Waters Corp (WAT)
376.72
-8.90
(-2.31%)
USD |
NYSE |
Nov 14, 16:00
376.41
-0.31
(-0.08%)
After-Hours: 20:00
Waters Max Drawdown (5Y): 44.27% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 44.27% |
| September 30, 2024 | 44.27% |
| August 31, 2024 | 44.27% |
| July 31, 2024 | 44.27% |
| June 30, 2024 | 44.27% |
| May 31, 2024 | 44.27% |
| April 30, 2024 | 44.27% |
| March 31, 2024 | 44.27% |
| February 29, 2024 | 44.27% |
| January 31, 2024 | 44.27% |
| December 31, 2023 | 44.27% |
| November 30, 2023 | 44.27% |
| October 31, 2023 | 44.27% |
| September 30, 2023 | 41.30% |
| August 31, 2023 | 41.30% |
| July 31, 2023 | 41.30% |
| June 30, 2023 | 41.30% |
| May 31, 2023 | 40.85% |
| April 30, 2023 | 36.54% |
| March 31, 2023 | 36.54% |
| February 28, 2023 | 36.54% |
| January 31, 2023 | 36.54% |
| December 31, 2022 | 36.54% |
| November 30, 2022 | 36.54% |
| October 31, 2022 | 36.54% |
| Date | Value |
|---|---|
| September 30, 2022 | 36.54% |
| August 31, 2022 | 35.86% |
| July 31, 2022 | 35.86% |
| June 30, 2022 | 35.86% |
| May 31, 2022 | 35.86% |
| April 30, 2022 | 35.86% |
| March 31, 2022 | 35.86% |
| February 28, 2022 | 35.86% |
| January 31, 2022 | 35.86% |
| December 31, 2021 | 35.86% |
| November 30, 2021 | 35.86% |
| October 31, 2021 | 35.86% |
| September 30, 2021 | 35.86% |
| August 31, 2021 | 35.86% |
| July 31, 2021 | 35.86% |
| June 30, 2021 | 35.86% |
| May 31, 2021 | 35.86% |
| April 30, 2021 | 35.86% |
| March 31, 2021 | 35.86% |
| February 28, 2021 | 35.86% |
| January 31, 2021 | 35.86% |
| December 31, 2020 | 35.86% |
| November 30, 2020 | 35.86% |
| October 31, 2020 | 35.86% |
| September 30, 2020 | 35.86% |
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
21.16%
Minimum
Nov 2019
44.27%
Maximum
Oct 2023
37.27%
Average
35.86%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Mettler-Toledo International Inc | 43.47% |
| Delcath Systems Inc | 100.0% |
| Star Equity Holdings Inc | 97.96% |
| CytoSorbents Corp | 93.94% |
| Progyny Inc | 77.42% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.069 |
| Beta (5Y) | 0.9713 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.43% |
| Historical Sharpe Ratio (5Y) | 0.2126 |
| Historical Sortino (5Y) | 0.3825 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.72% |