Walgreens Boots Alliance Inc (WBA)
8.305
+0.06
(+0.79%)
USD |
NASDAQ |
Nov 21, 16:00
8.30
0.00 (0.00%)
After-Hours: 18:57
Walgreens Boots Alliance Max Drawdown (5Y): 83.05% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 83.05% |
| September 30, 2024 | 83.05% |
| August 31, 2024 | 81.00% |
| July 31, 2024 | 78.35% |
| June 30, 2024 | 75.74% |
| May 31, 2024 | 70.78% |
| April 30, 2024 | 70.78% |
| March 31, 2024 | 70.78% |
| February 29, 2024 | 70.78% |
| January 31, 2024 | 70.78% |
| December 31, 2023 | 70.78% |
| November 30, 2023 | 70.78% |
| October 31, 2023 | 70.08% |
| September 30, 2023 | 70.08% |
| August 31, 2023 | 63.97% |
| July 31, 2023 | 60.11% |
| June 30, 2023 | 60.11% |
| May 31, 2023 | 58.77% |
| April 30, 2023 | 58.77% |
| March 31, 2023 | 58.77% |
| February 28, 2023 | 58.77% |
| January 31, 2023 | 58.77% |
| December 31, 2022 | 58.77% |
| November 30, 2022 | 58.77% |
| October 31, 2022 | 58.77% |
| Date | Value |
|---|---|
| September 30, 2022 | 58.59% |
| August 31, 2022 | 58.59% |
| July 31, 2022 | 58.59% |
| June 30, 2022 | 58.59% |
| May 31, 2022 | 58.59% |
| April 30, 2022 | 58.59% |
| March 31, 2022 | 58.59% |
| February 28, 2022 | 58.59% |
| January 31, 2022 | 58.59% |
| December 31, 2021 | 58.59% |
| November 30, 2021 | 58.59% |
| October 31, 2021 | 58.59% |
| September 30, 2021 | 58.59% |
| August 31, 2021 | 58.59% |
| July 31, 2021 | 58.59% |
| June 30, 2021 | 58.59% |
| May 31, 2021 | 58.59% |
| April 30, 2021 | 58.59% |
| March 31, 2021 | 58.59% |
| February 28, 2021 | 58.59% |
| January 31, 2021 | 58.59% |
| December 31, 2020 | 58.59% |
| November 30, 2020 | 58.59% |
| October 31, 2020 | 58.59% |
| September 30, 2020 | 58.59% |
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
44.55%
Minimum
Nov 2019
83.05%
Maximum
Sep 2024
61.10%
Average
58.59%
Median
Sep 2020
Max Drawdown (5Y) Benchmarks
| CVS Health Corp | 48.26% |
| Johnson & Johnson | 27.36% |
| SunLink Health Systems Inc | 88.24% |
| UnitedHealth Group Inc | 35.92% |
| HealthWarehouse.com Inc | 86.94% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -37.18 |
| Beta (5Y) | 0.6861 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.06% |
| Historical Sharpe Ratio (5Y) | -0.8316 |
| Historical Sortino (5Y) | -1.352 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.20% |