WaFd Inc (WAFD)
28.45
+0.41
(+1.46%)
USD |
NASDAQ |
May 03, 16:00
28.44
-0.01
(-0.04%)
After-Hours: 20:00
WaFd Max Drawdown (5Y): 45.54% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 45.54% |
March 31, 2024 | 45.54% |
February 29, 2024 | 45.54% |
January 31, 2024 | 45.54% |
December 31, 2023 | 45.54% |
November 30, 2023 | 45.54% |
October 31, 2023 | 45.54% |
September 30, 2023 | 45.54% |
August 31, 2023 | 45.54% |
July 31, 2023 | 45.54% |
June 30, 2023 | 45.54% |
May 31, 2023 | 45.54% |
April 30, 2023 | 45.54% |
March 31, 2023 | 45.54% |
February 28, 2023 | 45.54% |
January 31, 2023 | 45.54% |
December 31, 2022 | 45.54% |
November 30, 2022 | 45.54% |
October 31, 2022 | 45.54% |
September 30, 2022 | 45.54% |
August 31, 2022 | 45.54% |
July 31, 2022 | 45.54% |
June 30, 2022 | 45.54% |
May 31, 2022 | 45.54% |
April 30, 2022 | 45.54% |
Date | Value |
---|---|
March 31, 2022 | 45.54% |
February 28, 2022 | 45.54% |
January 31, 2022 | 45.54% |
December 31, 2021 | 45.54% |
November 30, 2021 | 45.54% |
October 31, 2021 | 45.54% |
September 30, 2021 | 45.54% |
August 31, 2021 | 45.54% |
July 31, 2021 | 45.54% |
June 30, 2021 | 45.54% |
May 31, 2021 | 45.54% |
April 30, 2021 | 45.54% |
March 31, 2021 | 45.54% |
February 28, 2021 | 45.54% |
January 31, 2021 | 45.54% |
December 31, 2020 | 45.54% |
November 30, 2020 | 45.54% |
October 31, 2020 | 45.54% |
September 30, 2020 | 45.54% |
August 31, 2020 | 42.63% |
July 31, 2020 | 42.63% |
June 30, 2020 | 42.63% |
May 31, 2020 | 42.63% |
April 30, 2020 | 42.63% |
March 31, 2020 | 42.63% |
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
31.78%
Minimum
May 2019
45.54%
Maximum
Sep 2020
42.96%
Average
45.54%
Median
Sep 2020
Max Drawdown (5Y) Benchmarks
Axos Financial Inc | 67.32% |
Pacific Premier Bancorp Inc | 65.64% |
New York Community Bancorp Inc | 80.10% |
Bank OZK | 70.41% |
Valley National Bancorp | 53.93% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -12.37 |
Beta (5Y) | 0.841 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.10% |
Historical Sharpe Ratio (5Y) | -0.0997 |
Historical Sortino (5Y) | -0.1653 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.15% |