Williams-Sonoma Inc (WSM)

183.68 +4.09 (+2.28%) USD  |  NYSE  |  Dec 20, 16:00
186.00 +2.32 (+1.26%) Pre-Market: 20:00
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Williams-Sonoma Max Drawdown (5Y): 60.60% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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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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RH 71.26%
Arhaus Inc --
Tile Shop Holdings Inc 97.72%
TJX Companies Inc 42.55%
Best Buy Co Inc 52.58%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 14.04
Beta (5Y) 1.817
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 51.13%
Historical Sharpe Ratio (5Y) 0.7491
Historical Sortino (5Y) 1.326
Monthly Value at Risk (VaR) 5% (5Y Lookback) 16.50%