Walker & Dunlop Inc (WD)
102.47
+0.01
(+0.01%)
USD |
NYSE |
May 17, 16:00
102.47
0.00 (0.00%)
Pre-Market: 20:00
Walker & Dunlop Max Drawdown (5Y): 68.49% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 68.49% |
March 31, 2024 | 68.49% |
February 29, 2024 | 68.49% |
January 31, 2024 | 68.49% |
December 31, 2023 | 68.49% |
November 30, 2023 | 68.49% |
October 31, 2023 | 68.49% |
September 30, 2023 | 68.49% |
August 31, 2023 | 68.49% |
July 31, 2023 | 68.49% |
June 30, 2023 | 68.49% |
May 31, 2023 | 68.49% |
April 30, 2023 | 68.49% |
March 31, 2023 | 68.49% |
February 28, 2023 | 68.49% |
January 31, 2023 | 68.49% |
December 31, 2022 | 68.49% |
November 30, 2022 | 68.49% |
October 31, 2022 | 68.49% |
September 30, 2022 | 68.49% |
August 31, 2022 | 68.49% |
July 31, 2022 | 68.49% |
June 30, 2022 | 68.49% |
May 31, 2022 | 68.49% |
April 30, 2022 | 68.49% |
Date | Value |
---|---|
March 31, 2022 | 68.49% |
February 28, 2022 | 68.49% |
January 31, 2022 | 68.49% |
December 31, 2021 | 68.49% |
November 30, 2021 | 68.49% |
October 31, 2021 | 68.49% |
September 30, 2021 | 68.49% |
August 31, 2021 | 68.49% |
July 31, 2021 | 68.49% |
June 30, 2021 | 68.49% |
May 31, 2021 | 68.49% |
April 30, 2021 | 68.49% |
March 31, 2021 | 68.49% |
February 28, 2021 | 68.49% |
January 31, 2021 | 68.49% |
December 31, 2020 | 68.49% |
November 30, 2020 | 68.49% |
October 31, 2020 | 68.49% |
September 30, 2020 | 68.49% |
August 31, 2020 | 68.49% |
July 31, 2020 | 68.49% |
June 30, 2020 | 68.49% |
May 31, 2020 | 68.49% |
April 30, 2020 | 68.49% |
March 31, 2020 | 56.05% |
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
38.77%
Minimum
Jul 2019
68.49%
Maximum
Apr 2020
63.41%
Average
68.49%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -5.725 |
Beta (5Y) | 1.538 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 47.49% |
Historical Sharpe Ratio (5Y) | 0.2402 |
Historical Sortino (5Y) | 0.363 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.72% |