Wartsila Corp (WRTBF)
20.57
0.00 (0.00%)
USD |
OTCM |
Jun 25, 16:00
Wartsila Max Drawdown (5Y): 68.35% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2024 | 68.35% |
| April 30, 2024 | 68.35% |
| March 31, 2024 | 68.35% |
| February 29, 2024 | 68.35% |
| January 31, 2024 | 68.35% |
| December 31, 2023 | 68.35% |
| November 30, 2023 | 68.35% |
| October 31, 2023 | 68.35% |
| September 30, 2023 | 68.35% |
| August 31, 2023 | 68.35% |
| July 31, 2023 | 68.35% |
| June 30, 2023 | 68.35% |
| May 31, 2023 | 68.35% |
| April 30, 2023 | 68.35% |
| March 31, 2023 | 68.35% |
| February 28, 2023 | 68.35% |
| January 31, 2023 | 68.35% |
| December 31, 2022 | 68.35% |
| November 30, 2022 | 68.35% |
| October 31, 2022 | 68.35% |
| September 30, 2022 | 68.35% |
| August 31, 2022 | 68.35% |
| July 31, 2022 | 68.35% |
| June 30, 2022 | 68.35% |
| May 31, 2022 | 68.35% |
| Date | Value |
|---|---|
| April 30, 2022 | 68.35% |
| March 31, 2022 | 68.35% |
| February 28, 2022 | 68.35% |
| January 31, 2022 | 68.35% |
| December 31, 2021 | 68.35% |
| November 30, 2021 | 68.35% |
| October 31, 2021 | 68.35% |
| September 30, 2021 | 68.35% |
| August 31, 2021 | 68.35% |
| July 31, 2021 | 68.35% |
| June 30, 2021 | 68.35% |
| May 31, 2021 | 68.35% |
| April 30, 2021 | 68.35% |
| March 31, 2021 | 68.35% |
| February 28, 2021 | 68.35% |
| January 31, 2021 | 68.35% |
| December 31, 2020 | 68.35% |
| November 30, 2020 | 68.35% |
| October 31, 2020 | 68.35% |
| September 30, 2020 | 68.35% |
| August 31, 2020 | 68.35% |
| July 31, 2020 | 68.35% |
| June 30, 2020 | 68.35% |
| May 31, 2020 | 68.35% |
| April 30, 2020 | 68.35% |
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
32.39%
Minimum
Jun 2019
68.35%
Maximum
Apr 2020
65.09%
Average
68.35%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| YIT Oyj | 75.61% |
| KONE Oyj | 56.42% |
| Metso Corp | 50.21% |
| Konecranes Oyj | 53.78% |
| Cargotec Oyj | 68.32% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.172 |
| Beta (5Y) | 1.216 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 43.92% |
| Historical Sharpe Ratio (5Y) | 0.1933 |
| Historical Sortino (5Y) | 0.3187 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.79% |