Westinghouse Air Brake Technologies Corp (WAB)
189.70
+0.90
(+0.48%)
USD |
NYSE |
Nov 05, 09:41
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 | 96.77% |
Blue Bird Corp | 74.16% |
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% |