Watts Water Technologies Inc (WTS)
213.00
+2.20
(+1.05%)
USD |
NYSE |
Nov 22, 09:56
Watts Water Technologies Max Drawdown (5Y): 44.08% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 44.08% |
| September 30, 2024 | 44.08% |
| August 31, 2024 | 44.08% |
| July 31, 2024 | 44.08% |
| June 30, 2024 | 44.08% |
| May 31, 2024 | 44.08% |
| April 30, 2024 | 44.08% |
| March 31, 2024 | 44.08% |
| February 29, 2024 | 44.08% |
| January 31, 2024 | 44.08% |
| December 31, 2023 | 44.08% |
| November 30, 2023 | 44.08% |
| October 31, 2023 | 44.08% |
| September 30, 2023 | 44.08% |
| August 31, 2023 | 44.08% |
| July 31, 2023 | 44.08% |
| June 30, 2023 | 44.08% |
| May 31, 2023 | 44.08% |
| April 30, 2023 | 44.08% |
| March 31, 2023 | 44.08% |
| February 28, 2023 | 44.08% |
| January 31, 2023 | 44.08% |
| December 31, 2022 | 44.08% |
| November 30, 2022 | 44.08% |
| October 31, 2022 | 44.08% |
| Date | Value |
|---|---|
| September 30, 2022 | 44.08% |
| August 31, 2022 | 44.08% |
| July 31, 2022 | 44.08% |
| June 30, 2022 | 44.08% |
| May 31, 2022 | 40.30% |
| April 30, 2022 | 39.18% |
| March 31, 2022 | 33.69% |
| February 28, 2022 | 33.20% |
| January 31, 2022 | 32.92% |
| December 31, 2021 | 32.92% |
| November 30, 2021 | 32.92% |
| October 31, 2021 | 32.92% |
| September 30, 2021 | 32.92% |
| August 31, 2021 | 32.92% |
| July 31, 2021 | 32.92% |
| June 30, 2021 | 32.92% |
| May 31, 2021 | 32.92% |
| April 30, 2021 | 32.92% |
| March 31, 2021 | 32.92% |
| February 28, 2021 | 32.92% |
| January 31, 2021 | 32.92% |
| December 31, 2020 | 32.92% |
| November 30, 2020 | 32.92% |
| October 31, 2020 | 32.92% |
| September 30, 2020 | 32.92% |
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
30.72%
Minimum
Nov 2019
44.08%
Maximum
Jun 2022
38.41%
Average
39.74%
Median
Max Drawdown (5Y) Benchmarks
| Energy Recovery Inc | 60.24% |
| Tennant Co | 43.14% |
| Xylem Inc | 46.69% |
| Ingersoll Rand Inc | 50.27% |
| Mueller Water Products Inc | 46.67% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 2.287 |
| Beta (5Y) | 0.9035 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.48% |
| Historical Sharpe Ratio (5Y) | 0.4732 |
| Historical Sortino (5Y) | 0.6963 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.42% |