Curtiss-Wright Corp (CW)
367.55
+6.10
(+1.69%)
USD |
NYSE |
Nov 21, 16:00
367.65
+0.10
(+0.03%)
Pre-Market: 20:00
Curtiss-Wright Max Drawdown (5Y): 48.73% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 48.73% |
| September 30, 2024 | 48.73% |
| August 31, 2024 | 48.73% |
| July 31, 2024 | 48.73% |
| June 30, 2024 | 48.73% |
| May 31, 2024 | 48.73% |
| April 30, 2024 | 48.73% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
48.73%
Maximum
Mar 2020
47.57%
Average
48.73%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| VSE Corp | 76.09% |
| AAR Corp | 81.77% |
| Lockheed Martin Corp | 36.66% |
| Heico Corp | 49.70% |
| Graham Corp | 74.81% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 3.693 |
| Beta (5Y) | 1.174 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.84% |
| Historical Sharpe Ratio (5Y) | 0.6111 |
| Historical Sortino (5Y) | 0.7317 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.48% |