Wesfarmers Ltd (WFAFY)
22.53
-0.62
(-2.68%)
USD |
OTCM |
May 09, 16:04
Wesfarmers Max Drawdown (5Y): 48.98% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 48.98% |
March 31, 2024 | 48.98% |
February 29, 2024 | 48.98% |
January 31, 2024 | 48.98% |
December 31, 2023 | 48.98% |
November 30, 2023 | 48.98% |
October 31, 2023 | 48.98% |
September 30, 2023 | 48.98% |
August 31, 2023 | 48.98% |
July 31, 2023 | 48.98% |
June 30, 2023 | 48.98% |
May 31, 2023 | 48.98% |
April 30, 2023 | 48.98% |
March 31, 2023 | 48.98% |
February 28, 2023 | 48.98% |
January 31, 2023 | 48.98% |
December 31, 2022 | 48.98% |
November 30, 2022 | 48.98% |
October 31, 2022 | 48.98% |
September 30, 2022 | 48.98% |
August 31, 2022 | 48.98% |
July 31, 2022 | 48.98% |
June 30, 2022 | 48.98% |
May 31, 2022 | 48.98% |
April 30, 2022 | 48.98% |
Date | Value |
---|---|
March 31, 2022 | 48.98% |
February 28, 2022 | 48.98% |
January 31, 2022 | 48.98% |
December 31, 2021 | 48.98% |
November 30, 2021 | 48.98% |
October 31, 2021 | 48.98% |
September 30, 2021 | 48.98% |
August 31, 2021 | 48.98% |
July 31, 2021 | 48.98% |
June 30, 2021 | 48.98% |
May 31, 2021 | 48.98% |
April 30, 2021 | 48.98% |
March 31, 2021 | 48.98% |
February 28, 2021 | 48.98% |
January 31, 2021 | 48.98% |
December 31, 2020 | 48.98% |
November 30, 2020 | 48.98% |
October 31, 2020 | 48.98% |
September 30, 2020 | 48.98% |
August 31, 2020 | 48.98% |
July 31, 2020 | 48.98% |
June 30, 2020 | 48.98% |
May 31, 2020 | 48.98% |
April 30, 2020 | 48.98% |
March 31, 2020 | 48.98% |
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
44.02%
Minimum
Oct 2019
99.91%
Maximum
May 2019
52.81%
Average
48.98%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Tabcorp Holdings Ltd (DELISTED) | -- |
GWA Group Ltd | 50.66% |
GUD Holdings Ltd | 15.38% |
Fitell Corp | -- |
Alta Global Group Ltd | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 0.1783 |
Beta (5Y) | 1.216 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.16% |
Historical Sharpe Ratio (5Y) | 0.4876 |
Historical Sortino (5Y) | 0.6672 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.84% |