Westinghouse Air Brake Technologies Corp
Provider: Exchange
| Annualised Return | 15.4% |
| Realised Volatility | 30.31% |
| Downside Volatility | 20.35% |
| Max Drawdown | -55.91% |
| Winning months | 58.74% |
| Sharpe Ratio | 0.51 |
| Sortino Ratio | 0.76 |
| Calmar Ratio | 0.28 |
| Viking Ratio | 0.58 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 9.67% | -10.73% | -2.16% | 1.87% | 9.65% | 3.47% | 2.06% | 12.98% | |||||
| 2024 | 3.68% | 7.55% | 3.11% | 10.57% | 5.18% | -6.61% | 1.96% | 5.36% | 7.19% | 3.42% | 6.83% | -5.5% | 50.14% |
| 2023 | 4.01% | 0.67% | -3.13% | -3.35% | -4.99% | 18.4% | 8% | -4.86% | -5.55% | -0.24% | 10.11% | 8.87% | 27.96% |
| 2022 | -3.49% | 4.58% | 3.61% | -6.51% | 5.24% | -13.11% | 13.88% | -6.08% | -7.19% | 14.66% | 8.54% | -1.27% | 9.07% |
| 2021 | 1.38% | -2.26% | 9.29% | 3.68% | 0.99% | -0.56% | 3.12% | 5.94% | -3.99% | 5.24% | -2.04% | 3.76% | 26.53% |
| 2020 | -5.06% | -6.85% | -29.94% | 17.22% | 8.49% | -5.73% | 8.03% | 7.19% | -7.02% | -4.17% | 23.83% | -0.14% | -5.23% |
| 2019 | -1.55% | 6.1% | 0.63% | 0.47% | -15.64% | 15.04% | 8.25% | -10.76% | 3.83% | -3.47% | 13.44% | -0.98% | 11.46% |
| 2018 | -0.48% | 0.54% | 0.07% | 9.1% | 9.94% | 1.1% | 11.91% | -1.71% | -3.18% | -21.8% | 15.51% | -25.74% | -13.26% |
| 2017 | 4.36% | -7.42% | -2.65% | 7.55% | -2.43% | 11.93% | -17.64% | -6.2% | 7.34% | 0.99% | 0.68% | 5.89% | -1.36% |
| 2016 | -10.08% | 10.54% | 12.31% | 4.59% | -6.6% | -9.24% | -2.46% | 12% | 6.58% | -5.32% | 9.66% | -1.95% | 17.32% |
| 2015 | -3.96% | 13.79% | 0.13% | -1.01% | 6.71% | -6.04% | 7.37% | -5.29% | -8.05% | -5.88% | -3.22% | -11.23% | -17.89% |
| 2014 | -0.62% | 7.59% | -2.36% | -3.81% | 5.68% | 4.89% | -2.31% | 3.4% | -2.78% | 6.49% | 2.61% | -1.81% | 17.28% |
| 2013 | 6.95% | 4.51% | 4.42% | 2.77% | 4.88% | -2.86% | 8.67% | 0.86% | 7.43% | 3.69% | 5.91% | 7.64% | 70.07% |
| 2012 | -1.66% | 8.68% | 0.86% | 3.2% | -6.61% | 7.44% | 1.5% | -1.25% | 2.75% | 2.01% | 3.39% | 3.45% | 25.41% |
| 2011 | 2.48% | 4.74% | 19.5% | 5.23% | -5.3% | -2.77% | -1.83% | -5.58% | -13.17% | 27.07% | 1.64% | 2.49% | 32.43% |
| 2010 | -6.15% | -0.47% | 10.44% | 12.96% | -8.87% | -7.98% | 11.83% | -4.64% | 12.37% | -1.99% | -1.28% | 14.41% | 29.62% |
| 2009 | -24.7% | -10.56% | -1.42% | 44.58% | -6.42% | -9.84% | 4.6% | 11.32% | 0.21% | -2.05% | 4.76% | 6.08% | 2.86% |
| 2008 | -0.15% | 0.67% | 8.81% | 13.86% | 8.63% | 4.4% | 14.15% | 6.45% | -13.27% | -22.39% | -2.92% | 3.01% | 15.53% |
| 2007 | 8.64% | 0.41% | 7.31% | 7.71% | 5.44% | -6.72% | 11.8% | -8.23% | -0.03% | 0.19% | -9.54% | 1.47% | 16.99% |