Wayfair Inc (W)
42.65
+0.24
(+0.57%)
USD |
NYSE |
Nov 21, 16:00
42.51
-0.14
(-0.33%)
After-Hours: 20:00
Wayfair Max Drawdown (5Y): 91.79% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 91.79% |
| September 30, 2024 | 91.79% |
| August 31, 2024 | 91.79% |
| July 31, 2024 | 91.79% |
| June 30, 2024 | 91.79% |
| May 31, 2024 | 91.79% |
| April 30, 2024 | 91.79% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
52.50%
Minimum
Nov 2019
91.79%
Maximum
Oct 2022
86.68%
Average
86.56%
Median
Max Drawdown (5Y) Benchmarks
| Amazon.com Inc | 56.15% |
| Carvana Co | 98.99% |
| Williams-Sonoma Inc | 60.60% |
| Chewy Inc | -- |
| Etsy Inc | 84.01% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -59.25 |
| Beta (5Y) | 3.459 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 116.7% |
| Historical Sharpe Ratio (5Y) | -0.125 |
| Historical Sortino (5Y) | -0.3403 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 34.08% |