Woolworths Holdings Ltd (WLWHY)
3.29
+0.02
(+0.61%)
USD |
OTCM |
May 06, 16:00
Woolworths Holdings Max Drawdown (5Y): 79.18% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 79.18% |
| March 31, 2024 | 79.18% |
| February 29, 2024 | 79.18% |
| January 31, 2024 | 79.18% |
| December 31, 2023 | 79.18% |
| November 30, 2023 | 79.18% |
| October 31, 2023 | 79.18% |
| September 30, 2023 | 79.18% |
| August 31, 2023 | 79.18% |
| July 31, 2023 | 79.18% |
| June 30, 2023 | 79.18% |
| May 31, 2023 | 79.18% |
| April 30, 2023 | 79.18% |
| March 31, 2023 | 79.18% |
| February 28, 2023 | 79.18% |
| January 31, 2023 | 79.18% |
| December 31, 2022 | 79.18% |
| November 30, 2022 | 79.18% |
| October 31, 2022 | 79.18% |
| September 30, 2022 | 79.18% |
| August 31, 2022 | 79.18% |
| July 31, 2022 | 79.18% |
| June 30, 2022 | 79.18% |
| May 31, 2022 | 79.18% |
| April 30, 2022 | 79.18% |
| Date | Value |
|---|---|
| March 31, 2022 | 79.18% |
| February 28, 2022 | 79.18% |
| January 31, 2022 | 79.18% |
| December 31, 2021 | 79.18% |
| November 30, 2021 | 79.18% |
| October 31, 2021 | 79.18% |
| September 30, 2021 | 79.18% |
| August 31, 2021 | 79.18% |
| July 31, 2021 | 79.18% |
| June 30, 2021 | 79.18% |
| May 31, 2021 | 79.18% |
| April 30, 2021 | 79.18% |
| March 31, 2021 | 79.18% |
| February 28, 2021 | 79.18% |
| January 31, 2021 | 79.18% |
| December 31, 2020 | 79.18% |
| November 30, 2020 | 79.18% |
| October 31, 2020 | 79.18% |
| September 30, 2020 | 79.18% |
| August 31, 2020 | 79.18% |
| July 31, 2020 | 79.18% |
| June 30, 2020 | 79.18% |
| May 31, 2020 | 79.18% |
| April 30, 2020 | 77.82% |
| March 31, 2020 | 76.30% |
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
58.62%
Minimum
May 2019
79.18%
Maximum
May 2020
75.86%
Average
79.18%
Median
May 2020
Max Drawdown (5Y) Benchmarks
| Leatt Corp | 77.58% |
| Shoprite Holdings Ltd | 75.62% |
| Pick N Pay Stores Ltd | 77.54% |
| Mr Price Group Ltd | 76.75% |
| Famous Brands Ltd | 77.47% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.185 |
| Beta (5Y) | 0.6596 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.62% |
| Historical Sharpe Ratio (5Y) | 0.0043 |
| Historical Sortino (5Y) | 0.0067 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.11% |