Wayfair Inc (W)
50.95
-1.97
(-3.72%)
USD |
NYSE |
Apr 25, 16:00
51.48
+0.53
(+1.04%)
Pre-Market: 20:00
Wayfair Max Drawdown (5Y): 91.79% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 91.79% |
February 29, 2024 | 91.79% |
January 31, 2024 | 91.79% |
December 31, 2023 | 91.79% |
November 30, 2023 | 91.79% |
October 31, 2023 | 91.79% |
September 30, 2023 | 91.79% |
August 31, 2023 | 91.79% |
July 31, 2023 | 91.79% |
June 30, 2023 | 91.79% |
May 31, 2023 | 91.79% |
April 30, 2023 | 91.79% |
March 31, 2023 | 91.79% |
February 28, 2023 | 91.79% |
January 31, 2023 | 91.79% |
December 31, 2022 | 91.79% |
November 30, 2022 | 91.79% |
October 31, 2022 | 91.79% |
September 30, 2022 | 90.58% |
August 31, 2022 | 87.39% |
July 31, 2022 | 87.39% |
June 30, 2022 | 87.39% |
May 31, 2022 | 86.83% |
April 30, 2022 | 86.29% |
March 31, 2022 | 86.29% |
Date | Value |
---|---|
February 28, 2022 | 86.29% |
January 31, 2022 | 86.29% |
December 31, 2021 | 86.29% |
November 30, 2021 | 86.29% |
October 31, 2021 | 86.29% |
September 30, 2021 | 86.29% |
August 31, 2021 | 86.29% |
July 31, 2021 | 86.29% |
June 30, 2021 | 86.29% |
May 31, 2021 | 86.29% |
April 30, 2021 | 86.29% |
March 31, 2021 | 86.29% |
February 28, 2021 | 86.29% |
January 31, 2021 | 86.29% |
December 31, 2020 | 86.29% |
November 30, 2020 | 86.29% |
October 31, 2020 | 86.29% |
September 30, 2020 | 86.29% |
August 31, 2020 | 86.29% |
July 31, 2020 | 86.29% |
June 30, 2020 | 86.29% |
May 31, 2020 | 86.29% |
April 30, 2020 | 86.29% |
March 31, 2020 | 86.29% |
February 29, 2020 | 63.16% |
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
51.22%
Minimum
Apr 2019
91.79%
Maximum
Oct 2022
81.96%
Average
86.29%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Etsy Inc | 79.57% |
Amazon.com Inc | 56.15% |
eBay Inc | 53.57% |
The Home Depot Inc | 37.97% |
Macy's Inc | 91.86% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -59.37 |
Beta (5Y) | 3.286 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 116.3% |
Historical Sharpe Ratio (5Y) | -0.1418 |
Historical Sortino (5Y) | -0.3821 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 34.08% |