WaFd Inc (WAFD)
36.96
-0.20
(-0.52%)
USD |
NASDAQ |
Nov 14, 16:00
36.97
+0.02
(+0.04%)
After-Hours: 16:50
WaFd Max Drawdown (5Y): 45.54% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 45.54% |
September 30, 2024 | 45.54% |
August 31, 2024 | 45.54% |
July 31, 2024 | 45.54% |
June 30, 2024 | 45.54% |
May 31, 2024 | 45.54% |
April 30, 2024 | 45.54% |
March 31, 2024 | 45.54% |
February 29, 2024 | 45.54% |
January 31, 2024 | 45.54% |
December 31, 2023 | 45.54% |
November 30, 2023 | 45.54% |
October 31, 2023 | 45.54% |
September 30, 2023 | 45.54% |
August 31, 2023 | 45.54% |
July 31, 2023 | 45.54% |
June 30, 2023 | 45.54% |
May 31, 2023 | 45.54% |
April 30, 2023 | 45.54% |
March 31, 2023 | 45.54% |
February 28, 2023 | 45.54% |
January 31, 2023 | 45.54% |
December 31, 2022 | 45.54% |
November 30, 2022 | 45.54% |
October 31, 2022 | 45.54% |
Date | Value |
---|---|
September 30, 2022 | 45.54% |
August 31, 2022 | 45.54% |
July 31, 2022 | 45.54% |
June 30, 2022 | 45.54% |
May 31, 2022 | 45.54% |
April 30, 2022 | 45.54% |
March 31, 2022 | 45.54% |
February 28, 2022 | 45.54% |
January 31, 2022 | 45.54% |
December 31, 2021 | 45.54% |
November 30, 2021 | 45.54% |
October 31, 2021 | 45.54% |
September 30, 2021 | 45.54% |
August 31, 2021 | 45.54% |
July 31, 2021 | 45.54% |
June 30, 2021 | 45.54% |
May 31, 2021 | 45.54% |
April 30, 2021 | 45.54% |
March 31, 2021 | 45.54% |
February 28, 2021 | 45.54% |
January 31, 2021 | 45.54% |
December 31, 2020 | 45.54% |
November 30, 2020 | 45.54% |
October 31, 2020 | 45.54% |
September 30, 2020 | 45.54% |
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
31.78%
Minimum
Nov 2019
45.54%
Maximum
Sep 2020
44.33%
Average
45.54%
Median
Sep 2020
Max Drawdown (5Y) Benchmarks
Hingham Institution for Savings | 64.88% |
Brookline Bancorp Inc | 54.48% |
Broadway Financial Corp | 86.13% |
Carver Bancorp Inc | 95.43% |
Pathward Financial Inc | 64.89% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -11.32 |
Beta (5Y) | 0.8307 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.23% |
Historical Sharpe Ratio (5Y) | -0.0185 |
Historical Sortino (5Y) | -0.0334 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.15% |