Williams Companies Inc (WMB)

53.49 +0.92 (+1.75%) USD  |  NYSE  |  Dec 20, 16:00
53.51 +0.02 (+0.04%) Pre-Market: 20:00
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Williams Max Drawdown (5Y): 79.50% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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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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Energy Transfer LP 81.50%
Cheniere Energy Inc 62.62%
Cheniere Energy Partners LP 60.29%
EnLink Midstream LLC 96.17%
Kinder Morgan Inc 72.71%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 12.19
Beta (5Y) 1.049
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 32.66%
Historical Sharpe Ratio (5Y) 0.8018
Historical Sortino (5Y) 1.049
Monthly Value at Risk (VaR) 5% (5Y Lookback) 9.93%