Willis Lease Finance Corp (WLFC)
181.13
-2.65
(-1.44%)
USD |
NASDAQ |
Nov 05, 14:42
Willis Lease Finance Max Drawdown (5Y): 79.76% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 79.76% |
| September 30, 2024 | 79.76% |
| August 31, 2024 | 79.76% |
| July 31, 2024 | 79.76% |
| June 30, 2024 | 79.76% |
| May 31, 2024 | 79.76% |
| April 30, 2024 | 79.76% |
| March 31, 2024 | 79.76% |
| February 29, 2024 | 79.76% |
| January 31, 2024 | 79.76% |
| December 31, 2023 | 79.76% |
| November 30, 2023 | 79.76% |
| October 31, 2023 | 79.76% |
| September 30, 2023 | 79.76% |
| August 31, 2023 | 79.76% |
| July 31, 2023 | 79.76% |
| June 30, 2023 | 79.76% |
| May 31, 2023 | 79.76% |
| April 30, 2023 | 79.76% |
| March 31, 2023 | 79.76% |
| February 28, 2023 | 79.76% |
| January 31, 2023 | 79.76% |
| December 31, 2022 | 79.76% |
| November 30, 2022 | 79.76% |
| October 31, 2022 | 79.76% |
| Date | Value |
|---|---|
| September 30, 2022 | 79.76% |
| August 31, 2022 | 79.76% |
| July 31, 2022 | 79.76% |
| June 30, 2022 | 79.76% |
| May 31, 2022 | 79.76% |
| April 30, 2022 | 79.76% |
| March 31, 2022 | 79.76% |
| February 28, 2022 | 79.76% |
| January 31, 2022 | 79.76% |
| December 31, 2021 | 79.76% |
| November 30, 2021 | 79.76% |
| October 31, 2021 | 79.76% |
| September 30, 2021 | 79.76% |
| August 31, 2021 | 79.76% |
| July 31, 2021 | 79.76% |
| June 30, 2021 | 79.76% |
| May 31, 2021 | 79.76% |
| April 30, 2021 | 79.76% |
| March 31, 2021 | 79.76% |
| February 28, 2021 | 79.76% |
| January 31, 2021 | 79.76% |
| December 31, 2020 | 79.76% |
| November 30, 2020 | 79.76% |
| October 31, 2020 | 79.76% |
| September 30, 2020 | 79.76% |
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
39.26%
Minimum
Nov 2019
79.76%
Maximum
May 2020
77.00%
Average
79.76%
Median
May 2020
Max Drawdown (5Y) Benchmarks
| GATX Corp | 38.30% |
| Air Lease Corp | 78.22% |
| FTAI Aviation Ltd | 72.53% |
| H&E Equipment Services Inc | 76.53% |
| McGrath RentCorp | 43.97% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 11.54 |
| Beta (5Y) | 1.063 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 64.55% |
| Historical Sharpe Ratio (5Y) | 0.3914 |
| Historical Sortino (5Y) | 0.5875 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.43% |