FreightCar America Inc (RAIL)
9.65
-0.86
(-8.18%)
USD |
NASDAQ |
Nov 21, 16:00
9.65
0.00 (0.00%)
After-Hours: 20:00
FreightCar America Max Drawdown (5Y): 97.47% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 97.47% |
September 30, 2024 | 97.47% |
August 31, 2024 | 97.47% |
July 31, 2024 | 97.47% |
June 30, 2024 | 97.47% |
May 31, 2024 | 97.47% |
April 30, 2024 | 97.47% |
March 31, 2024 | 97.47% |
February 29, 2024 | 97.47% |
January 31, 2024 | 97.47% |
December 31, 2023 | 97.47% |
November 30, 2023 | 97.47% |
October 31, 2023 | 97.47% |
September 30, 2023 | 97.47% |
August 31, 2023 | 97.47% |
July 31, 2023 | 97.47% |
June 30, 2023 | 97.47% |
May 31, 2023 | 97.47% |
April 30, 2023 | 97.47% |
March 31, 2023 | 97.47% |
February 28, 2023 | 97.47% |
January 31, 2023 | 97.47% |
December 31, 2022 | 97.47% |
November 30, 2022 | 97.47% |
October 31, 2022 | 97.47% |
Date | Value |
---|---|
September 30, 2022 | 97.47% |
August 31, 2022 | 97.47% |
July 31, 2022 | 97.47% |
June 30, 2022 | 97.47% |
May 31, 2022 | 97.47% |
April 30, 2022 | 97.47% |
March 31, 2022 | 97.47% |
February 28, 2022 | 97.47% |
January 31, 2022 | 97.47% |
December 31, 2021 | 97.47% |
November 30, 2021 | 97.47% |
October 31, 2021 | 97.47% |
September 30, 2021 | 97.47% |
August 31, 2021 | 97.47% |
July 31, 2021 | 97.47% |
June 30, 2021 | 97.47% |
May 31, 2021 | 97.47% |
April 30, 2021 | 97.47% |
March 31, 2021 | 97.47% |
February 28, 2021 | 97.47% |
January 31, 2021 | 97.47% |
December 31, 2020 | 97.47% |
November 30, 2020 | 97.47% |
October 31, 2020 | 97.47% |
September 30, 2020 | 97.47% |
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
97.47%
Maximum
Mar 2020
97.26%
Average
97.47%
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 | 87.66% |
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% |