Waste Management Inc (WM)
221.53
+2.75
(+1.26%)
USD |
NYSE |
Nov 21, 16:00
221.49
-0.04
(-0.02%)
Pre-Market: 20:00
Waste Management Max Drawdown (5Y): 30.06% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 30.06% |
| September 30, 2024 | 30.06% |
| August 31, 2024 | 30.06% |
| July 31, 2024 | 30.06% |
| June 30, 2024 | 30.06% |
| May 31, 2024 | 30.06% |
| April 30, 2024 | 30.06% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
30.06%
Maximum
Mar 2020
29.08%
Average
30.06%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Clean Harbors Inc | 64.51% |
| Stericycle Inc (DELISTED) | 73.02% |
| Quest Resource Holding Corp | 88.33% |
| Plastic2Oil Inc | 99.23% |
| Pacific Green Technologies Inc | 93.52% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 3.978 |
| Beta (5Y) | 0.7414 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.13% |
| Historical Sharpe Ratio (5Y) | 0.673 |
| Historical Sortino (5Y) | 0.9172 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.13% |