Weyco Group Inc (WEYS)

37.86 +1.68 (+4.66%) USD  |  NASDAQ  |  Dec 20, 16:00
37.90 +0.04 (+0.12%) After-Hours: 20:00
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Weyco Group Max Drawdown (5Y): 57.93% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
255.00
240.00
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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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Burlington Stores Inc 68.87%
Digital Brands Group Inc --
Lulus Fashion Lounge Holdings Inc --
Charles & Colvard Ltd 96.72%
LKQ Corp 68.02%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 1.221
Beta (5Y) 0.7318
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 31.62%
Historical Sharpe Ratio (5Y) 0.3478
Historical Sortino (5Y) 0.565
Monthly Value at Risk (VaR) 5% (5Y Lookback) 13.55%