Western Alliance Bancorp (WAL)
61.32
+1.36
(+2.27%)
USD |
NYSE |
May 03, 16:00
61.32
0.00 (0.00%)
After-Hours: 19:18
Western Alliance Bancorp Max Drawdown (5Y): 84.79% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 64.49% |
July 31, 2020 | 64.49% |
June 30, 2020 | 64.49% |
May 31, 2020 | 64.49% |
April 30, 2020 | 64.49% |
March 31, 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
May 2019
84.79%
Maximum
May 2023
65.03%
Average
64.49%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
KeyCorp | 65.22% |
Comerica Inc | 72.44% |
Regions Financial Corp | 60.72% |
Valley National Bancorp | 53.93% |
Zions Bancorp NA | 72.22% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -12.76 |
Beta (5Y) | 1.472 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 58.60% |
Historical Sharpe Ratio (5Y) | 0.0623 |
Historical Sortino (5Y) | 0.0833 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.84% |