Wabash National Corp (WNC)
19.31
+0.40
(+2.12%)
USD |
NYSE |
Nov 22, 16:00
19.32
+0.01
(+0.05%)
After-Hours: 20:00
Wabash National Max Drawdown (5Y): 74.43% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 74.43% |
| September 30, 2024 | 74.43% |
| August 31, 2024 | 74.43% |
| July 31, 2024 | 74.43% |
| June 30, 2024 | 74.43% |
| May 31, 2024 | 74.43% |
| April 30, 2024 | 74.43% |
| March 31, 2024 | 74.43% |
| February 29, 2024 | 74.43% |
| January 31, 2024 | 74.43% |
| December 31, 2023 | 74.43% |
| November 30, 2023 | 74.43% |
| October 31, 2023 | 74.43% |
| September 30, 2023 | 74.43% |
| August 31, 2023 | 74.43% |
| July 31, 2023 | 74.43% |
| June 30, 2023 | 74.43% |
| May 31, 2023 | 74.43% |
| April 30, 2023 | 74.43% |
| March 31, 2023 | 74.43% |
| February 28, 2023 | 74.43% |
| January 31, 2023 | 74.43% |
| December 31, 2022 | 74.43% |
| November 30, 2022 | 74.43% |
| October 31, 2022 | 74.43% |
| Date | Value |
|---|---|
| September 30, 2022 | 74.43% |
| August 31, 2022 | 74.43% |
| July 31, 2022 | 74.43% |
| June 30, 2022 | 74.43% |
| May 31, 2022 | 74.43% |
| April 30, 2022 | 74.43% |
| March 31, 2022 | 74.43% |
| February 28, 2022 | 74.43% |
| January 31, 2022 | 74.43% |
| December 31, 2021 | 74.43% |
| November 30, 2021 | 74.43% |
| October 31, 2021 | 74.43% |
| September 30, 2021 | 74.43% |
| August 31, 2021 | 74.43% |
| July 31, 2021 | 74.43% |
| June 30, 2021 | 74.43% |
| May 31, 2021 | 74.43% |
| April 30, 2021 | 74.43% |
| March 31, 2021 | 74.43% |
| February 28, 2021 | 74.43% |
| January 31, 2021 | 74.43% |
| December 31, 2020 | 74.43% |
| November 30, 2020 | 74.43% |
| October 31, 2020 | 74.43% |
| September 30, 2020 | 74.43% |
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
52.65%
Minimum
Nov 2019
74.43%
Maximum
Apr 2020
73.02%
Average
74.43%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| PACCAR Inc | 37.83% |
| Trinity Industries Inc | 60.57% |
| Chicago Rivet & Machine Co | 58.85% |
| CPI Aerostructures Inc | 92.55% |
| Hyperscale Data Inc | 100.00% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -16.01 |
| Beta (5Y) | 1.540 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 48.82% |
| Historical Sharpe Ratio (5Y) | 0.0792 |
| Historical Sortino (5Y) | 0.1571 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.36% |