WD-40 Co (WDFC)
278.04
+0.42
(+0.15%)
USD |
NASDAQ |
Nov 21, 16:00
280.99
+2.95
(+1.06%)
Pre-Market: 09:24
WD-40 Max Drawdown (5Y): 54.17% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 54.17% |
| September 30, 2024 | 54.17% |
| August 31, 2024 | 54.17% |
| July 31, 2024 | 54.17% |
| June 30, 2024 | 54.17% |
| May 31, 2024 | 54.17% |
| April 30, 2024 | 54.17% |
| March 31, 2024 | 54.17% |
| February 29, 2024 | 54.17% |
| January 31, 2024 | 54.17% |
| December 31, 2023 | 54.17% |
| November 30, 2023 | 54.17% |
| October 31, 2023 | 54.17% |
| September 30, 2023 | 54.17% |
| August 31, 2023 | 54.17% |
| July 31, 2023 | 54.17% |
| June 30, 2023 | 54.17% |
| May 31, 2023 | 54.17% |
| April 30, 2023 | 54.17% |
| March 31, 2023 | 54.17% |
| February 28, 2023 | 54.17% |
| January 31, 2023 | 54.17% |
| December 31, 2022 | 54.17% |
| November 30, 2022 | 54.17% |
| October 31, 2022 | 54.17% |
| Date | Value |
|---|---|
| September 30, 2022 | 49.40% |
| August 31, 2022 | 49.40% |
| July 31, 2022 | 49.40% |
| June 30, 2022 | 46.85% |
| May 31, 2022 | 46.85% |
| April 30, 2022 | 46.85% |
| March 31, 2022 | 44.20% |
| February 28, 2022 | 36.98% |
| January 31, 2022 | 36.49% |
| December 31, 2021 | 36.49% |
| November 30, 2021 | 36.49% |
| October 31, 2021 | 36.49% |
| September 30, 2021 | 32.33% |
| August 31, 2021 | 30.05% |
| July 31, 2021 | 29.27% |
| June 30, 2021 | 27.68% |
| May 31, 2021 | 27.68% |
| April 30, 2021 | 25.97% |
| March 31, 2021 | 25.97% |
| February 28, 2021 | 25.97% |
| January 31, 2021 | 25.97% |
| December 31, 2020 | 25.97% |
| November 30, 2020 | 25.97% |
| October 31, 2020 | 25.97% |
| September 30, 2020 | 25.97% |
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
17.68%
Minimum
Nov 2019
54.17%
Maximum
Oct 2022
40.72%
Average
46.85%
Median
Apr 2022
Max Drawdown (5Y) Benchmarks
| Balchem Corp | 33.89% |
| Friedman Industries Inc | 65.08% |
| Solitario Resources Corp | 83.21% |
| Golden Minerals Co | 99.08% |
| Paramount Gold Nevada Corp | 82.58% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 7.204 |
| Beta (5Y) | -0.0803 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.85% |
| Historical Sharpe Ratio (5Y) | 0.2066 |
| Historical Sortino (5Y) | 0.419 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.45% |