Weyco Group Inc (WEYS)
34.32
+0.72
(+2.15%)
USD |
NASDAQ |
Nov 05, 16:00
34.84
+0.52
(+1.50%)
After-Hours: 18:56
Weyco Group Max Drawdown (5Y): 57.93% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 57.93% |
| September 30, 2024 | 57.93% |
| August 31, 2024 | 57.93% |
| July 31, 2024 | 57.93% |
| June 30, 2024 | 57.93% |
| May 31, 2024 | 57.93% |
| April 30, 2024 | 57.93% |
| March 31, 2024 | 57.93% |
| February 29, 2024 | 57.93% |
| January 31, 2024 | 57.93% |
| December 31, 2023 | 57.93% |
| November 30, 2023 | 57.93% |
| October 31, 2023 | 57.93% |
| September 30, 2023 | 57.93% |
| August 31, 2023 | 57.93% |
| July 31, 2023 | 57.93% |
| June 30, 2023 | 57.93% |
| May 31, 2023 | 57.93% |
| April 30, 2023 | 57.93% |
| March 31, 2023 | 57.93% |
| February 28, 2023 | 57.93% |
| January 31, 2023 | 57.93% |
| December 31, 2022 | 57.93% |
| November 30, 2022 | 57.93% |
| October 31, 2022 | 57.93% |
| Date | Value |
|---|---|
| September 30, 2022 | 57.93% |
| August 31, 2022 | 57.93% |
| July 31, 2022 | 57.93% |
| June 30, 2022 | 57.93% |
| May 31, 2022 | 57.93% |
| April 30, 2022 | 57.93% |
| March 31, 2022 | 57.93% |
| February 28, 2022 | 57.93% |
| January 31, 2022 | 57.93% |
| December 31, 2021 | 57.93% |
| November 30, 2021 | 57.93% |
| October 31, 2021 | 57.93% |
| September 30, 2021 | 57.93% |
| August 31, 2021 | 57.93% |
| July 31, 2021 | 57.93% |
| June 30, 2021 | 57.93% |
| May 31, 2021 | 57.93% |
| April 30, 2021 | 57.93% |
| March 31, 2021 | 57.93% |
| February 28, 2021 | 57.93% |
| January 31, 2021 | 57.93% |
| December 31, 2020 | 57.93% |
| November 30, 2020 | 57.93% |
| October 31, 2020 | 57.93% |
| September 30, 2020 | 57.70% |
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
42.11%
Minimum
Nov 2019
57.93%
Maximum
Oct 2020
56.68%
Average
57.93%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
| Burlington Stores Inc | 68.87% |
| Digital Brands Group Inc | -- |
| Lulus Fashion Lounge Holdings Inc | -- |
| Charles & Colvard Ltd | 96.67% |
| LKQ Corp | 68.02% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.6376 |
| Beta (5Y) | 0.7057 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.53% |
| Historical Sharpe Ratio (5Y) | 0.2686 |
| Historical Sortino (5Y) | 0.4386 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.77% |