Watts Water Technologies Inc (WTS)
199.87
+1.41
(+0.71%)
USD |
NYSE |
May 01, 16:00
199.87
0.00 (0.00%)
After-Hours: 19:55
Watts Water Technologies Max Drawdown (5Y): 44.08% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 44.08% |
| March 31, 2024 | 44.08% |
| February 29, 2024 | 44.08% |
| January 31, 2024 | 44.08% |
| December 31, 2023 | 44.08% |
| November 30, 2023 | 44.08% |
| October 31, 2023 | 44.08% |
| September 30, 2023 | 44.08% |
| August 31, 2023 | 44.08% |
| July 31, 2023 | 44.08% |
| June 30, 2023 | 44.08% |
| May 31, 2023 | 44.08% |
| April 30, 2023 | 44.08% |
| March 31, 2023 | 44.08% |
| February 28, 2023 | 44.08% |
| January 31, 2023 | 44.08% |
| December 31, 2022 | 44.08% |
| November 30, 2022 | 44.08% |
| October 31, 2022 | 44.08% |
| September 30, 2022 | 44.08% |
| August 31, 2022 | 44.08% |
| July 31, 2022 | 44.08% |
| June 30, 2022 | 44.08% |
| May 31, 2022 | 40.30% |
| April 30, 2022 | 39.18% |
| Date | Value |
|---|---|
| March 31, 2022 | 33.69% |
| February 28, 2022 | 33.20% |
| January 31, 2022 | 32.92% |
| December 31, 2021 | 32.92% |
| November 30, 2021 | 32.92% |
| October 31, 2021 | 32.92% |
| September 30, 2021 | 32.92% |
| August 31, 2021 | 32.92% |
| July 31, 2021 | 32.92% |
| June 30, 2021 | 32.92% |
| May 31, 2021 | 32.92% |
| April 30, 2021 | 32.92% |
| March 31, 2021 | 32.92% |
| February 28, 2021 | 32.92% |
| January 31, 2021 | 32.92% |
| December 31, 2020 | 32.92% |
| November 30, 2020 | 32.92% |
| October 31, 2020 | 32.92% |
| September 30, 2020 | 32.92% |
| August 31, 2020 | 32.92% |
| July 31, 2020 | 32.92% |
| June 30, 2020 | 32.92% |
| May 31, 2020 | 32.92% |
| April 30, 2020 | 32.92% |
| March 31, 2020 | 32.92% |
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
30.72%
Minimum
May 2019
44.08%
Maximum
Jun 2022
37.08%
Average
32.92%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Ingersoll Rand Inc | 50.27% |
| Woodward Inc | 60.61% |
| Tel Instrument Electronics Corp | 76.33% |
| ClearSign Technologies Corp | 94.58% |
| Coda Octopus Group Inc | 76.78% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 6.721 |
| Beta (5Y) | 0.9457 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.60% |
| Historical Sharpe Ratio (5Y) | 0.6034 |
| Historical Sortino (5Y) | 0.8442 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.13% |