Wolverine World Wide Inc (WWW)
22.86
+0.70
(+3.18%)
USD |
NYSE |
Nov 21, 16:00
22.86
0.00 (0.00%)
After-Hours: 20:00
Wolverine World Wide Max Drawdown (5Y): 82.58% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 82.58% |
| September 30, 2024 | 82.58% |
| August 31, 2024 | 82.58% |
| July 31, 2024 | 82.58% |
| June 30, 2024 | 82.58% |
| May 31, 2024 | 82.58% |
| April 30, 2024 | 82.58% |
| March 31, 2024 | 82.58% |
| February 29, 2024 | 82.58% |
| January 31, 2024 | 82.58% |
| December 31, 2023 | 82.58% |
| November 30, 2023 | 82.58% |
| October 31, 2023 | 82.58% |
| September 30, 2023 | 81.79% |
| August 31, 2023 | 81.13% |
| July 31, 2023 | 77.21% |
| June 30, 2023 | 77.21% |
| May 31, 2023 | 77.21% |
| April 30, 2023 | 77.21% |
| March 31, 2023 | 77.21% |
| February 28, 2023 | 77.21% |
| January 31, 2023 | 77.21% |
| December 31, 2022 | 77.21% |
| November 30, 2022 | 75.44% |
| October 31, 2022 | 67.23% |
| Date | Value |
|---|---|
| September 30, 2022 | 67.23% |
| August 31, 2022 | 67.23% |
| July 31, 2022 | 67.23% |
| June 30, 2022 | 67.23% |
| May 31, 2022 | 67.23% |
| April 30, 2022 | 67.23% |
| March 31, 2022 | 67.23% |
| February 28, 2022 | 67.23% |
| January 31, 2022 | 67.23% |
| December 31, 2021 | 67.23% |
| November 30, 2021 | 67.23% |
| October 31, 2021 | 67.23% |
| September 30, 2021 | 67.23% |
| August 31, 2021 | 67.23% |
| July 31, 2021 | 67.23% |
| June 30, 2021 | 67.23% |
| May 31, 2021 | 67.23% |
| April 30, 2021 | 67.23% |
| March 31, 2021 | 67.23% |
| February 28, 2021 | 67.23% |
| January 31, 2021 | 67.23% |
| December 31, 2020 | 67.23% |
| November 30, 2020 | 67.23% |
| October 31, 2020 | 67.23% |
| September 30, 2020 | 67.23% |
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
55.26%
Minimum
Nov 2019
82.58%
Maximum
Oct 2023
71.67%
Average
67.23%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| Crocs Inc | 75.18% |
| Nike Inc | 58.62% |
| Deckers Outdoor Corp | 54.69% |
| Steven Madden Ltd | 59.77% |
| Skechers USA Inc | 61.43% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -35.53 |
| Beta (5Y) | 1.776 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 53.47% |
| Historical Sharpe Ratio (5Y) | -0.2357 |
| Historical Sortino (5Y) | -0.3435 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.21% |