Worthington Enterprises Inc (WOR)
57.96
+0.80
(+1.40%)
USD |
NYSE |
May 01, 16:00
58.00
+0.04
(+0.07%)
Pre-Market: 20:00
Worthington Enterprises Max Drawdown (5Y): 64.48% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 64.48% |
March 31, 2024 | 64.48% |
February 29, 2024 | 64.48% |
January 31, 2024 | 64.48% |
December 31, 2023 | 64.48% |
November 30, 2023 | 64.48% |
October 31, 2023 | 64.48% |
September 30, 2023 | 64.48% |
August 31, 2023 | 64.48% |
July 31, 2023 | 64.48% |
June 30, 2023 | 64.48% |
May 31, 2023 | 64.48% |
April 30, 2023 | 64.48% |
March 31, 2023 | 64.48% |
February 28, 2023 | 64.48% |
January 31, 2023 | 64.48% |
December 31, 2022 | 64.48% |
November 30, 2022 | 64.48% |
October 31, 2022 | 64.48% |
September 30, 2022 | 64.48% |
August 31, 2022 | 64.48% |
July 31, 2022 | 64.48% |
June 30, 2022 | 64.48% |
May 31, 2022 | 64.48% |
April 30, 2022 | 64.48% |
Date | Value |
---|---|
March 31, 2022 | 64.48% |
February 28, 2022 | 64.48% |
January 31, 2022 | 64.48% |
December 31, 2021 | 64.48% |
November 30, 2021 | 64.48% |
October 31, 2021 | 64.48% |
September 30, 2021 | 64.48% |
August 31, 2021 | 64.48% |
July 31, 2021 | 64.48% |
June 30, 2021 | 64.48% |
May 31, 2021 | 64.48% |
April 30, 2021 | 64.48% |
March 31, 2021 | 64.48% |
February 28, 2021 | 64.48% |
January 31, 2021 | 64.48% |
December 31, 2020 | 64.48% |
November 30, 2020 | 64.48% |
October 31, 2020 | 64.48% |
September 30, 2020 | 64.48% |
August 31, 2020 | 64.48% |
July 31, 2020 | 64.48% |
June 30, 2020 | 64.48% |
May 31, 2020 | 64.48% |
April 30, 2020 | 64.48% |
March 31, 2020 | 64.48% |
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
48.54%
Minimum
May 2019
64.48%
Maximum
Mar 2020
61.83%
Average
64.48%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Gulf Island Fabrication Inc | 80.43% |
Tredegar Corp | 75.42% |
Hexcel Corp | 68.51% |
ATI Inc | 83.90% |
Barnes Group Inc | 68.65% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -6.966 |
Beta (5Y) | 1.318 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 42.36% |
Historical Sharpe Ratio (5Y) | 0.1822 |
Historical Sortino (5Y) | 0.3239 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.86% |