Babcock & Wilcox Enterprises Inc (BW)
1.81
-0.72
(-28.46%)
USD |
NYSE |
Nov 13, 16:00
1.90
+0.09
(+4.97%)
After-Hours: 20:00
Babcock & Wilcox Enterprises Max Drawdown (5Y): 99.37% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 99.37% |
September 30, 2024 | 99.37% |
August 31, 2024 | 99.37% |
July 31, 2024 | 99.37% |
June 30, 2024 | 99.37% |
May 31, 2024 | 99.37% |
April 30, 2024 | 99.37% |
March 31, 2024 | 99.37% |
February 29, 2024 | 99.37% |
January 31, 2024 | 99.37% |
December 31, 2023 | 99.37% |
November 30, 2023 | 99.37% |
October 31, 2023 | 99.37% |
September 30, 2023 | 99.37% |
August 31, 2023 | 99.37% |
July 31, 2023 | 99.37% |
June 30, 2023 | 99.37% |
May 31, 2023 | 99.37% |
April 30, 2023 | 99.37% |
March 31, 2023 | 99.37% |
February 28, 2023 | 99.37% |
January 31, 2023 | 99.37% |
December 31, 2022 | 99.37% |
November 30, 2022 | 99.37% |
October 31, 2022 | 99.37% |
Date | Value |
---|---|
September 30, 2022 | 99.37% |
August 31, 2022 | 99.37% |
July 31, 2022 | 99.37% |
June 30, 2022 | 99.37% |
May 31, 2022 | 99.37% |
April 30, 2022 | 99.37% |
March 31, 2022 | 99.37% |
February 28, 2022 | 99.37% |
January 31, 2022 | 99.37% |
December 31, 2021 | 99.37% |
November 30, 2021 | 99.37% |
October 31, 2021 | 99.37% |
September 30, 2021 | 99.37% |
August 31, 2021 | 99.37% |
July 31, 2021 | 99.37% |
June 30, 2021 | 99.37% |
May 31, 2021 | 99.37% |
April 30, 2021 | 99.37% |
March 31, 2021 | 99.37% |
February 28, 2021 | 99.37% |
January 31, 2021 | 99.37% |
December 31, 2020 | 99.37% |
November 30, 2020 | 99.37% |
October 31, 2020 | 99.37% |
September 30, 2020 | 99.37% |
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
98.25%
Minimum
Nov 2019
99.37%
Maximum
Mar 2020
99.30%
Average
99.37%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
American Superconductor Corp | 89.06% |
Nordson Corp | 44.23% |
Taylor Devices Inc | 66.49% |
TPI Composites Inc | 97.57% |
Serve Robotics Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -37.57 |
Beta (5Y) | 1.728 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 116.4% |
Historical Sharpe Ratio (5Y) | -0.1312 |
Historical Sortino (5Y) | -0.2816 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 38.19% |