Woori Financial Group Inc (WF)
31.73
+0.70
(+2.26%)
USD |
NYSE |
May 03, 16:00
31.73
0.00 (0.00%)
After-Hours: 20:00
Woori Financial Group Max Drawdown (5Y): 69.16% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 69.16% |
March 31, 2024 | 69.16% |
February 29, 2024 | 69.16% |
January 31, 2024 | 69.16% |
December 31, 2023 | 69.16% |
November 30, 2023 | 69.16% |
October 31, 2023 | 69.16% |
September 30, 2023 | 69.16% |
August 31, 2023 | 69.16% |
July 31, 2023 | 69.16% |
June 30, 2023 | 69.16% |
May 31, 2023 | 69.16% |
April 30, 2023 | 69.16% |
March 31, 2023 | 69.16% |
February 28, 2023 | 69.16% |
January 31, 2023 | 69.16% |
December 31, 2022 | 69.16% |
November 30, 2022 | 69.16% |
October 31, 2022 | 69.16% |
September 30, 2022 | 69.16% |
August 31, 2022 | 69.16% |
July 31, 2022 | 69.16% |
June 30, 2022 | 69.16% |
May 31, 2022 | 69.16% |
April 30, 2022 | 69.16% |
Date | Value |
---|---|
March 31, 2022 | 69.16% |
February 28, 2022 | 69.16% |
January 31, 2022 | 69.16% |
December 31, 2021 | 69.16% |
November 30, 2021 | 69.16% |
October 31, 2021 | 69.16% |
September 30, 2021 | 69.16% |
August 31, 2021 | 69.16% |
July 31, 2021 | 69.16% |
June 30, 2021 | 69.16% |
May 31, 2021 | 69.16% |
April 30, 2021 | 69.16% |
March 31, 2021 | 69.16% |
February 28, 2021 | 69.16% |
January 31, 2021 | 69.16% |
December 31, 2020 | 69.16% |
November 30, 2020 | 69.16% |
October 31, 2020 | 69.16% |
September 30, 2020 | 69.16% |
August 31, 2020 | 69.16% |
July 31, 2020 | 69.16% |
June 30, 2020 | 69.16% |
May 31, 2020 | 69.16% |
April 30, 2020 | 69.16% |
March 31, 2020 | 69.16% |
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
59.90%
Minimum
Nov 2019
69.16%
Maximum
Mar 2020
67.63%
Average
69.16%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
KB Financial Group Inc | 64.13% |
Shinhan Financial Group Co Ltd | 62.73% |
New York Community Bancorp Inc | 80.10% |
Lufax Holding Ltd | -- |
Atlantic American Corp | 75.90% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -10.86 |
Beta (5Y) | 1.040 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.26% |
Historical Sharpe Ratio (5Y) | 0.0228 |
Historical Sortino (5Y) | 0.0335 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.21% |