Curtiss-Wright Corp (CW)
254.77
+1.28
(+0.50%)
USD |
NYSE |
Apr 26, 15:09
Curtiss-Wright Max Drawdown (5Y): 48.73% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 48.73% |
February 29, 2024 | 48.73% |
January 31, 2024 | 48.73% |
December 31, 2023 | 48.73% |
November 30, 2023 | 48.73% |
October 31, 2023 | 48.73% |
September 30, 2023 | 48.73% |
August 31, 2023 | 48.73% |
July 31, 2023 | 48.73% |
June 30, 2023 | 48.73% |
May 31, 2023 | 48.73% |
April 30, 2023 | 48.73% |
March 31, 2023 | 48.73% |
February 28, 2023 | 48.73% |
January 31, 2023 | 48.73% |
December 31, 2022 | 48.73% |
November 30, 2022 | 48.73% |
October 31, 2022 | 48.73% |
September 30, 2022 | 48.73% |
August 31, 2022 | 48.73% |
July 31, 2022 | 48.73% |
June 30, 2022 | 48.73% |
May 31, 2022 | 48.73% |
April 30, 2022 | 48.73% |
March 31, 2022 | 48.73% |
Date | Value |
---|---|
February 28, 2022 | 48.73% |
January 31, 2022 | 48.73% |
December 31, 2021 | 48.73% |
November 30, 2021 | 48.73% |
October 31, 2021 | 48.73% |
September 30, 2021 | 48.73% |
August 31, 2021 | 48.73% |
July 31, 2021 | 48.73% |
June 30, 2021 | 48.73% |
May 31, 2021 | 48.73% |
April 30, 2021 | 48.73% |
March 31, 2021 | 48.73% |
February 28, 2021 | 48.73% |
January 31, 2021 | 48.73% |
December 31, 2020 | 48.73% |
November 30, 2020 | 48.73% |
October 31, 2020 | 48.73% |
September 30, 2020 | 48.73% |
August 31, 2020 | 48.73% |
July 31, 2020 | 48.73% |
June 30, 2020 | 48.73% |
May 31, 2020 | 48.73% |
April 30, 2020 | 48.73% |
March 31, 2020 | 48.73% |
February 29, 2020 | 31.36% |
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
31.36%
Minimum
Apr 2019
48.73%
Maximum
Mar 2020
45.55%
Average
48.73%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
V2X Inc | 50.21% |
Sturm Ruger & Co Inc | 44.18% |
VSE Corp | 76.09% |
Conrad Industries Inc | 73.37% |
Cadre Holdings Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 0.8792 |
Beta (5Y) | 1.183 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.67% |
Historical Sharpe Ratio (5Y) | 0.5324 |
Historical Sortino (5Y) | 0.6476 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.48% |