Washington Trust Bancorp Inc (WASH)
26.20
-0.34
(-1.27%)
USD |
NASDAQ |
May 07, 16:00
26.20
0.00 (0.00%)
After-Hours: 16:02
Washington Trust Bancorp Max Drawdown (5Y): 60.33% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 60.33% |
| March 31, 2024 | 60.33% |
| February 29, 2024 | 60.33% |
| January 31, 2024 | 60.33% |
| December 31, 2023 | 60.33% |
| November 30, 2023 | 60.33% |
| October 31, 2023 | 60.33% |
| September 30, 2023 | 60.33% |
| August 31, 2023 | 60.33% |
| July 31, 2023 | 60.33% |
| June 30, 2023 | 60.33% |
| May 31, 2023 | 60.33% |
| April 30, 2023 | 51.81% |
| March 31, 2023 | 51.81% |
| February 28, 2023 | 51.81% |
| January 31, 2023 | 51.81% |
| December 31, 2022 | 51.81% |
| November 30, 2022 | 51.81% |
| October 31, 2022 | 51.81% |
| September 30, 2022 | 51.81% |
| August 31, 2022 | 51.81% |
| July 31, 2022 | 51.81% |
| June 30, 2022 | 51.81% |
| May 31, 2022 | 51.81% |
| April 30, 2022 | 51.81% |
| Date | Value |
|---|---|
| March 31, 2022 | 51.81% |
| February 28, 2022 | 51.81% |
| January 31, 2022 | 51.81% |
| December 31, 2021 | 51.81% |
| November 30, 2021 | 51.81% |
| October 31, 2021 | 51.81% |
| September 30, 2021 | 51.81% |
| August 31, 2021 | 51.81% |
| July 31, 2021 | 51.81% |
| June 30, 2021 | 51.81% |
| May 31, 2021 | 51.81% |
| April 30, 2021 | 51.81% |
| March 31, 2021 | 51.81% |
| February 28, 2021 | 51.81% |
| January 31, 2021 | 51.81% |
| December 31, 2020 | 51.81% |
| November 30, 2020 | 51.81% |
| October 31, 2020 | 51.81% |
| September 30, 2020 | 51.81% |
| August 31, 2020 | 51.81% |
| July 31, 2020 | 51.81% |
| June 30, 2020 | 51.81% |
| May 31, 2020 | 51.81% |
| April 30, 2020 | 47.95% |
| March 31, 2020 | 47.95% |
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
24.71%
Minimum
May 2019
60.33%
Maximum
May 2023
48.91%
Average
51.81%
Median
May 2020
Max Drawdown (5Y) Benchmarks
| Truist Financial Corp | 59.10% |
| Independent Bank Corp | 52.59% |
| Peapack Gladstone Financial Corp | 65.20% |
| Zions Bancorp NA | 72.22% |
| Cambridge Bancorp | 50.25% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -19.47 |
| Beta (5Y) | 0.8011 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.80% |
| Historical Sharpe Ratio (5Y) | -0.312 |
| Historical Sortino (5Y) | -0.4743 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.21% |