BorgWarner Inc (BWA)
28.70
-0.25
(-0.86%)
USD |
NYSE |
Mar 21, 16:00
28.70
0.00 (0.00%)
Pre-Market: 20:00
BorgWarner Max Drawdown (5Y): 65.38% for Feb. 28, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
| Modine Manufacturing Co | 88.13% |
| American Axle & Mfg Holdings Inc | 89.48% |
| Commercial Vehicle Group Inc | 90.48% |
| Dorman Products Inc | 50.78% |
| Hyliion Holdings Corp | 99.03% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -16.86 |
| Beta (5Y) | 1.210 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.86% |
| Historical Sharpe Ratio (5Y) | 0.015 |
| Historical Sortino (5Y) | 0.0317 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.48% |