Waste Connections Inc (WCN)
189.01
+2.48
(+1.33%)
USD |
NYSE |
Nov 21, 16:00
188.99
-0.02
(-0.01%)
Pre-Market: 20:00
Waste Connections Max Drawdown (5Y): 31.59% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 31.59% |
| September 30, 2024 | 31.59% |
| August 31, 2024 | 31.59% |
| July 31, 2024 | 31.59% |
| June 30, 2024 | 31.59% |
| May 31, 2024 | 31.59% |
| April 30, 2024 | 31.59% |
| March 31, 2024 | 31.59% |
| February 29, 2024 | 31.59% |
| January 31, 2024 | 31.59% |
| December 31, 2023 | 31.59% |
| November 30, 2023 | 31.59% |
| October 31, 2023 | 31.59% |
| September 30, 2023 | 31.59% |
| August 31, 2023 | 31.59% |
| July 31, 2023 | 31.59% |
| June 30, 2023 | 31.59% |
| May 31, 2023 | 31.59% |
| April 30, 2023 | 31.59% |
| March 31, 2023 | 31.59% |
| February 28, 2023 | 31.59% |
| January 31, 2023 | 31.59% |
| December 31, 2022 | 31.59% |
| November 30, 2022 | 31.59% |
| October 31, 2022 | 31.59% |
| Date | Value |
|---|---|
| September 30, 2022 | 31.59% |
| August 31, 2022 | 31.59% |
| July 31, 2022 | 31.59% |
| June 30, 2022 | 31.59% |
| May 31, 2022 | 31.59% |
| April 30, 2022 | 31.59% |
| March 31, 2022 | 31.59% |
| February 28, 2022 | 31.59% |
| January 31, 2022 | 31.59% |
| December 31, 2021 | 31.59% |
| November 30, 2021 | 31.59% |
| October 31, 2021 | 31.59% |
| September 30, 2021 | 31.59% |
| August 31, 2021 | 31.59% |
| July 31, 2021 | 31.59% |
| June 30, 2021 | 31.59% |
| May 31, 2021 | 31.59% |
| April 30, 2021 | 31.59% |
| March 31, 2021 | 31.59% |
| February 28, 2021 | 31.59% |
| January 31, 2021 | 31.59% |
| December 31, 2020 | 31.59% |
| November 30, 2020 | 31.59% |
| October 31, 2020 | 31.59% |
| September 30, 2020 | 31.59% |
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
12.24%
Minimum
Feb 2020
31.59%
Maximum
Mar 2020
30.46%
Average
31.59%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Clearford Water Systems Inc | 100.00% |
| Perma-Pipe International Holdings Inc | 58.53% |
| Japan Food Tech Holdings Inc | 99.88% |
| OriginClear Inc | 100.00% |
| AirJoule Technologies Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 3.008 |
| Beta (5Y) | 0.7219 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.18% |
| Historical Sharpe Ratio (5Y) | 0.582 |
| Historical Sortino (5Y) | 0.7861 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.85% |