Northwest Pipe Co (NWPX)
32.72
+0.43
(+1.33%)
USD |
NASDAQ |
May 03, 16:00
32.61
-0.11
(-0.34%)
After-Hours: 20:00
Northwest Pipe Max Drawdown (5Y): 46.50% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 46.50% |
| March 31, 2024 | 46.50% |
| February 29, 2024 | 46.50% |
| January 31, 2024 | 46.50% |
| December 31, 2023 | 46.50% |
| November 30, 2023 | 46.50% |
| October 31, 2023 | 47.39% |
| September 30, 2023 | 48.39% |
| August 31, 2023 | 53.64% |
| July 31, 2023 | 58.70% |
| June 30, 2023 | 58.70% |
| May 31, 2023 | 59.07% |
| April 30, 2023 | 59.07% |
| March 31, 2023 | 59.07% |
| February 28, 2023 | 59.07% |
| January 31, 2023 | 59.07% |
| December 31, 2022 | 59.07% |
| November 30, 2022 | 59.07% |
| October 31, 2022 | 59.07% |
| September 30, 2022 | 59.07% |
| August 31, 2022 | 59.07% |
| July 31, 2022 | 59.07% |
| June 30, 2022 | 59.07% |
| May 31, 2022 | 64.39% |
| April 30, 2022 | 64.39% |
| Date | Value |
|---|---|
| March 31, 2022 | 64.39% |
| February 28, 2022 | 67.25% |
| January 31, 2022 | 69.04% |
| December 31, 2021 | 69.04% |
| November 30, 2021 | 69.04% |
| October 31, 2021 | 69.04% |
| September 30, 2021 | 69.04% |
| August 31, 2021 | 69.04% |
| July 31, 2021 | 70.82% |
| June 30, 2021 | 71.85% |
| May 31, 2021 | 72.87% |
| April 30, 2021 | 74.12% |
| March 31, 2021 | 77.66% |
| February 28, 2021 | 78.59% |
| January 31, 2021 | 79.08% |
| December 31, 2020 | 79.08% |
| November 30, 2020 | 81.08% |
| October 31, 2020 | 81.08% |
| September 30, 2020 | 81.08% |
| August 31, 2020 | 81.08% |
| July 31, 2020 | 81.08% |
| June 30, 2020 | 81.08% |
| May 31, 2020 | 81.08% |
| April 30, 2020 | 81.08% |
| March 31, 2020 | 81.08% |
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
46.50%
Minimum
Nov 2023
81.08%
Maximum
May 2019
67.90%
Average
69.04%
Median
Aug 2021
Max Drawdown (5Y) Benchmarks
| Insteel Industries Inc | 74.36% |
| Energizer Holdings Inc | 56.38% |
| Cadre Holdings Inc | -- |
| Chicago Rivet & Machine Co | 58.85% |
| CPI Aerostructures Inc | 92.55% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.170 |
| Beta (5Y) | 0.9726 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.25% |
| Historical Sharpe Ratio (5Y) | 0.0985 |
| Historical Sortino (5Y) | 0.1498 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.96% |