BJ's Wholesale Club Holdings Inc (BJ)
75.77
+0.85
(+1.13%)
USD |
NYSE |
Apr 24, 16:00
75.32
-0.45
(-0.59%)
After-Hours: 19:26
BJ's Wholesale Club Holdings Max Drawdown (5Y): 38.76% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 38.76% |
| February 29, 2024 | 38.76% |
| January 31, 2024 | 38.76% |
| December 31, 2023 | 38.76% |
| November 30, 2023 | 38.76% |
| October 31, 2023 | 38.76% |
| September 30, 2023 | 38.76% |
| August 31, 2023 | 38.76% |
| July 31, 2023 | 38.76% |
| June 30, 2023 | 38.76% |
| May 31, 2023 | 38.76% |
| April 30, 2023 | 38.76% |
| March 31, 2023 | 38.76% |
| February 28, 2023 | 38.76% |
| January 31, 2023 | 38.76% |
| December 31, 2022 | 38.76% |
| November 30, 2022 | 38.76% |
| October 31, 2022 | 38.76% |
| September 30, 2022 | 38.76% |
| August 31, 2022 | 38.76% |
| July 31, 2022 | 38.76% |
| June 30, 2022 | 38.76% |
| May 31, 2022 | 38.76% |
| April 30, 2022 | 38.76% |
| March 31, 2022 | 38.76% |
| Date | Value |
|---|---|
| February 28, 2022 | 38.76% |
| January 31, 2022 | 38.76% |
| December 31, 2021 | 38.76% |
| November 30, 2021 | 38.76% |
| October 31, 2021 | 38.76% |
| September 30, 2021 | 38.76% |
| August 31, 2021 | 38.76% |
| July 31, 2021 | 38.76% |
| June 30, 2021 | 38.76% |
| May 31, 2021 | 38.76% |
| April 30, 2021 | 38.76% |
| March 31, 2021 | 38.76% |
| February 28, 2021 | 38.76% |
| January 31, 2021 | 38.76% |
| December 31, 2020 | 38.76% |
| November 30, 2020 | 38.76% |
| October 31, 2020 | 38.76% |
| September 30, 2020 | 38.76% |
| August 31, 2020 | 38.76% |
| July 31, 2020 | 38.76% |
| June 30, 2020 | 38.76% |
| May 31, 2020 | 38.76% |
| April 30, 2020 | 38.76% |
| March 31, 2020 | 38.76% |
| February 29, 2020 | 38.76% |
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
36.95%
Minimum
Apr 2019
38.76%
Maximum
Feb 2020
38.46%
Average
38.76%
Median
Feb 2020
Max Drawdown (5Y) Benchmarks
| The Kroger Co | 48.12% |
| Costco Wholesale Corp | 31.40% |
| Target Corp | 58.87% |
| Walmart Inc | 25.74% |
| Sprouts Farmers Market Inc | 58.62% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 17.10 |
| Beta (5Y) | 0.2625 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.91% |
| Historical Sharpe Ratio (5Y) | 0.6432 |
| Historical Sortino (5Y) | 1.327 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.84% |