Western Alliance Bancorp (WAL)
91.28
+2.11
(+2.37%)
USD |
NYSE |
Nov 21, 16:00
91.60
+0.32
(+0.35%)
Pre-Market: 20:00
Western Alliance Bancorp Max Drawdown (5Y): 84.79% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 84.79% |
| September 30, 2024 | 84.79% |
| August 31, 2024 | 84.79% |
| July 31, 2024 | 84.79% |
| June 30, 2024 | 84.79% |
| May 31, 2024 | 84.79% |
| April 30, 2024 | 84.79% |
| March 31, 2024 | 84.79% |
| February 29, 2024 | 84.79% |
| January 31, 2024 | 84.79% |
| December 31, 2023 | 84.79% |
| November 30, 2023 | 84.79% |
| October 31, 2023 | 84.79% |
| September 30, 2023 | 84.79% |
| August 31, 2023 | 84.79% |
| July 31, 2023 | 84.79% |
| June 30, 2023 | 84.79% |
| May 31, 2023 | 84.79% |
| April 30, 2023 | 78.17% |
| March 31, 2023 | 78.17% |
| February 28, 2023 | 64.49% |
| January 31, 2023 | 64.49% |
| December 31, 2022 | 64.49% |
| November 30, 2022 | 64.49% |
| October 31, 2022 | 64.49% |
| Date | Value |
|---|---|
| September 30, 2022 | 64.49% |
| August 31, 2022 | 64.49% |
| July 31, 2022 | 64.49% |
| June 30, 2022 | 64.49% |
| May 31, 2022 | 64.49% |
| April 30, 2022 | 64.49% |
| March 31, 2022 | 64.49% |
| February 28, 2022 | 64.49% |
| January 31, 2022 | 64.49% |
| December 31, 2021 | 64.49% |
| November 30, 2021 | 64.49% |
| October 31, 2021 | 64.49% |
| September 30, 2021 | 64.49% |
| August 31, 2021 | 64.49% |
| July 31, 2021 | 64.49% |
| June 30, 2021 | 64.49% |
| May 31, 2021 | 64.49% |
| April 30, 2021 | 64.49% |
| March 31, 2021 | 64.49% |
| February 28, 2021 | 64.49% |
| January 31, 2021 | 64.49% |
| December 31, 2020 | 64.49% |
| November 30, 2020 | 64.49% |
| October 31, 2020 | 64.49% |
| September 30, 2020 | 64.49% |
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
40.64%
Minimum
Nov 2019
84.79%
Maximum
May 2023
69.45%
Average
64.49%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Comerica Inc | 72.44% |
| First Citizens BancShares Inc | 47.49% |
| First Horizon Corp | 64.20% |
| KeyCorp | 65.22% |
| UMB Financial Corp | 50.23% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.497 |
| Beta (5Y) | 1.439 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 59.22% |
| Historical Sharpe Ratio (5Y) | 0.1871 |
| Historical Sortino (5Y) | 0.2533 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.84% |