Williams-Sonoma Inc (WSM)
283.41
+1.73
(+0.61%)
USD |
NYSE |
Apr 26, 09:47
Williams-Sonoma Max Drawdown (5Y): 60.60% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 60.60% |
July 31, 2020 | 60.60% |
June 30, 2020 | 60.60% |
May 31, 2020 | 60.60% |
April 30, 2020 | 60.60% |
March 31, 2020 | 60.60% |
February 29, 2020 | 48.91% |
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
Apr 2019
60.60%
Maximum
Mar 2020
58.46%
Average
60.60%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Arhaus Inc | -- |
RH | 71.26% |
Tile Shop Holdings Inc | 97.72% |
Best Buy Co Inc | 52.58% |
Ulta Beauty Inc | 64.92% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 20.56 |
Beta (5Y) | 1.698 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 49.36% |
Historical Sharpe Ratio (5Y) | 0.8654 |
Historical Sortino (5Y) | 1.410 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.50% |