Westport Fuel Systems Inc (WPRT.TO)
5.67
-0.08
(-1.39%)
CAD |
TSX |
Nov 04, 16:00
Westport Fuel Systems Max Drawdown (5Y): 96.13% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 96.13% |
| August 31, 2024 | 95.56% |
| July 31, 2024 | 95.56% |
| June 30, 2024 | 95.56% |
| May 31, 2024 | 95.56% |
| April 30, 2024 | 95.56% |
| March 31, 2024 | 95.56% |
| February 29, 2024 | 95.56% |
| January 31, 2024 | 95.56% |
| December 31, 2023 | 95.56% |
| November 30, 2023 | 95.56% |
| October 31, 2023 | 95.56% |
| September 30, 2023 | 94.77% |
| August 31, 2023 | 94.14% |
| July 31, 2023 | 94.14% |
| June 30, 2023 | 94.14% |
| May 31, 2023 | 94.14% |
| April 30, 2023 | 93.75% |
| March 31, 2023 | 93.43% |
| February 28, 2023 | 93.43% |
| January 31, 2023 | 93.43% |
| December 31, 2022 | 93.43% |
| November 30, 2022 | 93.43% |
| October 31, 2022 | 92.72% |
| September 30, 2022 | 92.21% |
| Date | Value |
|---|---|
| August 31, 2022 | 92.21% |
| July 31, 2022 | 92.21% |
| June 30, 2022 | 92.21% |
| May 31, 2022 | 94.22% |
| April 30, 2022 | 94.41% |
| March 31, 2022 | 94.46% |
| February 28, 2022 | 95.67% |
| January 31, 2022 | 96.71% |
| December 31, 2021 | 97.25% |
| November 30, 2021 | 97.25% |
| October 31, 2021 | 97.25% |
| September 30, 2021 | 97.25% |
| August 31, 2021 | 97.25% |
| July 31, 2021 | 97.25% |
| June 30, 2021 | 97.25% |
| May 31, 2021 | 97.25% |
| April 30, 2021 | 97.25% |
| March 31, 2021 | 97.25% |
| February 28, 2021 | 97.25% |
| January 31, 2021 | 97.25% |
| December 31, 2020 | 97.25% |
| November 30, 2020 | 97.25% |
| October 31, 2020 | 97.25% |
| September 30, 2020 | 97.25% |
| August 31, 2020 | 97.25% |
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
92.21%
Minimum
Jun 2022
97.25%
Maximum
Nov 2019
95.68%
Average
95.56%
Median
Oct 2023
Max Drawdown (5Y) Benchmarks
| 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) | -59.85 |
| Beta (5Y) | 3.163 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 87.31% |
| Historical Sharpe Ratio (5Y) | -0.3653 |
| Historical Sortino (5Y) | -0.8192 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 29.80% |