BWX Technologies Inc (BWXT)
116.84
-2.84
(-2.37%)
USD |
NYSE |
Nov 05, 16:00
117.00
+0.16
(+0.14%)
After-Hours: 20:00
BWX Technologies Max Drawdown (5Y): 40.10% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 40.10% |
| September 30, 2024 | 40.10% |
| August 31, 2024 | 40.10% |
| July 31, 2024 | 40.10% |
| June 30, 2024 | 40.10% |
| May 31, 2024 | 40.10% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
46.18%
Average
47.74%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Mercury Systems Inc | 71.73% |
| Kratos Defense & Security Solutions Inc | 72.74% |
| Park Aerospace Corp | 43.67% |
| CAM Group Inc | 99.25% |
| Network-1 Technologies Inc | 61.55% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 6.235 |
| Beta (5Y) | 0.6926 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.14% |
| Historical Sharpe Ratio (5Y) | 0.5207 |
| Historical Sortino (5Y) | 0.7727 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.37% |