WNS (Holdings) Ltd (WNS)
45.16
-0.07
(-0.15%)
USD |
NYSE |
May 03, 16:00
45.21
+0.05
(+0.11%)
Pre-Market: 20:00
WNS Max Drawdown (5Y): 56.89% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 56.89% |
March 31, 2024 | 54.03% |
February 29, 2024 | 54.03% |
January 31, 2024 | 54.03% |
December 31, 2023 | 54.03% |
November 30, 2023 | 54.03% |
October 31, 2023 | 54.03% |
September 30, 2023 | 54.03% |
August 31, 2023 | 54.03% |
July 31, 2023 | 54.03% |
June 30, 2023 | 54.03% |
May 31, 2023 | 54.03% |
April 30, 2023 | 54.03% |
March 31, 2023 | 54.03% |
February 28, 2023 | 54.03% |
January 31, 2023 | 54.03% |
December 31, 2022 | 54.03% |
November 30, 2022 | 54.03% |
October 31, 2022 | 54.03% |
September 30, 2022 | 54.03% |
August 31, 2022 | 54.03% |
July 31, 2022 | 54.03% |
June 30, 2022 | 54.03% |
May 31, 2022 | 54.03% |
April 30, 2022 | 54.03% |
Date | Value |
---|---|
March 31, 2022 | 54.03% |
February 28, 2022 | 54.03% |
January 31, 2022 | 54.03% |
December 31, 2021 | 54.03% |
November 30, 2021 | 54.03% |
October 31, 2021 | 54.03% |
September 30, 2021 | 54.03% |
August 31, 2021 | 54.03% |
July 31, 2021 | 54.03% |
June 30, 2021 | 54.03% |
May 31, 2021 | 54.03% |
April 30, 2021 | 54.03% |
March 31, 2021 | 54.03% |
February 28, 2021 | 54.03% |
January 31, 2021 | 54.03% |
December 31, 2020 | 54.03% |
November 30, 2020 | 54.03% |
October 31, 2020 | 54.03% |
September 30, 2020 | 54.03% |
August 31, 2020 | 54.03% |
July 31, 2020 | 54.03% |
June 30, 2020 | 54.03% |
May 31, 2020 | 54.03% |
April 30, 2020 | 54.03% |
March 31, 2020 | 54.03% |
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
26.96%
Minimum
May 2019
56.89%
Maximum
Apr 2024
49.57%
Average
54.03%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
AMTD Digital Inc | -- |
Wipro Ltd | 55.94% |
Infosys Ltd | 42.32% |
Toast Inc | -- |
Castellum Inc | 99.95% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -19.95 |
Beta (5Y) | 1.067 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.50% |
Historical Sharpe Ratio (5Y) | -0.2407 |
Historical Sortino (5Y) | -0.283 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.17% |