Wall Financial Corp (WFC.TO)
21.01
+0.42
(+2.04%)
CAD |
TSX |
Jun 14, 16:00
Wall Financial Max Drawdown (5Y): 70.67% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 70.67% |
April 30, 2024 | 70.67% |
March 31, 2024 | 70.67% |
February 29, 2024 | 70.67% |
January 31, 2024 | 70.67% |
December 31, 2023 | 70.67% |
November 30, 2023 | 70.67% |
October 31, 2023 | 70.67% |
September 30, 2023 | 70.67% |
August 31, 2023 | 70.67% |
July 31, 2023 | 70.67% |
June 30, 2023 | 70.67% |
May 31, 2023 | 70.67% |
April 30, 2023 | 70.67% |
March 31, 2023 | 70.67% |
February 28, 2023 | 70.67% |
January 31, 2023 | 70.67% |
December 31, 2022 | 70.67% |
November 30, 2022 | 70.67% |
October 31, 2022 | 70.67% |
September 30, 2022 | 70.67% |
August 31, 2022 | 70.67% |
July 31, 2022 | 70.67% |
June 30, 2022 | 70.00% |
May 31, 2022 | 66.72% |
Date | Value |
---|---|
April 30, 2022 | 63.20% |
March 31, 2022 | 63.20% |
February 28, 2022 | 63.20% |
January 31, 2022 | 62.96% |
December 31, 2021 | 62.56% |
November 30, 2021 | 61.04% |
October 31, 2021 | 59.33% |
September 30, 2021 | 59.33% |
August 31, 2021 | 59.33% |
July 31, 2021 | 59.33% |
June 30, 2021 | 59.33% |
May 31, 2021 | 59.33% |
April 30, 2021 | 59.33% |
March 31, 2021 | 59.33% |
February 28, 2021 | 58.03% |
January 31, 2021 | 58.03% |
December 31, 2020 | 58.03% |
November 30, 2020 | 58.03% |
October 31, 2020 | 58.03% |
September 30, 2020 | 54.93% |
August 31, 2020 | 53.25% |
July 31, 2020 | 50.67% |
June 30, 2020 | 49.33% |
May 31, 2020 | 49.33% |
April 30, 2020 | 49.33% |
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
35.82%
Minimum
Aug 2019
70.67%
Maximum
Jul 2022
59.79%
Average
61.80%
Median
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.921 |
Beta (5Y) | 0.6275 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.52% |
Historical Sharpe Ratio (5Y) | 0.0574 |
Historical Sortino (5Y) | 0.099 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.87% |