Weyco Group Inc (WEYS)
30.20
+0.39
(+1.31%)
USD |
NASDAQ |
May 17, 16:00
30.25
+0.05
(+0.17%)
After-Hours: 20:00
Weyco Group Max Drawdown (5Y): 57.93% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 57.93% |
March 31, 2024 | 57.93% |
February 29, 2024 | 57.93% |
January 31, 2024 | 57.93% |
December 31, 2023 | 57.93% |
November 30, 2023 | 57.93% |
October 31, 2023 | 57.93% |
September 30, 2023 | 57.93% |
August 31, 2023 | 57.93% |
July 31, 2023 | 57.93% |
June 30, 2023 | 57.93% |
May 31, 2023 | 57.93% |
April 30, 2023 | 57.93% |
March 31, 2023 | 57.93% |
February 28, 2023 | 57.93% |
January 31, 2023 | 57.93% |
December 31, 2022 | 57.93% |
November 30, 2022 | 57.93% |
October 31, 2022 | 57.93% |
September 30, 2022 | 57.93% |
August 31, 2022 | 57.93% |
July 31, 2022 | 57.93% |
June 30, 2022 | 57.93% |
May 31, 2022 | 57.93% |
April 30, 2022 | 57.93% |
Date | Value |
---|---|
March 31, 2022 | 57.93% |
February 28, 2022 | 57.93% |
January 31, 2022 | 57.93% |
December 31, 2021 | 57.93% |
November 30, 2021 | 57.93% |
October 31, 2021 | 57.93% |
September 30, 2021 | 57.93% |
August 31, 2021 | 57.93% |
July 31, 2021 | 57.93% |
June 30, 2021 | 57.93% |
May 31, 2021 | 57.93% |
April 30, 2021 | 57.93% |
March 31, 2021 | 57.93% |
February 28, 2021 | 57.93% |
January 31, 2021 | 57.93% |
December 31, 2020 | 57.93% |
November 30, 2020 | 57.93% |
October 31, 2020 | 57.93% |
September 30, 2020 | 57.70% |
August 31, 2020 | 56.01% |
July 31, 2020 | 56.01% |
June 30, 2020 | 56.01% |
May 31, 2020 | 56.01% |
April 30, 2020 | 56.01% |
March 31, 2020 | 56.01% |
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
34.49%
Minimum
May 2019
57.93%
Maximum
Oct 2020
54.74%
Average
57.93%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
Delta Apparel Inc | 93.21% |
Burlington Stores Inc | 68.87% |
Digital Brands Group Inc | -- |
Lulus Fashion Lounge Holdings Inc | -- |
Charles & Colvard Ltd | 91.81% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -10.31 |
Beta (5Y) | 0.8317 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.87% |
Historical Sharpe Ratio (5Y) | -0.0327 |
Historical Sortino (5Y) | -0.0552 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.77% |