Westport Fuel Systems Inc (WPRT)
5.21
-0.24
(-4.40%)
USD |
NASDAQ |
May 01, 16:00
5.24
+0.03
(+0.58%)
After-Hours: 20:00
Westport Fuel Systems Max Drawdown (5Y): 95.93% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 95.93% |
| March 31, 2024 | 95.93% |
| February 29, 2024 | 95.93% |
| January 31, 2024 | 95.93% |
| December 31, 2023 | 95.93% |
| November 30, 2023 | 95.93% |
| October 31, 2023 | 95.93% |
| September 30, 2023 | 95.03% |
| August 31, 2023 | 94.54% |
| July 31, 2023 | 94.54% |
| June 30, 2023 | 94.54% |
| May 31, 2023 | 94.54% |
| April 30, 2023 | 93.93% |
| March 31, 2023 | 93.75% |
| February 28, 2023 | 93.75% |
| January 31, 2023 | 93.75% |
| December 31, 2022 | 93.90% |
| November 30, 2022 | 93.90% |
| October 31, 2022 | 93.90% |
| September 30, 2022 | 93.90% |
| August 31, 2022 | 93.90% |
| July 31, 2022 | 93.90% |
| June 30, 2022 | 93.90% |
| May 31, 2022 | 95.39% |
| April 30, 2022 | 95.50% |
| Date | Value |
|---|---|
| March 31, 2022 | 95.98% |
| February 28, 2022 | 96.84% |
| January 31, 2022 | 97.49% |
| December 31, 2021 | 97.94% |
| November 30, 2021 | 97.94% |
| October 31, 2021 | 97.94% |
| September 30, 2021 | 97.94% |
| August 31, 2021 | 97.94% |
| July 31, 2021 | 97.94% |
| June 30, 2021 | 97.94% |
| May 31, 2021 | 97.94% |
| April 30, 2021 | 97.94% |
| March 31, 2021 | 97.94% |
| February 28, 2021 | 97.94% |
| January 31, 2021 | 97.94% |
| December 31, 2020 | 97.94% |
| November 30, 2020 | 97.94% |
| October 31, 2020 | 97.94% |
| September 30, 2020 | 97.94% |
| August 31, 2020 | 97.94% |
| July 31, 2020 | 97.94% |
| June 30, 2020 | 97.94% |
| May 31, 2020 | 97.94% |
| April 30, 2020 | 97.94% |
| March 31, 2020 | 97.94% |
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
93.75%
Minimum
Feb 2023
97.94%
Maximum
May 2019
96.54%
Average
97.94%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| Autoliv Inc | 73.39% |
| Dana Inc | 86.96% |
| Electrameccanica Vehicles Corp Ltd (DELISTED) | 98.04% |
| Vision Marine Technologies Inc | -- |
| Garrett Motion Inc | 93.08% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -50.25 |
| Beta (5Y) | 2.466 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 90.04% |
| Historical Sharpe Ratio (5Y) | -0.2528 |
| Historical Sortino (5Y) | -0.5633 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 30.67% |