FreightCar America Inc (RAIL)

8.90 +0.07 (+0.79%) USD  |  NASDAQ  |  Dec 20, 16:00
8.875 -0.02 (-0.28%) After-Hours: 20:00
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FreightCar America Max Drawdown (5Y): 97.47% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
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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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Max Drawdown (5Y) Benchmarks

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Greenbrier Companies Inc 78.67%
Trinity Industries Inc 60.57%
Westinghouse Air Brake Technologies Corp 64.08%
Chicago Rivet & Machine Co 58.85%
CPI Aerostructures Inc 92.55%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 9.946
Beta (5Y) 1.939
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 103.7%
Historical Sharpe Ratio (5Y) 0.3458
Historical Sortino (5Y) 1.037
Monthly Value at Risk (VaR) 5% (5Y Lookback) 25.79%