BJ's Wholesale Club Holdings Inc (BJ)

93.77 -0.23 (-0.24%) USD  |  NYSE  |  Dec 20, 16:00
94.99 +1.22 (+1.30%) Pre-Market: 20:00
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BJ's Wholesale Club Holdings Max Drawdown (5Y): 38.76% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Costco Wholesale Corp 31.40%
Target Corp 58.87%
Walmart Inc 25.74%
The Kroger Co 32.33%
Sprouts Farmers Market Inc 62.80%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 26.06
Beta (5Y) 0.2920
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 30.44%
Historical Sharpe Ratio (5Y) 0.9841
Historical Sortino (5Y) 1.947
Monthly Value at Risk (VaR) 5% (5Y Lookback) 10.09%