Allegheny & Western Railway (AWRY)
84.50
0.00 (0.00%)
USD |
OTCM |
May 14, 16:00
Allegheny & Western Railway Max Drawdown (5Y): 66.02% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 66.02% |
March 31, 2024 | 66.02% |
February 29, 2024 | 66.02% |
January 31, 2024 | 66.02% |
December 31, 2023 | 66.02% |
November 30, 2023 | 66.02% |
October 31, 2023 | 66.02% |
September 30, 2023 | 66.02% |
August 31, 2023 | 66.02% |
July 31, 2023 | 66.02% |
June 30, 2023 | 66.02% |
May 31, 2023 | 66.02% |
April 30, 2023 | 66.02% |
March 31, 2023 | 66.02% |
February 28, 2023 | 66.02% |
January 31, 2023 | 66.02% |
December 31, 2022 | 66.02% |
November 30, 2022 | 66.02% |
October 31, 2022 | 66.02% |
September 30, 2022 | 66.02% |
August 31, 2022 | 66.02% |
July 31, 2022 | 66.02% |
June 30, 2022 | 66.02% |
May 31, 2022 | 66.02% |
April 30, 2022 | 66.02% |
Date | Value |
---|---|
March 31, 2022 | 66.02% |
February 28, 2022 | 66.02% |
January 31, 2022 | 66.02% |
December 31, 2021 | 66.02% |
November 30, 2021 | 66.02% |
October 31, 2021 | 30.68% |
September 30, 2021 | 30.68% |
August 31, 2021 | 24.90% |
July 31, 2021 | 19.41% |
June 30, 2021 | 19.41% |
May 31, 2021 | 17.91% |
April 30, 2021 | 17.91% |
March 31, 2021 | 17.91% |
February 28, 2021 | 17.91% |
January 31, 2021 | 17.91% |
December 31, 2020 | 17.91% |
November 30, 2020 | 17.91% |
October 31, 2020 | 17.91% |
September 30, 2020 | 17.91% |
August 31, 2020 | 17.91% |
July 31, 2020 | 17.91% |
June 30, 2020 | 17.91% |
May 31, 2020 | 17.91% |
April 30, 2020 | 17.91% |
March 31, 2020 | 17.91% |
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
9.87%
Minimum
May 2019
66.02%
Maximum
Nov 2021
41.22%
Average
48.35%
Median
Max Drawdown (5Y) Benchmarks
CSX Corp | 40.55% |
Norfolk Southern Corp | 44.42% |
Union Pacific Corp | 38.71% |
United Rail Inc | 100.0% |
Dayton & Michigan Railroad Co | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -1.493 |
Beta (5Y) | -0.0184 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 51.66% |
Historical Sharpe Ratio (5Y) | -0.0329 |
Historical Sortino (5Y) | -0.0589 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.84% |