Walgreens Boots Alliance Inc (WBA)

9.55 +0.20 (+2.14%) USD  |  NASDAQ  |  Dec 20, 16:00
9.57 +0.02 (+0.21%) After-Hours: 20:00
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Walgreens Boots Alliance Max Drawdown (5Y): 83.05% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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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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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) -38.86
Beta (5Y) 0.6636
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 34.23%
Historical Sharpe Ratio (5Y) -0.8763
Historical Sortino (5Y) -1.407
Monthly Value at Risk (VaR) 5% (5Y Lookback) 16.51%