Watsco, Inc. (WSO)
297.47
-3.68
(-1.22%)
USD |
NYSE |
Oct 02, 16:00
298.97
+1.50
(+0.50%)
Pre-Market: 20:00
Watsco Max Drawdown (5Y) : 44.41% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 44.41% |
| August 31, 2026 | 44.14% |
| July 31, 2026 | 42.84% |
| June 30, 2026 | 41.64% |
| May 31, 2026 | 41.64% |
| April 30, 2026 | 41.64% |
| March 31, 2026 | 41.64% |
| February 28, 2026 | 41.64% |
| January 31, 2026 | 41.64% |
| December 31, 2025 | 41.64% |
| November 30, 2025 | 41.64% |
| October 31, 2025 | 36.42% |
| September 30, 2025 | 31.66% |
| August 31, 2025 | 28.12% |
| July 31, 2025 | 27.17% |
| June 30, 2025 | 27.17% |
| May 31, 2025 | 27.17% |
| April 30, 2025 | 27.17% |
| March 31, 2025 | 27.17% |
| February 28, 2025 | 27.17% |
| January 31, 2025 | 27.17% |
| December 31, 2024 | 27.17% |
| November 30, 2024 | 27.17% |
| October 31, 2024 | 27.17% |
| September 30, 2024 | 27.17% |
| Date | Value |
|---|---|
| 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% |
| September 30, 2022 | 29.53% |
| August 31, 2022 | 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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Fastenal Co. | 30.70% |
| Ferguson Enterprises, Inc. | 43.31% |
| MSC Industrial Direct Co., Inc. | 29.28% |
| QXO, Inc. | 95.44% |
| Applied Industrial Technologies, Inc. | 26.42% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.703 |
| Beta (5Y) | 1.058 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.67% |
| Historical Sharpe Ratio (5Y) | 0.0635 |
| Historical Sortino (5Y) | 0.1182 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.29% |