Weis Markets Inc (WMK)
70.75
+0.64
(+0.91%)
USD |
NYSE |
Nov 21, 16:00
70.81
+0.06
(+0.08%)
After-Hours: 20:00
Weis Markets Max Drawdown (5Y): 47.49% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 47.49% |
| September 30, 2024 | 47.49% |
| August 31, 2024 | 47.49% |
| July 31, 2024 | 47.49% |
| June 30, 2024 | 47.49% |
| May 31, 2024 | 47.49% |
| April 30, 2024 | 47.49% |
| March 31, 2024 | 47.49% |
| February 29, 2024 | 47.49% |
| January 31, 2024 | 47.49% |
| December 31, 2023 | 47.49% |
| November 30, 2023 | 47.49% |
| October 31, 2023 | 47.49% |
| September 30, 2023 | 47.49% |
| August 31, 2023 | 47.49% |
| July 31, 2023 | 47.49% |
| June 30, 2023 | 47.49% |
| May 31, 2023 | 47.49% |
| April 30, 2023 | 47.49% |
| March 31, 2023 | 47.49% |
| February 28, 2023 | 47.49% |
| January 31, 2023 | 47.49% |
| December 31, 2022 | 47.49% |
| November 30, 2022 | 47.49% |
| October 31, 2022 | 48.67% |
| Date | Value |
|---|---|
| September 30, 2022 | 48.67% |
| August 31, 2022 | 48.67% |
| July 31, 2022 | 48.67% |
| June 30, 2022 | 48.67% |
| May 31, 2022 | 48.67% |
| April 30, 2022 | 48.67% |
| March 31, 2022 | 48.67% |
| February 28, 2022 | 48.67% |
| January 31, 2022 | 48.67% |
| December 31, 2021 | 48.67% |
| November 30, 2021 | 48.67% |
| October 31, 2021 | 48.67% |
| September 30, 2021 | 48.67% |
| August 31, 2021 | 48.67% |
| July 31, 2021 | 48.67% |
| June 30, 2021 | 48.67% |
| May 31, 2021 | 48.67% |
| April 30, 2021 | 48.67% |
| March 31, 2021 | 48.67% |
| February 28, 2021 | 48.67% |
| January 31, 2021 | 48.67% |
| December 31, 2020 | 48.67% |
| November 30, 2020 | 48.67% |
| October 31, 2020 | 48.67% |
| September 30, 2020 | 48.67% |
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
47.49%
Minimum
Nov 2022
48.67%
Maximum
Nov 2019
48.20%
Average
48.67%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Ingles Markets Inc | 38.97% |
| Village Super Market Inc | 46.83% |
| Natural Grocers by Vitamin Cottage Inc | 79.95% |
| Sprouts Farmers Market Inc | 62.80% |
| Grocery Outlet Holding Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 4.244 |
| Beta (5Y) | 0.4732 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.57% |
| Historical Sharpe Ratio (5Y) | 0.3387 |
| Historical Sortino (5Y) | 0.6252 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.57% |