Westpac Banking Corp (WEBNF)
16.78
-0.24
(-1.44%)
USD |
OTCM |
Apr 26, 16:00
Westpac Banking Max Drawdown (5Y): 68.26% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 68.26% |
February 29, 2024 | 68.26% |
January 31, 2024 | 68.26% |
December 31, 2023 | 68.26% |
November 30, 2023 | 68.26% |
October 31, 2023 | 68.26% |
September 30, 2023 | 68.26% |
August 31, 2023 | 68.26% |
July 31, 2023 | 68.26% |
June 30, 2023 | 68.26% |
May 31, 2023 | 68.26% |
April 30, 2023 | 68.26% |
March 31, 2023 | 68.26% |
February 28, 2023 | 68.26% |
January 31, 2023 | 68.26% |
December 31, 2022 | 68.26% |
November 30, 2022 | 68.26% |
October 31, 2022 | 68.26% |
September 30, 2022 | 68.26% |
August 31, 2022 | 68.26% |
July 31, 2022 | 68.26% |
June 30, 2022 | 68.26% |
May 31, 2022 | 68.26% |
April 30, 2022 | 68.26% |
March 31, 2022 | 68.26% |
Date | Value |
---|---|
February 28, 2022 | 68.26% |
January 31, 2022 | 68.26% |
December 31, 2021 | 68.26% |
November 30, 2021 | 68.26% |
October 31, 2021 | 68.26% |
September 30, 2021 | 68.26% |
August 31, 2021 | 68.26% |
July 31, 2021 | 68.26% |
June 30, 2021 | 68.26% |
May 31, 2021 | 68.26% |
April 30, 2021 | 68.26% |
March 31, 2021 | 68.26% |
February 28, 2021 | 68.26% |
January 31, 2021 | 68.26% |
December 31, 2020 | 68.26% |
November 30, 2020 | 68.26% |
October 31, 2020 | 68.26% |
September 30, 2020 | 68.26% |
August 31, 2020 | 68.26% |
July 31, 2020 | 68.26% |
June 30, 2020 | 68.26% |
May 31, 2020 | 68.26% |
April 30, 2020 | 68.26% |
March 31, 2020 | 68.26% |
February 29, 2020 | 34.47% |
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
34.47%
Minimum
Apr 2019
68.26%
Maximum
Mar 2020
62.06%
Average
68.26%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
ANZ Group Holdings Ltd | 61.30% |
Macquarie Group Ltd | 59.28% |
SIPP International Industries Inc | 99.80% |
Computershare Ltd | 64.60% |
Iris Energy Ltd | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -12.34 |
Beta (5Y) | 1.090 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.85% |
Historical Sharpe Ratio (5Y) | 0.0545 |
Historical Sortino (5Y) | 0.0643 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.12% |