Westport Fuel Systems Inc (WPRT)
4.50
+0.04
(+0.90%)
USD |
NASDAQ |
Nov 27, 16:00
4.475
-0.02
(-0.56%)
After-Hours: 20:00
Westport Fuel Systems Max Drawdown (5Y): 96.61% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 96.61% |
| September 30, 2024 | 96.35% |
| August 31, 2024 | 95.93% |
| July 31, 2024 | 95.93% |
| June 30, 2024 | 95.93% |
| May 31, 2024 | 95.93% |
| April 30, 2024 | 95.93% |
| March 31, 2024 | 95.93% |
| February 29, 2024 | 95.93% |
| January 31, 2024 | 95.93% |
| December 31, 2023 | 95.93% |
| November 30, 2023 | 95.93% |
| October 31, 2023 | 95.93% |
| September 30, 2023 | 95.03% |
| August 31, 2023 | 94.54% |
| July 31, 2023 | 94.54% |
| June 30, 2023 | 94.54% |
| May 31, 2023 | 94.54% |
| April 30, 2023 | 93.94% |
| March 31, 2023 | 93.94% |
| February 28, 2023 | 93.94% |
| January 31, 2023 | 93.94% |
| December 31, 2022 | 93.94% |
| November 30, 2022 | 93.94% |
| October 31, 2022 | 93.94% |
| Date | Value |
|---|---|
| September 30, 2022 | 93.94% |
| August 31, 2022 | 93.94% |
| July 31, 2022 | 95.88% |
| June 30, 2022 | 96.09% |
| May 31, 2022 | 96.09% |
| April 30, 2022 | 96.84% |
| March 31, 2022 | 97.49% |
| February 28, 2022 | 98.30% |
| January 31, 2022 | 98.30% |
| December 31, 2021 | 98.30% |
| November 30, 2021 | 98.30% |
| October 31, 2021 | 98.30% |
| September 30, 2021 | 98.30% |
| August 31, 2021 | 98.30% |
| July 31, 2021 | 98.30% |
| June 30, 2021 | 98.30% |
| May 31, 2021 | 98.30% |
| April 30, 2021 | 98.30% |
| March 31, 2021 | 98.30% |
| February 28, 2021 | 98.30% |
| January 31, 2021 | 98.30% |
| December 31, 2020 | 98.30% |
| November 30, 2020 | 98.30% |
| October 31, 2020 | 98.30% |
| September 30, 2020 | 98.30% |
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
93.94%
Minimum
Aug 2022
98.30%
Maximum
Nov 2019
96.70%
Average
96.72%
Median
Max Drawdown (5Y) Benchmarks
| Dana Inc | 86.96% |
| OmniTek Engineering Corp | 97.28% |
| Vision Marine Technologies Inc | -- |
| Garrett Motion Inc | -- |
| Damon Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -70.58 |
| Beta (5Y) | 2.837 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 90.09% |
| Historical Sharpe Ratio (5Y) | -0.3769 |
| Historical Sortino (5Y) | -0.8435 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 30.67% |