PACCAR Inc (PCAR)
109.17
+0.22
(+0.20%)
USD |
NASDAQ |
May 10, 16:00
109.17
0.00 (0.00%)
After-Hours: 20:00
PACCAR Max Drawdown (5Y): 37.83% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 37.83% |
July 31, 2020 | 37.83% |
June 30, 2020 | 37.83% |
May 31, 2020 | 37.83% |
April 30, 2020 | 37.83% |
March 31, 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
May 2019
37.83%
Maximum
Mar 2020
37.12%
Average
37.83%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Oshkosh Corp | 48.68% |
The Shyft Group Inc | 81.07% |
Xos Inc | -- |
Cummins Inc | 44.05% |
General Electric Co | 81.01% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 9.130 |
Beta (5Y) | 0.9567 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.52% |
Historical Sharpe Ratio (5Y) | 0.7756 |
Historical Sortino (5Y) | 1.422 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.15% |