Westlake Corp (WLK)
148.37
-1.53
(-1.02%)
USD |
NYSE |
Apr 25, 16:00
148.37
0.00 (0.00%)
Pre-Market: 20:00
Westlake Max Drawdown (5Y): 75.15% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 75.15% |
February 29, 2024 | 75.15% |
January 31, 2024 | 75.15% |
December 31, 2023 | 75.15% |
November 30, 2023 | 75.15% |
October 31, 2023 | 75.15% |
September 30, 2023 | 75.15% |
August 31, 2023 | 75.15% |
July 31, 2023 | 75.15% |
June 30, 2023 | 75.15% |
May 31, 2023 | 75.15% |
April 30, 2023 | 75.15% |
March 31, 2023 | 75.15% |
February 28, 2023 | 75.15% |
January 31, 2023 | 75.15% |
December 31, 2022 | 75.15% |
November 30, 2022 | 75.15% |
October 31, 2022 | 75.15% |
September 30, 2022 | 75.15% |
August 31, 2022 | 75.15% |
July 31, 2022 | 75.15% |
June 30, 2022 | 75.15% |
May 31, 2022 | 75.15% |
April 30, 2022 | 75.15% |
March 31, 2022 | 75.15% |
Date | Value |
---|---|
February 28, 2022 | 75.15% |
January 31, 2022 | 75.15% |
December 31, 2021 | 75.15% |
November 30, 2021 | 75.15% |
October 31, 2021 | 75.15% |
September 30, 2021 | 75.15% |
August 31, 2021 | 75.15% |
July 31, 2021 | 75.15% |
June 30, 2021 | 75.15% |
May 31, 2021 | 75.15% |
April 30, 2021 | 75.15% |
March 31, 2021 | 75.15% |
February 28, 2021 | 75.15% |
January 31, 2021 | 75.15% |
December 31, 2020 | 75.15% |
November 30, 2020 | 75.15% |
October 31, 2020 | 75.15% |
September 30, 2020 | 75.15% |
August 31, 2020 | 75.15% |
July 31, 2020 | 75.15% |
June 30, 2020 | 75.15% |
May 31, 2020 | 75.15% |
April 30, 2020 | 75.15% |
March 31, 2020 | 75.15% |
February 29, 2020 | 58.30% |
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
58.30%
Minimum
Apr 2019
75.15%
Maximum
Mar 2020
72.06%
Average
75.15%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Westlake Chemical Partners LP | 60.16% |
Friedman Industries Inc | 65.08% |
Solitario Resources Corp | 83.21% |
Golden Minerals Co | 98.94% |
Paramount Gold Nevada Corp | 81.95% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 0.3172 |
Beta (5Y) | 1.304 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.33% |
Historical Sharpe Ratio (5Y) | 0.4525 |
Historical Sortino (5Y) | 0.5548 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.14% |