Casella Waste Systems Inc (CWST)
108.57
-6.41
(-5.57%)
USD |
NASDAQ |
Apr 04, 16:00
108.61
+0.04
(+0.04%)
After-Hours: 20:00
Casella Waste Systems Max Drawdown (5Y): 28.72% for March 31, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
| Perma-Fix Environmental Services Inc | 65.61% |
| Waste Management Inc | 29.15% |
| Republic Services Inc | 27.39% |
| Zurn Elkay Water Solutions Corp | 47.25% |
| LanzaTech Global Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 5.468 |
| Beta (5Y) | 0.9552 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.11% |
| Historical Sharpe Ratio (5Y) | 0.8976 |
| Historical Sortino (5Y) | 1.459 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.54% |