Williams-Sonoma Inc (WSM)
131.26
+1.75
(+1.35%)
USD |
NYSE |
Nov 14, 12:58
Williams-Sonoma Max Drawdown (5Y): 60.60% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 60.60% |
| September 30, 2024 | 60.60% |
| August 31, 2024 | 60.60% |
| July 31, 2024 | 60.60% |
| June 30, 2024 | 60.60% |
| May 31, 2024 | 60.60% |
| April 30, 2024 | 60.60% |
| March 31, 2024 | 60.60% |
| February 29, 2024 | 60.60% |
| January 31, 2024 | 60.60% |
| December 31, 2023 | 60.60% |
| November 30, 2023 | 60.60% |
| October 31, 2023 | 60.60% |
| September 30, 2023 | 60.60% |
| August 31, 2023 | 60.60% |
| July 31, 2023 | 60.60% |
| June 30, 2023 | 60.60% |
| May 31, 2023 | 60.60% |
| April 30, 2023 | 60.60% |
| March 31, 2023 | 60.60% |
| February 28, 2023 | 60.60% |
| January 31, 2023 | 60.60% |
| December 31, 2022 | 60.60% |
| November 30, 2022 | 60.60% |
| October 31, 2022 | 60.60% |
| Date | Value |
|---|---|
| September 30, 2022 | 60.60% |
| August 31, 2022 | 60.60% |
| July 31, 2022 | 60.60% |
| June 30, 2022 | 60.60% |
| May 31, 2022 | 60.60% |
| April 30, 2022 | 60.60% |
| March 31, 2022 | 60.60% |
| February 28, 2022 | 60.60% |
| January 31, 2022 | 60.60% |
| December 31, 2021 | 60.60% |
| November 30, 2021 | 60.60% |
| October 31, 2021 | 60.60% |
| September 30, 2021 | 60.60% |
| August 31, 2021 | 60.60% |
| July 31, 2021 | 60.60% |
| June 30, 2021 | 60.60% |
| May 31, 2021 | 60.60% |
| April 30, 2021 | 60.60% |
| March 31, 2021 | 60.60% |
| February 28, 2021 | 60.60% |
| January 31, 2021 | 60.60% |
| December 31, 2020 | 60.60% |
| November 30, 2020 | 60.60% |
| October 31, 2020 | 60.60% |
| September 30, 2020 | 60.60% |
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
48.91%
Minimum
Nov 2019
60.60%
Maximum
Mar 2020
59.82%
Average
60.60%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Arhaus Inc | -- |
| RH | 71.26% |
| Tile Shop Holdings Inc | 97.72% |
| Advance Auto Parts Inc | 84.09% |
| Live Ventures Inc | 86.10% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 9.766 |
| Beta (5Y) | 1.765 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 50.50% |
| Historical Sharpe Ratio (5Y) | 0.6446 |
| Historical Sortino (5Y) | 1.117 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.50% |