PACCAR Inc (PCAR)
114.08
+4.09
(+3.72%)
USD |
NASDAQ |
Nov 21, 16:00
113.09
-0.99
(-0.87%)
After-Hours: 20:00
PACCAR Max Drawdown (5Y): 37.83% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 37.83% |
September 30, 2024 | 37.83% |
August 31, 2024 | 37.83% |
July 31, 2024 | 37.83% |
June 30, 2024 | 37.83% |
May 31, 2024 | 37.83% |
April 30, 2024 | 37.83% |
March 31, 2024 | 37.83% |
February 29, 2024 | 37.83% |
January 31, 2024 | 37.83% |
December 31, 2023 | 37.83% |
November 30, 2023 | 37.83% |
October 31, 2023 | 37.83% |
September 30, 2023 | 37.83% |
August 31, 2023 | 37.83% |
July 31, 2023 | 37.83% |
June 30, 2023 | 37.83% |
May 31, 2023 | 37.83% |
April 30, 2023 | 37.83% |
March 31, 2023 | 37.83% |
February 28, 2023 | 37.83% |
January 31, 2023 | 37.83% |
December 31, 2022 | 37.83% |
November 30, 2022 | 37.83% |
October 31, 2022 | 37.83% |
Date | Value |
---|---|
September 30, 2022 | 37.83% |
August 31, 2022 | 37.83% |
July 31, 2022 | 37.83% |
June 30, 2022 | 37.83% |
May 31, 2022 | 37.83% |
April 30, 2022 | 37.83% |
March 31, 2022 | 37.83% |
February 28, 2022 | 37.83% |
January 31, 2022 | 37.83% |
December 31, 2021 | 37.83% |
November 30, 2021 | 37.83% |
October 31, 2021 | 37.83% |
September 30, 2021 | 37.83% |
August 31, 2021 | 37.83% |
July 31, 2021 | 37.83% |
June 30, 2021 | 37.83% |
May 31, 2021 | 37.83% |
April 30, 2021 | 37.83% |
March 31, 2021 | 37.83% |
February 28, 2021 | 37.83% |
January 31, 2021 | 37.83% |
December 31, 2020 | 37.83% |
November 30, 2020 | 37.83% |
October 31, 2020 | 37.83% |
September 30, 2020 | 37.83% |
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
33.56%
Minimum
Nov 2019
37.83%
Maximum
Mar 2020
37.55%
Average
37.83%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Oshkosh Corp | 48.68% |
The Shyft Group Inc | 81.07% |
Xos Inc | -- |
Blue Bird Corp | 74.16% |
Caterpillar Inc | 43.36% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 5.990 |
Beta (5Y) | 0.8941 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.54% |
Historical Sharpe Ratio (5Y) | 0.6865 |
Historical Sortino (5Y) | 1.246 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.61% |