 31, 2023 | 47.85% |
April 30, 2023 | 47.85% |
March 31, 2023 | 47.85% |
February 28, 2023 | 47.85% |
January 31, 2023 | 47.85% |
December 31, 2022 | 47.85% |
November 30, 2022 | 47.85% |
October 31, 2022 | 45.05% |
September 30, 2022 | 45.05% |
August 31, 2022 | 45.05% |
July 31, 2022 | 45.05% |
June 30, 2022 | 45.05% |
May 31, 2022 | 40.03% |
Date | Value |
---|---|
April 30, 2022 | 32.90% |
March 31, 2022 | 30.68% |
February 28, 2022 | 30.68% |
January 31, 2022 | 30.68% |
December 31, 2021 | 30.68% |
November 30, 2021 | 30.68% |
October 31, 2021 | 30.68% |
September 30, 2021 | 30.68% |
August 31, 2021 | 30.68% |
July 31, 2021 | 30.68% |
June 30, 2021 | 30.68% |
May 31, 2021 | 30.68% |
April 30, 2021 | 30.68% |
March 31, 2021 | 30.68% |
February 28, 2021 | 30.68% |
January 31, 2021 | 30.68% |
December 31, 2020 | 33.76% |
November 30, 2020 | 33.84% |
October 31, 2020 | 33.84% |
September 30, 2020 | 33.84% |
August 31, 2020 | 33.84% |
July 31, 2020 | 33.84% |
June 30, 2020 | 33.84% |
May 31, 2020 | 33.84% |
April 30, 2020 | 33.84% |
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
30.68%
Minimum
Jan 2021
47.85%
Maximum
Nov 2022
38.51%
Average
33.84%
Median
Jun 2019
Max Drawdown (5Y) Benchmarks
Oracle Corp | 40.36% |
Cadence Design Systems Inc | 32.12% |
Microsoft Corp | 37.14% |
Synopsys Inc | 34.25% |
Workday Inc | 55.92% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 5.378 |
Beta (5Y) | 0.7403 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.49% |
Historical Sharpe Ratio (5Y) | 0.5264 |
Historical Sortino (5Y) | 0.9611 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.37% |