Walmart Inc (WMT)

92.24 -1.16 (-1.24%) USD  |  NYSE  |  Dec 20, 16:00
92.34 +0.10 (+0.11%) After-Hours: 20:00
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Walmart Max Drawdown (5Y): 25.74% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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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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Costco Wholesale Corp 31.40%
Dollar Tree Inc 64.84%
PepsiCo Inc 28.81%
Procter & Gamble Co 23.77%
Target Corp 58.87%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 10.63
Beta (5Y) 0.5420
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 19.92%
Historical Sharpe Ratio (5Y) 0.8969
Historical Sortino (5Y) 1.215
Monthly Value at Risk (VaR) 5% (5Y Lookback) 7.37%