Waters Corp (WAT)
321.25
+5.67
(+1.80%)
USD |
NYSE |
May 03, 16:00
321.38
+0.13
(+0.04%)
After-Hours: 20:00
Waters Max Drawdown (5Y): 44.27% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 44.27% |
March 31, 2024 | 44.27% |
February 29, 2024 | 44.27% |
January 31, 2024 | 44.27% |
December 31, 2023 | 44.27% |
November 30, 2023 | 44.27% |
October 31, 2023 | 44.27% |
September 30, 2023 | 41.30% |
August 31, 2023 | 41.30% |
July 31, 2023 | 41.30% |
June 30, 2023 | 41.30% |
May 31, 2023 | 40.85% |
April 30, 2023 | 36.54% |
March 31, 2023 | 36.54% |
February 28, 2023 | 36.54% |
January 31, 2023 | 36.54% |
December 31, 2022 | 36.54% |
November 30, 2022 | 36.54% |
October 31, 2022 | 36.54% |
September 30, 2022 | 36.54% |
August 31, 2022 | 35.86% |
July 31, 2022 | 35.86% |
June 30, 2022 | 35.86% |
May 31, 2022 | 35.86% |
April 30, 2022 | 35.86% |
Date | Value |
---|---|
March 31, 2022 | 35.86% |
February 28, 2022 | 35.86% |
January 31, 2022 | 35.86% |
December 31, 2021 | 35.86% |
November 30, 2021 | 35.86% |
October 31, 2021 | 35.86% |
September 30, 2021 | 35.86% |
August 31, 2021 | 35.86% |
July 31, 2021 | 35.86% |
June 30, 2021 | 35.86% |
May 31, 2021 | 35.86% |
April 30, 2021 | 35.86% |
March 31, 2021 | 35.86% |
February 28, 2021 | 35.86% |
January 31, 2021 | 35.86% |
December 31, 2020 | 35.86% |
November 30, 2020 | 35.86% |
October 31, 2020 | 35.86% |
September 30, 2020 | 35.86% |
August 31, 2020 | 35.86% |
July 31, 2020 | 35.86% |
June 30, 2020 | 35.86% |
May 31, 2020 | 35.86% |
April 30, 2020 | 35.86% |
March 31, 2020 | 35.86% |
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
20.72%
Minimum
May 2019
44.27%
Maximum
Oct 2023
34.95%
Average
35.86%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Exact Sciences Corp | 80.42% |
Illumina Inc | 82.32% |
Mettler-Toledo International Inc | 43.47% |
Natera Inc | 77.74% |
Castle Biosciences Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -5.244 |
Beta (5Y) | 0.9753 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.12% |
Historical Sharpe Ratio (5Y) | 0.1932 |
Historical Sortino (5Y) | 0.3471 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.06% |