Waters Corp (WAT)
310.45
+2.10
(+0.68%)
USD |
NYSE |
Apr 26, 13:05
Waters Max Drawdown (5Y): 44.27% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 35.86% |
July 31, 2020 | 35.86% |
June 30, 2020 | 35.86% |
May 31, 2020 | 35.86% |
April 30, 2020 | 35.86% |
March 31, 2020 | 35.86% |
February 29, 2020 | 23.01% |
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
20.65%
Minimum
Apr 2019
44.27%
Maximum
Oct 2023
34.56%
Average
35.86%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Danaher Corp | 36.61% |
Exact Sciences Corp | 80.42% |
Illumina Inc | 82.32% |
Natera Inc | 77.74% |
Castle Biosciences Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -7.599 |
Beta (5Y) | 0.9242 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.84% |
Historical Sharpe Ratio (5Y) | 0.1548 |
Historical Sortino (5Y) | 0.2774 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.76% |