Westport Fuel Systems Inc (WPRT.TO)

4.88 -0.11 (-2.20%) CAD  |  TSX  |  Dec 20, 16:00
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Westport Fuel Systems Max Drawdown (5Y): 96.43% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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May '19
 
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270.00
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240.00
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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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Linamar Corp 70.80%
Spectra Products Inc 66.67%
Aether Catalyst Solutions Inc 93.33%
Hypercharge Networks Corp --
SWMBRD Sports Inc --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -61.19
Beta (5Y) 3.191
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 87.29%
Historical Sharpe Ratio (5Y) -0.3434
Historical Sortino (5Y) -0.7748
Monthly Value at Risk (VaR) 5% (5Y Lookback) 29.80%