WaFd Inc (WAFD)
37.11
+0.76
(+2.09%)
USD |
NASDAQ |
Nov 22, 12:04
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% |