FreightCar America Inc (RAIL)
12.27
-0.07
(-0.57%)
USD |
NASDAQ |
Nov 05, 09:55
FreightCar America Max Drawdown (5Y): 96.77% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 96.77% |
| September 30, 2024 | 96.77% |
| August 31, 2024 | 96.77% |
| July 31, 2024 | 96.77% |
| June 30, 2024 | 96.77% |
| May 31, 2024 | 96.77% |
| April 30, 2024 | 96.77% |
| March 31, 2024 | 96.77% |
| February 29, 2024 | 96.77% |
| January 31, 2024 | 96.77% |
| December 31, 2023 | 96.77% |
| November 30, 2023 | 96.77% |
| October 31, 2023 | 96.77% |
| September 30, 2023 | 96.77% |
| August 31, 2023 | 96.77% |
| July 31, 2023 | 96.77% |
| June 30, 2023 | 96.77% |
| May 31, 2023 | 96.77% |
| April 30, 2023 | 96.77% |
| March 31, 2023 | 96.77% |
| February 28, 2023 | 96.77% |
| January 31, 2023 | 96.77% |
| December 31, 2022 | 96.77% |
| November 30, 2022 | 96.77% |
| October 31, 2022 | 96.77% |
| Date | Value |
|---|---|
| September 30, 2022 | 96.77% |
| August 31, 2022 | 96.77% |
| July 31, 2022 | 96.77% |
| June 30, 2022 | 96.77% |
| May 31, 2022 | 96.77% |
| April 30, 2022 | 96.77% |
| March 31, 2022 | 96.77% |
| February 28, 2022 | 96.77% |
| January 31, 2022 | 96.77% |
| December 31, 2021 | 96.77% |
| November 30, 2021 | 96.77% |
| October 31, 2021 | 96.77% |
| September 30, 2021 | 96.77% |
| August 31, 2021 | 96.77% |
| July 31, 2021 | 96.77% |
| June 30, 2021 | 96.77% |
| May 31, 2021 | 96.77% |
| April 30, 2021 | 96.77% |
| March 31, 2021 | 96.77% |
| February 28, 2021 | 96.77% |
| January 31, 2021 | 96.77% |
| December 31, 2020 | 96.77% |
| November 30, 2020 | 96.77% |
| October 31, 2020 | 96.77% |
| September 30, 2020 | 96.77% |
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
93.57%
Minimum
Nov 2019
96.77%
Maximum
Mar 2020
96.61%
Average
96.77%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Greenbrier Companies Inc | 78.67% |
| Trinity Industries Inc | 60.57% |
| Westinghouse Air Brake Technologies Corp | 64.08% |
| Astronics Corp | 87.10% |
| Smith & Wesson Brands Inc | 80.40% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 5.744 |
| Beta (5Y) | 1.996 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 103.4% |
| Historical Sharpe Ratio (5Y) | 0.3046 |
| Historical Sortino (5Y) | 0.9224 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.00% |