Waste Management Inc (WM)

205.83 +0.30 (+0.15%) USD  |  NYSE  |  Dec 20, 16:00
206.49 +0.66 (+0.32%) After-Hours: 20:00
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Waste Management Max Drawdown (5Y): 30.06% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Clean Harbors Inc 64.51%
Quest Resource Holding Corp 89.23%
Plastic2Oil Inc 99.23%
Pacific Green Technologies Inc 93.52%
Perma-Fix Environmental Services Inc 65.61%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 4.671
Beta (5Y) 0.7475
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 20.15%
Historical Sharpe Ratio (5Y) 0.7273
Historical Sortino (5Y) 0.9921
Monthly Value at Risk (VaR) 5% (5Y Lookback) 8.13%