Woolworths Group Ltd (WOLWF)
20.43
0.00 (0.00%)
USD |
OTCM |
May 17, 16:00
Woolworths Group Max Drawdown (5Y): 32.77% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 32.77% |
| March 31, 2024 | 32.77% |
| February 29, 2024 | 32.77% |
| January 31, 2024 | 32.77% |
| December 31, 2023 | 32.77% |
| November 30, 2023 | 32.77% |
| October 31, 2023 | 32.77% |
| September 30, 2023 | 32.77% |
| August 31, 2023 | 32.77% |
| July 31, 2023 | 32.77% |
| June 30, 2023 | 32.77% |
| May 31, 2023 | 32.77% |
| April 30, 2023 | 32.77% |
| March 31, 2023 | 32.77% |
| February 28, 2023 | 32.77% |
| January 31, 2023 | 32.77% |
| December 31, 2022 | 32.77% |
| November 30, 2022 | 32.77% |
| October 31, 2022 | 30.29% |
| September 30, 2022 | 32.38% |
| August 31, 2022 | 34.52% |
| July 31, 2022 | 34.52% |
| June 30, 2022 | 34.52% |
| May 31, 2022 | 34.52% |
| April 30, 2022 | 36.15% |
| Date | Value |
|---|---|
| March 31, 2022 | 37.14% |
| February 28, 2022 | 37.23% |
| January 31, 2022 | 37.23% |
| December 31, 2021 | 37.23% |
| November 30, 2021 | 39.19% |
| October 31, 2021 | 45.45% |
| September 30, 2021 | 47.75% |
| August 31, 2021 | 47.75% |
| July 31, 2021 | 47.75% |
| June 30, 2021 | 47.75% |
| May 31, 2021 | 47.75% |
| April 30, 2021 | 51.79% |
| March 31, 2021 | 52.49% |
| February 28, 2021 | 53.01% |
| January 31, 2021 | 53.01% |
| December 31, 2020 | 53.01% |
| November 30, 2020 | 53.63% |
| October 31, 2020 | 53.63% |
| September 30, 2020 | 53.63% |
| August 31, 2020 | 53.63% |
| July 31, 2020 | 53.63% |
| June 30, 2020 | 53.63% |
| May 31, 2020 | 53.63% |
| April 30, 2020 | 53.63% |
| March 31, 2020 | 53.63% |
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
30.29%
Minimum
Oct 2022
53.63%
Maximum
May 2019
43.02%
Average
42.32%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.732 |
| Beta (5Y) | 0.5184 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.35% |
| Historical Sharpe Ratio (5Y) | 0.1362 |
| Historical Sortino (5Y) | 0.1984 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.74% |