Casella Waste Systems Inc (CWST)
99.40
+0.06
(+0.06%)
USD |
NASDAQ |
Nov 04, 16:00
99.42
+0.02
(+0.03%)
After-Hours: 20:00
Casella Waste Systems Max Drawdown (5Y): 34.96% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 34.96% |
| September 30, 2024 | 34.96% |
| August 31, 2024 | 34.96% |
| July 31, 2024 | 34.96% |
| June 30, 2024 | 34.96% |
| May 31, 2024 | 34.96% |
| April 30, 2024 | 34.96% |
| March 31, 2024 | 34.96% |
| February 29, 2024 | 34.96% |
| January 31, 2024 | 34.96% |
| December 31, 2023 | 34.96% |
| November 30, 2023 | 34.96% |
| October 31, 2023 | 34.96% |
| September 30, 2023 | 34.96% |
| August 31, 2023 | 34.96% |
| July 31, 2023 | 34.96% |
| June 30, 2023 | 34.96% |
| May 31, 2023 | 34.96% |
| April 30, 2023 | 34.96% |
| March 31, 2023 | 34.96% |
| February 28, 2023 | 34.96% |
| January 31, 2023 | 34.96% |
| December 31, 2022 | 34.96% |
| November 30, 2022 | 34.96% |
| October 31, 2022 | 34.96% |
| Date | Value |
|---|---|
| September 30, 2022 | 34.96% |
| August 31, 2022 | 34.96% |
| July 31, 2022 | 34.96% |
| June 30, 2022 | 34.96% |
| May 31, 2022 | 34.96% |
| April 30, 2022 | 34.96% |
| March 31, 2022 | 34.96% |
| February 28, 2022 | 34.96% |
| January 31, 2022 | 34.96% |
| December 31, 2021 | 34.96% |
| November 30, 2021 | 34.96% |
| October 31, 2021 | 34.96% |
| September 30, 2021 | 34.96% |
| August 31, 2021 | 34.96% |
| July 31, 2021 | 34.96% |
| June 30, 2021 | 34.96% |
| May 31, 2021 | 34.96% |
| April 30, 2021 | 34.96% |
| March 31, 2021 | 34.96% |
| February 28, 2021 | 34.96% |
| January 31, 2021 | 34.96% |
| December 31, 2020 | 34.96% |
| November 30, 2020 | 34.96% |
| October 31, 2020 | 34.96% |
| September 30, 2020 | 34.96% |
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
34.47%
Minimum
Mar 2020
52.99%
Maximum
Nov 2019
35.46%
Average
34.96%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| Perma-Fix Environmental Services Inc | 65.61% |
| Stericycle Inc | 73.02% |
| Clean Harbors Inc | 64.51% |
| Republic Services Inc | 34.02% |
| Quest Resource Holding Corp | 88.33% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 2.376 |
| Beta (5Y) | 0.9932 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.87% |
| Historical Sharpe Ratio (5Y) | 0.5874 |
| Historical Sortino (5Y) | 0.8401 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.86% |