PACCAR Inc (PCAR)

105.32 -2.19 (-2.04%) USD  |  NASDAQ  |  Dec 20, 16:00
105.29 -0.03 (-0.03%) After-Hours: 20:00
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PACCAR Max Drawdown (5Y): 37.83% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Median

Max Drawdown (5Y) Benchmarks

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Oshkosh Corp 48.68%
The Shyft Group Inc 81.07%
Xos Inc --
Deere & Co 37.91%
Blue Bird Corp 74.16%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 6.475
Beta (5Y) 0.9077
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 25.61%
Historical Sharpe Ratio (5Y) 0.7261
Historical Sortino (5Y) 1.306
Monthly Value at Risk (VaR) 5% (5Y Lookback) 8.61%