Northwest Pipe Co (NWPX)
47.85
+0.58
(+1.23%)
USD |
NASDAQ |
Nov 05, 09:38
Northwest Pipe Max Drawdown (5Y): 46.50% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 46.50% |
| September 30, 2024 | 46.50% |
| August 31, 2024 | 46.50% |
| July 31, 2024 | 46.50% |
| June 30, 2024 | 46.50% |
| May 31, 2024 | 46.50% |
| April 30, 2024 | 46.50% |
| March 31, 2024 | 46.50% |
| February 29, 2024 | 46.50% |
| January 31, 2024 | 46.50% |
| December 31, 2023 | 46.50% |
| November 30, 2023 | 46.50% |
| October 31, 2023 | 47.39% |
| September 30, 2023 | 48.39% |
| August 31, 2023 | 53.64% |
| July 31, 2023 | 58.70% |
| June 30, 2023 | 58.70% |
| May 31, 2023 | 59.07% |
| April 30, 2023 | 59.07% |
| March 31, 2023 | 59.07% |
| February 28, 2023 | 59.07% |
| January 31, 2023 | 59.07% |
| December 31, 2022 | 59.07% |
| November 30, 2022 | 59.07% |
| October 31, 2022 | 59.07% |
| Date | Value |
|---|---|
| September 30, 2022 | 59.07% |
| August 31, 2022 | 59.07% |
| July 31, 2022 | 59.07% |
| June 30, 2022 | 59.07% |
| May 31, 2022 | 64.39% |
| April 30, 2022 | 64.39% |
| March 31, 2022 | 64.39% |
| February 28, 2022 | 67.25% |
| January 31, 2022 | 69.04% |
| December 31, 2021 | 69.04% |
| November 30, 2021 | 69.04% |
| October 31, 2021 | 69.04% |
| September 30, 2021 | 69.04% |
| August 31, 2021 | 69.04% |
| July 31, 2021 | 70.82% |
| June 30, 2021 | 71.85% |
| May 31, 2021 | 72.87% |
| April 30, 2021 | 74.12% |
| March 31, 2021 | 77.66% |
| February 28, 2021 | 78.59% |
| January 31, 2021 | 79.08% |
| December 31, 2020 | 79.08% |
| November 30, 2020 | 81.08% |
| October 31, 2020 | 81.08% |
| September 30, 2020 | 81.08% |
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
46.50%
Minimum
Nov 2023
81.08%
Maximum
Nov 2019
64.44%
Average
64.39%
Median
Mar 2022
Max Drawdown (5Y) Benchmarks
| AAON Inc | 42.39% |
| Insteel Industries Inc | 74.36% |
| Energizer Holdings Inc | 56.38% |
| Mueller Water Products Inc | 46.67% |
| Advanced Drainage Systems Inc | 53.57% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.948 |
| Beta (5Y) | 0.9777 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.23% |
| Historical Sharpe Ratio (5Y) | 0.1524 |
| Historical Sortino (5Y) | 0.2331 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.96% |