Wolverine World Wide Inc (WWW)
12.32
-2.28
(-15.58%)
USD |
NYSE |
Apr 03, 10:23
Wolverine World Wide Max Drawdown (5Y): 82.58% for March 31, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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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Max Drawdown (5Y) Benchmarks
| Deckers Outdoor Corp | 50.00% |
| Skechers USA Inc | 59.50% |
| Nike Inc | 62.62% |
| Steven Madden Ltd | 66.31% |
| Ralph Lauren Corp | 55.18% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -29.93 |
| Beta (5Y) | 1.738 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 52.72% |
| Historical Sharpe Ratio (5Y) | -0.0406 |
| Historical Sortino (5Y) | -0.0667 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.01% |