Encore Wire Corp (WIRE)
281.52
+0.50
(+0.18%)
USD |
NASDAQ |
May 09, 11:51
Encore Wire Max Drawdown (5Y): 36.75% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 36.75% |
March 31, 2024 | 36.75% |
February 29, 2024 | 36.75% |
January 31, 2024 | 36.75% |
December 31, 2023 | 36.75% |
November 30, 2023 | 36.75% |
October 31, 2023 | 36.75% |
September 30, 2023 | 36.75% |
August 31, 2023 | 36.75% |
July 31, 2023 | 36.75% |
June 30, 2023 | 36.75% |
May 31, 2023 | 36.75% |
April 30, 2023 | 36.75% |
March 31, 2023 | 36.75% |
February 28, 2023 | 36.75% |
January 31, 2023 | 36.75% |
December 31, 2022 | 36.75% |
November 30, 2022 | 36.75% |
October 31, 2022 | 36.75% |
September 30, 2022 | 36.75% |
August 31, 2022 | 36.75% |
July 31, 2022 | 36.75% |
June 30, 2022 | 36.75% |
May 31, 2022 | 36.75% |
April 30, 2022 | 36.75% |
Date | Value |
---|---|
March 31, 2022 | 36.75% |
February 28, 2022 | 36.75% |
January 31, 2022 | 36.75% |
December 31, 2021 | 36.75% |
November 30, 2021 | 36.75% |
October 31, 2021 | 36.75% |
September 30, 2021 | 36.75% |
August 31, 2021 | 40.35% |
July 31, 2021 | 40.44% |
June 30, 2021 | 40.44% |
May 31, 2021 | 40.44% |
April 30, 2021 | 40.44% |
March 31, 2021 | 40.44% |
February 28, 2021 | 40.44% |
January 31, 2021 | 40.44% |
December 31, 2020 | 40.44% |
November 30, 2020 | 41.59% |
October 31, 2020 | 41.59% |
September 30, 2020 | 41.59% |
August 31, 2020 | 41.59% |
July 31, 2020 | 41.59% |
June 30, 2020 | 45.86% |
May 31, 2020 | 46.81% |
April 30, 2020 | 46.81% |
March 31, 2020 | 46.81% |
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
36.75%
Minimum
Sep 2021
47.68%
Maximum
May 2019
40.12%
Average
36.75%
Median
Sep 2021
Max Drawdown (5Y) Benchmarks
Mueller Industries Inc | 56.58% |
Aqua Metals Inc | 98.45% |
Bloom Energy Corp | 92.54% |
AeroVironment Inc | 61.02% |
Vertiv Holdings Co | 71.24% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 20.15 |
Beta (5Y) | 1.281 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 40.20% |
Historical Sharpe Ratio (5Y) | 0.8564 |
Historical Sortino (5Y) | 1.535 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.57% |