Westinghouse Air Brake Technologies Corp (WAB)
198.03
+3.60
(+1.85%)
USD |
NYSE |
Nov 21, 16:00
198.95
+0.92
(+0.46%)
After-Hours: 20:00
Westinghouse Air Brake Technologies Max Drawdown (5Y): 64.08% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 64.08% |
| September 30, 2024 | 64.08% |
| August 31, 2024 | 64.08% |
| July 31, 2024 | 64.08% |
| June 30, 2024 | 64.08% |
| May 31, 2024 | 64.08% |
| April 30, 2024 | 64.08% |
| March 31, 2024 | 64.08% |
| February 29, 2024 | 64.08% |
| January 31, 2024 | 64.08% |
| December 31, 2023 | 64.08% |
| November 30, 2023 | 64.08% |
| October 31, 2023 | 64.08% |
| September 30, 2023 | 64.08% |
| August 31, 2023 | 64.08% |
| July 31, 2023 | 64.08% |
| June 30, 2023 | 64.08% |
| May 31, 2023 | 64.08% |
| April 30, 2023 | 64.08% |
| March 31, 2023 | 64.08% |
| February 28, 2023 | 64.08% |
| January 31, 2023 | 64.08% |
| December 31, 2022 | 64.08% |
| November 30, 2022 | 64.08% |
| October 31, 2022 | 64.08% |
| Date | Value |
|---|---|
| September 30, 2022 | 64.08% |
| August 31, 2022 | 64.08% |
| July 31, 2022 | 64.08% |
| June 30, 2022 | 64.08% |
| May 31, 2022 | 64.08% |
| April 30, 2022 | 64.08% |
| March 31, 2022 | 64.08% |
| February 28, 2022 | 64.08% |
| January 31, 2022 | 64.08% |
| December 31, 2021 | 64.08% |
| November 30, 2021 | 64.08% |
| October 31, 2021 | 64.08% |
| September 30, 2021 | 64.08% |
| August 31, 2021 | 64.08% |
| July 31, 2021 | 64.08% |
| June 30, 2021 | 64.08% |
| May 31, 2021 | 64.08% |
| April 30, 2021 | 64.08% |
| March 31, 2021 | 64.08% |
| February 28, 2021 | 64.08% |
| January 31, 2021 | 64.08% |
| December 31, 2020 | 64.08% |
| November 30, 2020 | 64.08% |
| October 31, 2020 | 64.08% |
| September 30, 2020 | 64.08% |
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
45.27%
Minimum
Nov 2019
64.08%
Maximum
Mar 2020
62.82%
Average
64.08%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Greenbrier Companies Inc | 78.67% |
| Trinity Industries Inc | 60.57% |
| C.H. Robinson Worldwide Inc | 40.56% |
| FreightCar America Inc | 97.47% |
| Cummins Inc | 44.05% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 4.036 |
| Beta (5Y) | 1.272 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.30% |
| Historical Sharpe Ratio (5Y) | 0.6751 |
| Historical Sortino (5Y) | 0.8217 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.60% |