BorgWarner Inc (BWA)
33.45
+0.01
(+0.03%)
USD |
NYSE |
Nov 04, 16:00
33.45
0.00 (0.00%)
Pre-Market: 07:34
BorgWarner Max Drawdown (5Y): 65.21% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 65.21% |
| September 30, 2024 | 65.21% |
| August 31, 2024 | 65.21% |
| July 31, 2024 | 65.21% |
| June 30, 2024 | 65.21% |
| May 31, 2024 | 65.21% |
| April 30, 2024 | 65.21% |
| March 31, 2024 | 65.21% |
| February 29, 2024 | 65.21% |
| January 31, 2024 | 65.21% |
| December 31, 2023 | 65.21% |
| November 30, 2023 | 65.21% |
| October 31, 2023 | 65.21% |
| September 30, 2023 | 65.21% |
| August 31, 2023 | 65.21% |
| July 31, 2023 | 65.21% |
| June 30, 2023 | 65.21% |
| May 31, 2023 | 65.21% |
| April 30, 2023 | 65.21% |
| March 31, 2023 | 65.21% |
| February 28, 2023 | 65.21% |
| January 31, 2023 | 65.21% |
| December 31, 2022 | 65.21% |
| November 30, 2022 | 65.21% |
| October 31, 2022 | 65.21% |
| Date | Value |
|---|---|
| September 30, 2022 | 65.21% |
| August 31, 2022 | 65.21% |
| July 31, 2022 | 65.21% |
| June 30, 2022 | 65.21% |
| May 31, 2022 | 65.21% |
| April 30, 2022 | 65.21% |
| March 31, 2022 | 65.21% |
| February 28, 2022 | 65.21% |
| January 31, 2022 | 65.21% |
| December 31, 2021 | 65.21% |
| November 30, 2021 | 65.21% |
| October 31, 2021 | 65.21% |
| September 30, 2021 | 65.21% |
| August 31, 2021 | 65.21% |
| July 31, 2021 | 65.21% |
| June 30, 2021 | 65.21% |
| May 31, 2021 | 65.21% |
| April 30, 2021 | 65.21% |
| March 31, 2021 | 65.21% |
| February 28, 2021 | 65.21% |
| January 31, 2021 | 65.21% |
| December 31, 2020 | 65.21% |
| November 30, 2020 | 65.21% |
| October 31, 2020 | 65.21% |
| September 30, 2020 | 65.21% |
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
57.85%
Minimum
Nov 2019
65.21%
Maximum
Mar 2020
64.72%
Average
65.21%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| American Axle & Mfg Holdings Inc | 89.20% |
| Modine Manufacturing Co | 88.13% |
| Commercial Vehicle Group Inc | 90.48% |
| Dorman Products Inc | 50.78% |
| Monro Inc | 71.50% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -17.87 |
| Beta (5Y) | 1.202 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.53% |
| Historical Sharpe Ratio (5Y) | -0.0684 |
| Historical Sortino (5Y) | -0.1103 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.08% |