Westinghouse Air Brake Technologies Corp (WAB)
164.36
+1.18
(+0.72%)
USD |
NYSE |
Apr 26, 16:00
164.41
+0.05
(+0.03%)
After-Hours: 20:00
Westinghouse Air Brake Technologies Max Drawdown (5Y): 64.08% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 64.08% |
February 29, 2024 | 64.08% |
January 31, 2024 | 64.08% |
December 31, 2023 | 64.08% |
November 30, 2023 | 64.08% |
October 31, 2023 | 64.08% |
September 30, 2023 | 64.08% |
August 31, 2023 | 64.08% |
July 31, 2023 | 64.08% |
June 30, 2023 | 64.08% |
May 31, 2023 | 64.08% |
April 30, 2023 | 64.08% |
March 31, 2023 | 64.08% |
February 28, 2023 | 64.08% |
January 31, 2023 | 64.08% |
December 31, 2022 | 64.08% |
November 30, 2022 | 64.08% |
October 31, 2022 | 64.08% |
September 30, 2022 | 64.08% |
August 31, 2022 | 64.08% |
July 31, 2022 | 64.08% |
June 30, 2022 | 64.08% |
May 31, 2022 | 64.08% |
April 30, 2022 | 64.08% |
March 31, 2022 | 64.08% |
Date | Value |
---|---|
February 28, 2022 | 64.08% |
January 31, 2022 | 64.08% |
December 31, 2021 | 64.08% |
November 30, 2021 | 64.08% |
October 31, 2021 | 64.08% |
September 30, 2021 | 64.08% |
August 31, 2021 | 64.08% |
July 31, 2021 | 64.08% |
June 30, 2021 | 64.08% |
May 31, 2021 | 64.08% |
April 30, 2021 | 64.08% |
March 31, 2021 | 64.08% |
February 28, 2021 | 64.08% |
January 31, 2021 | 64.08% |
December 31, 2020 | 64.08% |
November 30, 2020 | 64.08% |
October 31, 2020 | 64.08% |
September 30, 2020 | 64.08% |
August 31, 2020 | 64.08% |
July 31, 2020 | 64.08% |
June 30, 2020 | 64.08% |
May 31, 2020 | 64.08% |
April 30, 2020 | 64.08% |
March 31, 2020 | 64.08% |
February 29, 2020 | 45.27% |
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
42.04%
Minimum
Apr 2019
64.08%
Maximum
Mar 2020
60.58%
Average
64.08%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Greenbrier Companies Inc | 78.67% |
Trinity Industries Inc | 60.57% |
FreightCar America Inc | 96.77% |
Emerson Electric Co | 50.76% |
Generac Holdings Inc | 83.75% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -5.014 |
Beta (5Y) | 1.405 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.13% |
Historical Sharpe Ratio (5Y) | 0.4281 |
Historical Sortino (5Y) | 0.549 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.19% |