Willis Lease Finance Corp. (WLFC)
54.74
-0.41
(-0.74%)
USD |
NASDAQ |
Aug 25, 14:50
Willis Lease Finance Max Drawdown (5Y) : 58.70% for July 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2026 | 58.70% |
| June 30, 2026 | 58.70% |
| May 31, 2026 | 58.70% |
| April 30, 2026 | 58.70% |
| March 31, 2026 | 58.70% |
| February 28, 2026 | 58.70% |
| January 31, 2026 | 61.50% |
| December 31, 2025 | 63.41% |
| November 30, 2025 | 63.41% |
| October 31, 2025 | 70.29% |
| September 30, 2025 | 74.77% |
| August 31, 2025 | 75.07% |
| July 31, 2025 | 75.07% |
| June 30, 2025 | 75.07% |
| May 31, 2025 | 75.07% |
| April 30, 2025 | 79.76% |
| March 31, 2025 | 79.76% |
| February 28, 2025 | 79.76% |
| January 31, 2025 | 79.76% |
| December 31, 2024 | 79.76% |
| November 30, 2024 | 79.76% |
| October 31, 2024 | 79.76% |
| September 30, 2024 | 79.76% |
| August 31, 2024 | 79.76% |
| July 31, 2024 | 79.76% |
| Date | Value |
|---|---|
| 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% |
| September 30, 2022 | 79.76% |
| August 31, 2022 | 79.76% |
| July 31, 2022 | 79.76% |
| June 30, 2022 | 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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| GATX Corp. | 31.92% |
| United Rentals, Inc. | 39.96% |
| Herc Holdings, Inc. | 60.90% |
| Custom Truck One Source, Inc. | 72.43% |
| AmeraMex International, Inc. | 91.22% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 29.16 |
| Beta (5Y) | 0.7379 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 49.73% |
| Historical Sharpe Ratio (5Y) | 0.7229 |
| Historical Sortino (5Y) | 1.822 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.57% |