Watsco Inc (WSO)
397.04
-4.89
(-1.22%)
USD |
NYSE |
Apr 19, 16:00
397.04
0.00 (0.00%)
After-Hours: 16:21
Watsco Max Drawdown (5Y): 27.17% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 27.17% |
| February 29, 2024 | 27.17% |
| January 31, 2024 | 27.17% |
| December 31, 2023 | 27.17% |
| November 30, 2023 | 27.17% |
| October 31, 2023 | 27.17% |
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| August 31, 2020 | 29.53% |
| July 31, 2020 | 29.53% |
| June 30, 2020 | 29.53% |
| May 31, 2020 | 29.53% |
| April 30, 2020 | 29.53% |
| March 31, 2020 | 29.53% |
| February 29, 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
Oct 2023
29.53%
Maximum
Apr 2019
29.30%
Average
29.53%
Median
Apr 2019
Max Drawdown (5Y) Benchmarks
| Masco Corp | 44.83% |
| Carrier Global Corp | -- |
| WESCO International Inc | 78.82% |
| Beacon Roofing Supply Inc | 81.98% |
| EVI Industries Inc | 83.32% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 15.12 |
| Beta (5Y) | 0.8984 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.34% |
| Historical Sharpe Ratio (5Y) | 0.9821 |
| Historical Sortino (5Y) | 2.118 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.30% |