Westinghouse Air Brake Technologies Corp (WAB)

193.03 +3.47 (+1.83%) USD  |  NYSE  |  Dec 20, 16:00
189.58 -3.45 (-1.79%) After-Hours: 20:00
More

Westinghouse Air Brake Technologies Max Drawdown (5Y): 64.08% for Nov. 30, 2024

Max Drawdown (5Y) Chart

View Max Drawdown (5Y) for WAB.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Max Drawdown (5Y) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Max Drawdown Definition

View Max Drawdown Definition
Start Trial

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.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

View Max Drawdown (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Max Drawdown (5Y) Benchmarks

View Max Drawdown (5Y) Benchmarks
Start Trial
Greenbrier Companies Inc 78.67%
Trinity Industries Inc 60.57%
C.H. Robinson Worldwide Inc 40.56%
FreightCar America Inc 97.47%
United Airlines Holdings Inc 79.40%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 2.151
Beta (5Y) 1.258
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 30.32%
Historical Sharpe Ratio (5Y) 0.6249
Historical Sortino (5Y) 0.7581
Monthly Value at Risk (VaR) 5% (5Y Lookback) 9.60%