Waste Management Inc (WM)
212.70
+2.27
(+1.08%)
USD |
NYSE |
Apr 25, 16:00
213.00
+0.30
(+0.14%)
Pre-Market: 09:01
Waste Management Max Drawdown (5Y): 30.06% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 30.06% |
February 29, 2024 | 30.06% |
January 31, 2024 | 30.06% |
December 31, 2023 | 30.06% |
November 30, 2023 | 30.06% |
October 31, 2023 | 30.06% |
September 30, 2023 | 30.06% |
August 31, 2023 | 30.06% |
July 31, 2023 | 30.06% |
June 30, 2023 | 30.06% |
May 31, 2023 | 30.06% |
April 30, 2023 | 30.06% |
March 31, 2023 | 30.06% |
February 28, 2023 | 30.06% |
January 31, 2023 | 30.06% |
December 31, 2022 | 30.06% |
November 30, 2022 | 30.06% |
October 31, 2022 | 30.06% |
September 30, 2022 | 30.06% |
August 31, 2022 | 30.06% |
July 31, 2022 | 30.06% |
June 30, 2022 | 30.06% |
May 31, 2022 | 30.06% |
April 30, 2022 | 30.06% |
March 31, 2022 | 30.06% |
Date | Value |
---|---|
February 28, 2022 | 30.06% |
January 31, 2022 | 30.06% |
December 31, 2021 | 30.06% |
November 30, 2021 | 30.06% |
October 31, 2021 | 30.06% |
September 30, 2021 | 30.06% |
August 31, 2021 | 30.06% |
July 31, 2021 | 30.06% |
June 30, 2021 | 30.06% |
May 31, 2021 | 30.06% |
April 30, 2021 | 30.06% |
March 31, 2021 | 30.06% |
February 28, 2021 | 30.06% |
January 31, 2021 | 30.06% |
December 31, 2020 | 30.06% |
November 30, 2020 | 30.06% |
October 31, 2020 | 30.06% |
September 30, 2020 | 30.06% |
August 31, 2020 | 30.06% |
July 31, 2020 | 30.06% |
June 30, 2020 | 30.06% |
May 31, 2020 | 30.06% |
April 30, 2020 | 30.06% |
March 31, 2020 | 30.06% |
February 29, 2020 | 15.28% |
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
15.28%
Minimum
Apr 2019
30.06%
Maximum
Mar 2020
27.35%
Average
30.06%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Republic Services Inc | 34.02% |
Clean Harbors Inc | 64.51% |
Stericycle Inc | 73.02% |
Plastic2Oil Inc | 99.23% |
Pacific Green Technologies Inc | 93.52% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 6.058 |
Beta (5Y) | 0.7193 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.14% |
Historical Sharpe Ratio (5Y) | 0.7671 |
Historical Sortino (5Y) | 1.039 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.13% |