Williams Companies Inc (WMB)
59.74
+1.04
(+1.77%)
USD |
NYSE |
Nov 21, 16:00
60.12
+0.38
(+0.64%)
After-Hours: 20:00
Williams Max Drawdown (5Y): 79.50% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 79.50% |
| September 30, 2024 | 79.50% |
| August 31, 2024 | 79.50% |
| July 31, 2024 | 79.50% |
| June 30, 2024 | 79.50% |
| May 31, 2024 | 79.50% |
| April 30, 2024 | 79.50% |
| March 31, 2024 | 79.50% |
| February 29, 2024 | 79.50% |
| January 31, 2024 | 79.50% |
| December 31, 2023 | 79.50% |
| November 30, 2023 | 79.50% |
| October 31, 2023 | 79.50% |
| September 30, 2023 | 79.50% |
| August 31, 2023 | 79.50% |
| July 31, 2023 | 79.50% |
| June 30, 2023 | 79.50% |
| May 31, 2023 | 79.50% |
| April 30, 2023 | 79.50% |
| March 31, 2023 | 79.50% |
| February 28, 2023 | 79.50% |
| January 31, 2023 | 79.50% |
| December 31, 2022 | 79.50% |
| November 30, 2022 | 79.50% |
| October 31, 2022 | 79.50% |
| Date | Value |
|---|---|
| September 30, 2022 | 79.50% |
| August 31, 2022 | 79.50% |
| July 31, 2022 | 79.50% |
| June 30, 2022 | 79.50% |
| May 31, 2022 | 79.50% |
| April 30, 2022 | 79.50% |
| March 31, 2022 | 79.50% |
| February 28, 2022 | 79.50% |
| January 31, 2022 | 79.50% |
| December 31, 2021 | 79.50% |
| November 30, 2021 | 79.50% |
| October 31, 2021 | 79.50% |
| September 30, 2021 | 79.50% |
| August 31, 2021 | 79.50% |
| July 31, 2021 | 79.50% |
| June 30, 2021 | 79.50% |
| May 31, 2021 | 79.50% |
| April 30, 2021 | 79.50% |
| March 31, 2021 | 79.50% |
| February 28, 2021 | 79.50% |
| January 31, 2021 | 80.99% |
| December 31, 2020 | 80.99% |
| November 30, 2020 | 80.99% |
| October 31, 2020 | 80.99% |
| September 30, 2020 | 80.99% |
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
79.50%
Minimum
Feb 2021
80.99%
Maximum
Nov 2019
79.87%
Average
79.50%
Median
Feb 2021
Max Drawdown (5Y) Benchmarks
| Energy Transfer LP | 81.50% |
| Cheniere Energy Partners LP | 60.29% |
| Cheniere Energy Inc | 62.62% |
| EnLink Midstream LLC | 96.17% |
| Kinder Morgan Inc | 72.71% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 10.56 |
| Beta (5Y) | 1.031 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.57% |
| Historical Sharpe Ratio (5Y) | 0.7328 |
| Historical Sortino (5Y) | 0.9631 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.13% |