BJ's Wholesale Club Holdings Inc (BJ)
93.42
+7.72
(+9.01%)
USD |
NYSE |
Nov 21, 14:20
BJ's Wholesale Club Holdings Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Target Corp | 58.87% |
| Walmart Inc | 25.74% |
| Costco Wholesale Corp | 31.40% |
| Coty Inc | 90.20% |
| Sprouts Farmers Market Inc | 62.80% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 20.47 |
| Beta (5Y) | 0.2438 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.48% |
| Historical Sharpe Ratio (5Y) | 0.7749 |
| Historical Sortino (5Y) | 1.552 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.09% |