Worthington Enterprises Inc (WOR)
40.08
+0.50
(+1.28%)
USD |
NYSE |
Nov 22, 10:42
Worthington Enterprises Max Drawdown (5Y): 62.76% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 62.76% |
| September 30, 2024 | 62.76% |
| August 31, 2024 | 62.76% |
| July 31, 2024 | 62.76% |
| June 30, 2024 | 62.76% |
| May 31, 2024 | 62.76% |
| April 30, 2024 | 62.76% |
| March 31, 2024 | 62.76% |
| February 29, 2024 | 62.76% |
| January 31, 2024 | 62.76% |
| December 31, 2023 | 62.76% |
| November 30, 2023 | 62.76% |
| October 31, 2023 | 62.76% |
| September 30, 2023 | 62.76% |
| August 31, 2023 | 62.76% |
| July 31, 2023 | 62.76% |
| June 30, 2023 | 62.76% |
| May 31, 2023 | 62.76% |
| April 30, 2023 | 62.76% |
| March 31, 2023 | 62.76% |
| February 28, 2023 | 62.76% |
| January 31, 2023 | 62.76% |
| December 31, 2022 | 62.76% |
| November 30, 2022 | 62.76% |
| October 31, 2022 | 62.76% |
| Date | Value |
|---|---|
| September 30, 2022 | 62.76% |
| August 31, 2022 | 62.76% |
| July 31, 2022 | 62.76% |
| June 30, 2022 | 62.76% |
| May 31, 2022 | 62.76% |
| April 30, 2022 | 62.76% |
| March 31, 2022 | 62.76% |
| February 28, 2022 | 62.76% |
| January 31, 2022 | 62.76% |
| December 31, 2021 | 62.76% |
| November 30, 2021 | 62.76% |
| October 31, 2021 | 62.76% |
| September 30, 2021 | 62.76% |
| August 31, 2021 | 62.76% |
| July 31, 2021 | 62.76% |
| June 30, 2021 | 62.76% |
| May 31, 2021 | 62.76% |
| April 30, 2021 | 62.76% |
| March 31, 2021 | 62.76% |
| February 28, 2021 | 62.76% |
| January 31, 2021 | 62.76% |
| December 31, 2020 | 62.76% |
| November 30, 2020 | 62.76% |
| October 31, 2020 | 62.76% |
| September 30, 2020 | 62.76% |
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
47.55%
Minimum
Nov 2019
62.76%
Maximum
Mar 2020
61.75%
Average
62.76%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Mayville Engineering Co Inc | -- |
| Gulf Island Fabrication Inc | 80.43% |
| Tredegar Corp | 75.42% |
| Graham Corp | 74.81% |
| Regal Rexnord Corp | 42.32% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.007 |
| Beta (5Y) | 1.274 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 44.91% |
| Historical Sharpe Ratio (5Y) | 0.277 |
| Historical Sortino (5Y) | 0.5441 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.03% |