Western Digital Corp (WDC)
70.51
-0.32
(-0.45%)
USD |
NASDAQ |
May 01, 16:00
70.50
-0.01
(-0.01%)
After-Hours: 20:00
Western Digital Max Drawdown (5Y): 70.53% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 70.53% |
March 31, 2024 | 70.53% |
February 29, 2024 | 70.53% |
January 31, 2024 | 70.53% |
December 31, 2023 | 70.53% |
November 30, 2023 | 70.53% |
October 31, 2023 | 70.53% |
September 30, 2023 | 70.53% |
August 31, 2023 | 70.53% |
July 31, 2023 | 70.53% |
June 30, 2023 | 70.53% |
May 31, 2023 | 70.53% |
April 30, 2023 | 70.53% |
March 31, 2023 | 70.53% |
February 28, 2023 | 70.53% |
January 31, 2023 | 70.53% |
December 31, 2022 | 70.53% |
November 30, 2022 | 70.53% |
October 31, 2022 | 70.53% |
September 30, 2022 | 70.53% |
August 31, 2022 | 70.53% |
July 31, 2022 | 70.53% |
June 30, 2022 | 70.53% |
May 31, 2022 | 70.53% |
April 30, 2022 | 70.53% |
Date | Value |
---|---|
March 31, 2022 | 70.53% |
February 28, 2022 | 70.53% |
January 31, 2022 | 70.53% |
December 31, 2021 | 70.53% |
November 30, 2021 | 70.53% |
October 31, 2021 | 70.53% |
September 30, 2021 | 70.53% |
August 31, 2021 | 70.53% |
July 31, 2021 | 70.53% |
June 30, 2021 | 70.53% |
May 31, 2021 | 70.53% |
April 30, 2021 | 70.53% |
March 31, 2021 | 70.53% |
February 28, 2021 | 70.53% |
January 31, 2021 | 70.53% |
December 31, 2020 | 70.53% |
November 30, 2020 | 70.53% |
October 31, 2020 | 70.53% |
September 30, 2020 | 70.53% |
August 31, 2020 | 70.53% |
July 31, 2020 | 70.53% |
June 30, 2020 | 70.53% |
May 31, 2020 | 70.53% |
April 30, 2020 | 70.53% |
March 31, 2020 | 70.53% |
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
67.70%
Minimum
May 2019
70.53%
Maximum
Mar 2020
70.06%
Average
70.53%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Micron Technology Inc | 49.63% |
Super Micro Computer Inc | 60.35% |
NetApp Inc | 58.08% |
Pure Storage Inc | 69.43% |
Intel Corp | 61.62% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -11.53 |
Beta (5Y) | 1.534 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 49.15% |
Historical Sharpe Ratio (5Y) | 0.113 |
Historical Sortino (5Y) | 0.1827 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.03% |