Wabash National Corp (WNC)
23.34
+0.45
(+1.97%)
USD |
NYSE |
May 03, 16:00
23.37
+0.03
(+0.13%)
After-Hours: 20:00
Wabash National Max Drawdown (5Y): 74.43% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 74.43% |
March 31, 2024 | 74.43% |
February 29, 2024 | 74.43% |
January 31, 2024 | 74.43% |
December 31, 2023 | 74.43% |
November 30, 2023 | 74.43% |
October 31, 2023 | 74.43% |
September 30, 2023 | 74.43% |
August 31, 2023 | 74.43% |
July 31, 2023 | 74.43% |
June 30, 2023 | 74.43% |
May 31, 2023 | 74.43% |
April 30, 2023 | 74.43% |
March 31, 2023 | 74.43% |
February 28, 2023 | 74.43% |
January 31, 2023 | 74.43% |
December 31, 2022 | 74.43% |
November 30, 2022 | 74.43% |
October 31, 2022 | 74.43% |
September 30, 2022 | 74.43% |
August 31, 2022 | 74.43% |
July 31, 2022 | 74.43% |
June 30, 2022 | 74.43% |
May 31, 2022 | 74.43% |
April 30, 2022 | 74.43% |
Date | Value |
---|---|
March 31, 2022 | 74.43% |
February 28, 2022 | 74.43% |
January 31, 2022 | 74.43% |
December 31, 2021 | 74.43% |
November 30, 2021 | 74.43% |
October 31, 2021 | 74.43% |
September 30, 2021 | 74.43% |
August 31, 2021 | 74.43% |
July 31, 2021 | 74.43% |
June 30, 2021 | 74.43% |
May 31, 2021 | 74.43% |
April 30, 2021 | 74.43% |
March 31, 2021 | 74.43% |
February 28, 2021 | 74.43% |
January 31, 2021 | 74.43% |
December 31, 2020 | 74.43% |
November 30, 2020 | 74.43% |
October 31, 2020 | 74.43% |
September 30, 2020 | 74.43% |
August 31, 2020 | 74.43% |
July 31, 2020 | 74.43% |
June 30, 2020 | 74.43% |
May 31, 2020 | 74.43% |
April 30, 2020 | 74.43% |
March 31, 2020 | 72.08% |
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
52.65%
Minimum
May 2019
74.43%
Maximum
Apr 2020
70.84%
Average
74.43%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Carpenter Technology Corp | 74.69% |
Titan International Inc | 92.14% |
Advanced Energy Industries Inc | 62.28% |
Franklin Electric Co Inc | 32.02% |
PACCAR Inc | 37.83% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -8.991 |
Beta (5Y) | 1.628 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 48.12% |
Historical Sharpe Ratio (5Y) | 0.1901 |
Historical Sortino (5Y) | 0.3649 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.77% |