BWX Technologies Inc (BWXT)
87.08
-11.80
(-11.93%)
USD |
NYSE |
May 07, 16:00
87.00
-0.08
(-0.09%)
After-Hours: 17:00
BWX Technologies Max Drawdown (5Y): 40.10% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 40.10% |
March 31, 2024 | 40.10% |
February 29, 2024 | 40.10% |
January 31, 2024 | 40.10% |
December 31, 2023 | 40.10% |
November 30, 2023 | 40.10% |
October 31, 2023 | 45.83% |
September 30, 2023 | 47.74% |
August 31, 2023 | 47.74% |
July 31, 2023 | 47.74% |
June 30, 2023 | 47.74% |
May 31, 2023 | 47.74% |
April 30, 2023 | 47.74% |
March 31, 2023 | 47.74% |
February 28, 2023 | 47.74% |
January 31, 2023 | 47.74% |
December 31, 2022 | 47.74% |
November 30, 2022 | 47.74% |
October 31, 2022 | 47.74% |
September 30, 2022 | 47.74% |
August 31, 2022 | 47.74% |
July 31, 2022 | 47.74% |
June 30, 2022 | 47.74% |
May 31, 2022 | 47.74% |
April 30, 2022 | 47.74% |
Date | Value |
---|---|
March 31, 2022 | 47.74% |
February 28, 2022 | 47.74% |
January 31, 2022 | 47.74% |
December 31, 2021 | 47.74% |
November 30, 2021 | 47.74% |
October 31, 2021 | 47.74% |
September 30, 2021 | 47.74% |
August 31, 2021 | 47.74% |
July 31, 2021 | 47.74% |
June 30, 2021 | 47.74% |
May 31, 2021 | 47.74% |
April 30, 2021 | 47.74% |
March 31, 2021 | 47.74% |
February 28, 2021 | 47.74% |
January 31, 2021 | 47.74% |
December 31, 2020 | 47.74% |
November 30, 2020 | 47.74% |
October 31, 2020 | 47.74% |
September 30, 2020 | 47.74% |
August 31, 2020 | 47.74% |
July 31, 2020 | 47.74% |
June 30, 2020 | 47.74% |
May 31, 2020 | 47.74% |
April 30, 2020 | 47.74% |
March 31, 2020 | 47.74% |
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
40.10%
Minimum
Nov 2023
47.74%
Maximum
May 2019
46.94%
Average
47.74%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Kratos Defense & Security Solutions Inc | 72.74% |
Mercury Systems Inc | 71.73% |
Park Aerospace Corp | 43.67% |
CAM Group Inc | 99.25% |
Network-1 Technologies Inc | 58.59% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 4.608 |
Beta (5Y) | 0.7466 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.08% |
Historical Sharpe Ratio (5Y) | 0.4605 |
Historical Sortino (5Y) | 0.6514 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.13% |