Walmart Inc (WMT)
83.37
+0.92
(+1.12%)
USD |
NYSE |
Nov 05, 10:17
Walmart Max Drawdown (5Y): 25.74% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 25.74% |
| September 30, 2024 | 25.74% |
| August 31, 2024 | 25.74% |
| July 31, 2024 | 25.74% |
| June 30, 2024 | 25.74% |
| May 31, 2024 | 25.74% |
| April 30, 2024 | 25.74% |
| March 31, 2024 | 25.74% |
| February 29, 2024 | 25.74% |
| January 31, 2024 | 25.74% |
| December 31, 2023 | 25.74% |
| November 30, 2023 | 25.74% |
| October 31, 2023 | 25.74% |
| September 30, 2023 | 25.74% |
| August 31, 2023 | 25.74% |
| July 31, 2023 | 25.74% |
| June 30, 2023 | 25.74% |
| May 31, 2023 | 25.74% |
| April 30, 2023 | 25.74% |
| March 31, 2023 | 25.74% |
| February 28, 2023 | 25.74% |
| January 31, 2023 | 25.74% |
| December 31, 2022 | 25.74% |
| November 30, 2022 | 25.74% |
| October 31, 2022 | 25.74% |
| Date | Value |
|---|---|
| September 30, 2022 | 25.74% |
| August 31, 2022 | 25.74% |
| July 31, 2022 | 25.74% |
| June 30, 2022 | 25.74% |
| May 31, 2022 | 25.25% |
| April 30, 2022 | 23.86% |
| March 31, 2022 | 23.86% |
| February 28, 2022 | 23.86% |
| January 31, 2022 | 23.86% |
| December 31, 2021 | 23.86% |
| November 30, 2021 | 23.86% |
| October 31, 2021 | 23.86% |
| September 30, 2021 | 23.86% |
| August 31, 2021 | 23.86% |
| July 31, 2021 | 23.86% |
| June 30, 2021 | 23.86% |
| May 31, 2021 | 23.86% |
| April 30, 2021 | 23.86% |
| March 31, 2021 | 23.86% |
| February 28, 2021 | 27.19% |
| January 31, 2021 | 27.19% |
| December 31, 2020 | 27.19% |
| November 30, 2020 | 27.19% |
| October 31, 2020 | 30.89% |
| September 30, 2020 | 33.15% |
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
23.86%
Minimum
Mar 2021
36.44%
Maximum
Nov 2019
27.38%
Average
25.74%
Median
Jun 2022
Max Drawdown (5Y) Benchmarks
| Costco Wholesale Corp | 31.40% |
| Dollar Tree Inc | 63.63% |
| Coca-Cola Co | 37.01% |
| PepsiCo Inc | 28.81% |
| Procter & Gamble Co | 23.77% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 8.750 |
| Beta (5Y) | 0.5153 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 19.86% |
| Historical Sharpe Ratio (5Y) | 0.7754 |
| Historical Sortino (5Y) | 1.069 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.37% |