Costco Wholesale Corp (COST)

958.82 +8.91 (+0.94%) USD  |  NASDAQ  |  Dec 24, 16:00
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Costco Wholesale Max Drawdown (5Y): 31.40% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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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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Dollar Tree Inc 64.84%
The Kroger Co 32.33%
Target Corp 58.87%
Dollar General Corp 70.90%
BJ's Wholesale Club Holdings Inc 38.76%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 15.31
Beta (5Y) 0.8184
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 22.96%
Historical Sharpe Ratio (5Y) 1.143
Historical Sortino (5Y) 1.567
Monthly Value at Risk (VaR) 5% (5Y Lookback) 9.81%