Weyco Group Inc (WEYS)
30.29
-0.63
(-2.04%)
USD |
NASDAQ |
Mar 28, 16:00
30.49
+0.20
(+0.66%)
After-Hours: 20:00
Weyco Group Max Drawdown (5Y): 57.93% for Feb. 28, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Median
Max Drawdown (5Y) Benchmarks
| FBC Holding Inc | 99.97% |
| Burlington Stores Inc | 68.87% |
| Digital Brands Group Inc | -- |
| Lulus Fashion Lounge Holdings Inc | -- |
| Charles & Colvard Ltd | 96.83% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 2.680 |
| Beta (5Y) | 0.7091 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.38% |
| Historical Sharpe Ratio (5Y) | 0.4222 |
| Historical Sortino (5Y) | 0.7143 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.78% |