Watsco Inc (WSO)

491.35 +3.41 (+0.70%) USD  |  NYSE  |  Dec 24, 16:00
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Watsco Max Drawdown (5Y): 27.17% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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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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Carrier Global Corp --
Dnow Inc 82.69%
Core & Main Inc --
Beacon Roofing Supply Inc 81.98%
EVI Industries Inc 83.32%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 14.50
Beta (5Y) 0.9206
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 28.25%
Historical Sharpe Ratio (5Y) 0.9486
Historical Sortino (5Y) 2.146
Monthly Value at Risk (VaR) 5% (5Y Lookback) 9.30%