Watsco Inc (WSO)
546.24
+12.84
(+2.41%)
USD |
NYSE |
Nov 21, 16:00
546.33
+0.09
(+0.02%)
After-Hours: 20:00
Watsco Max Drawdown (5Y): 27.17% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 27.17% |
| September 30, 2024 | 27.17% |
| August 31, 2024 | 27.17% |
| July 31, 2024 | 27.17% |
| June 30, 2024 | 27.17% |
| May 31, 2024 | 27.17% |
| April 30, 2024 | 27.17% |
| March 31, 2024 | 27.17% |
| February 29, 2024 | 27.17% |
| January 31, 2024 | 27.17% |
| December 31, 2023 | 27.17% |
| November 30, 2023 | 29.53% |
| October 31, 2023 | 29.53% |
| September 30, 2023 | 29.53% |
| August 31, 2023 | 29.53% |
| July 31, 2023 | 29.53% |
| June 30, 2023 | 29.53% |
| May 31, 2023 | 29.53% |
| April 30, 2023 | 29.53% |
| March 31, 2023 | 29.53% |
| February 28, 2023 | 29.53% |
| January 31, 2023 | 29.53% |
| December 31, 2022 | 29.53% |
| November 30, 2022 | 29.53% |
| October 31, 2022 | 29.53% |
| Date | Value |
|---|---|
| September 30, 2022 | 29.53% |
| August 31, 2022 | 29.53% |
| July 31, 2022 | 29.53% |
| June 30, 2022 | 29.53% |
| May 31, 2022 | 29.53% |
| April 30, 2022 | 29.53% |
| March 31, 2022 | 29.53% |
| February 28, 2022 | 29.53% |
| January 31, 2022 | 29.53% |
| December 31, 2021 | 29.53% |
| November 30, 2021 | 29.53% |
| October 31, 2021 | 29.53% |
| September 30, 2021 | 29.53% |
| August 31, 2021 | 29.53% |
| July 31, 2021 | 29.53% |
| June 30, 2021 | 29.53% |
| May 31, 2021 | 29.53% |
| April 30, 2021 | 29.53% |
| March 31, 2021 | 29.53% |
| February 28, 2021 | 29.53% |
| January 31, 2021 | 29.53% |
| December 31, 2020 | 29.53% |
| November 30, 2020 | 29.53% |
| October 31, 2020 | 29.53% |
| September 30, 2020 | 29.53% |
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
27.17%
Minimum
Dec 2023
29.53%
Maximum
Nov 2019
29.10%
Average
29.53%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Carrier Global Corp | -- |
| Core & Main Inc | -- |
| Dnow Inc | 82.69% |
| Beacon Roofing Supply Inc | 81.98% |
| EVI Industries Inc | 83.32% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 11.72 |
| Beta (5Y) | 0.8871 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.03% |
| Historical Sharpe Ratio (5Y) | 0.8267 |
| Historical Sortino (5Y) | 1.863 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.30% |