Walgreens Boots Alliance Inc (WBA)
17.60
-0.21
(-1.18%)
USD |
NASDAQ |
Apr 25, 16:00
17.64
+0.04
(+0.23%)
Pre-Market: 08:02
Walgreens Boots Alliance Max Drawdown (5Y): 70.08% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 70.08% |
| February 29, 2024 | 70.08% |
| January 31, 2024 | 70.08% |
| December 31, 2023 | 70.08% |
| November 30, 2023 | 70.08% |
| 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% |
| September 30, 2022 | 58.37% |
| August 31, 2022 | 58.37% |
| July 31, 2022 | 58.37% |
| June 30, 2022 | 58.37% |
| May 31, 2022 | 58.37% |
| April 30, 2022 | 58.37% |
| March 31, 2022 | 58.37% |
| Date | Value |
|---|---|
| February 28, 2022 | 58.37% |
| January 31, 2022 | 58.37% |
| December 31, 2021 | 58.37% |
| November 30, 2021 | 58.37% |
| October 31, 2021 | 58.37% |
| September 30, 2021 | 58.37% |
| August 31, 2021 | 58.37% |
| July 31, 2021 | 58.37% |
| June 30, 2021 | 58.37% |
| May 31, 2021 | 58.37% |
| April 30, 2021 | 58.37% |
| March 31, 2021 | 58.37% |
| February 28, 2021 | 58.37% |
| January 31, 2021 | 58.37% |
| December 31, 2020 | 58.37% |
| November 30, 2020 | 58.37% |
| October 31, 2020 | 58.37% |
| September 30, 2020 | 56.94% |
| August 31, 2020 | 55.77% |
| July 31, 2020 | 55.77% |
| June 30, 2020 | 55.77% |
| May 31, 2020 | 55.77% |
| April 30, 2020 | 53.49% |
| March 31, 2020 | 52.69% |
| February 29, 2020 | 47.22% |
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
41.23%
Minimum
Apr 2019
70.08%
Maximum
Sep 2023
57.02%
Average
58.37%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
| Rite Aid Corp | 99.89% |
| CVS Health Corp | 48.63% |
| SunLink Health Systems Inc | 88.24% |
| HealthWarehouse.com Inc | 86.94% |
| Leafly Holdings Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -26.99 |
| Beta (5Y) | 0.733 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.91% |
| Historical Sharpe Ratio (5Y) | -0.5636 |
| Historical Sortino (5Y) | -1.063 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.26% |