Casella Waste Systems Inc (CWST)
95.43
+1.34
(+1.42%)
USD |
NASDAQ |
Apr 23, 16:00
95.34
-0.09
(-0.09%)
After-Hours: 20:00
Casella Waste Systems Max Drawdown (5Y): 34.96% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 34.96% |
July 31, 2020 | 34.96% |
June 30, 2020 | 34.96% |
May 31, 2020 | 34.96% |
April 30, 2020 | 34.96% |
March 31, 2020 | 34.47% |
February 29, 2020 | 37.00% |
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
56.65%
Maximum
Apr 2019
37.97%
Average
34.96%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Perma-Fix Environmental Services Inc | 65.61% |
Republic Services Inc | 34.02% |
Stericycle Inc | 73.02% |
LanzaTech Global Inc | -- |
Spectaire Holdings Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 8.938 |
Beta (5Y) | 0.9008 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.33% |
Historical Sharpe Ratio (5Y) | 0.7861 |
Historical Sortino (5Y) | 1.132 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.22% |