Weyco Group Inc (WEYS)
29.10
+0.86
(+3.05%)
USD |
NASDAQ |
Apr 26, 12:08
Weyco Group Max Drawdown (5Y): 57.93% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 56.01% |
July 31, 2020 | 56.01% |
June 30, 2020 | 56.01% |
May 31, 2020 | 56.01% |
April 30, 2020 | 56.01% |
March 31, 2020 | 56.01% |
February 29, 2020 | 42.11% |
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
30.80%
Minimum
Apr 2019
57.93%
Maximum
Oct 2020
54.28%
Average
57.93%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
Delta Apparel Inc | 92.86% |
Burlington Stores Inc | 68.87% |
Digital Brands Group Inc | -- |
Lulus Fashion Lounge Holdings Inc | -- |
Charles & Colvard Ltd | 91.81% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -8.020 |
Beta (5Y) | 0.831 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.51% |
Historical Sharpe Ratio (5Y) | 0.087 |
Historical Sortino (5Y) | 0.1427 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.39% |