Westinghouse Air Brake Technologies Corp (WAB)
162.21
+0.33
(+0.20%)
USD |
NYSE |
May 03, 16:00
162.22
+0.01
(+0.01%)
After-Hours: 20:00
Westinghouse Air Brake Technologies Max Drawdown (5Y): 64.08% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 64.08% |
July 31, 2020 | 64.08% |
June 30, 2020 | 64.08% |
May 31, 2020 | 64.08% |
April 30, 2020 | 64.08% |
March 31, 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
May 2019
64.08%
Maximum
Mar 2020
60.94%
Average
64.08%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Greenbrier Companies Inc | 78.67% |
Trinity Industries Inc | 60.57% |
FreightCar America Inc | 96.77% |
Crane Co | 60.03% |
Air Lease Corp | 78.22% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 0.3317 |
Beta (5Y) | 1.362 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.94% |
Historical Sharpe Ratio (5Y) | 0.5011 |
Historical Sortino (5Y) | 0.635 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.09% |