Webster Financial Corp (WBS)
50.78
+0.54
(+1.07%)
USD |
NYSE |
Nov 05, 09:53
Webster Financial Max Drawdown (5Y): 71.99% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 71.99% |
| September 30, 2024 | 71.99% |
| August 31, 2024 | 71.99% |
| July 31, 2024 | 71.99% |
| June 30, 2024 | 71.99% |
| May 31, 2024 | 71.99% |
| April 30, 2024 | 71.99% |
| March 31, 2024 | 71.99% |
| February 29, 2024 | 71.99% |
| January 31, 2024 | 71.99% |
| December 31, 2023 | 71.99% |
| November 30, 2023 | 71.99% |
| October 31, 2023 | 71.99% |
| September 30, 2023 | 71.99% |
| August 31, 2023 | 71.99% |
| July 31, 2023 | 71.99% |
| June 30, 2023 | 71.99% |
| May 31, 2023 | 71.99% |
| April 30, 2023 | 71.99% |
| March 31, 2023 | 71.99% |
| February 28, 2023 | 71.99% |
| January 31, 2023 | 71.99% |
| December 31, 2022 | 71.99% |
| November 30, 2022 | 71.99% |
| October 31, 2022 | 71.99% |
| Date | Value |
|---|---|
| September 30, 2022 | 71.99% |
| August 31, 2022 | 71.99% |
| July 31, 2022 | 71.99% |
| June 30, 2022 | 71.99% |
| May 31, 2022 | 71.99% |
| April 30, 2022 | 71.99% |
| March 31, 2022 | 71.99% |
| February 28, 2022 | 71.99% |
| January 31, 2022 | 71.99% |
| December 31, 2021 | 71.99% |
| November 30, 2021 | 71.99% |
| October 31, 2021 | 71.99% |
| September 30, 2021 | 71.99% |
| August 31, 2021 | 71.99% |
| July 31, 2021 | 71.99% |
| June 30, 2021 | 71.99% |
| May 31, 2021 | 71.99% |
| April 30, 2021 | 71.99% |
| March 31, 2021 | 71.99% |
| February 28, 2021 | 71.99% |
| January 31, 2021 | 71.99% |
| December 31, 2020 | 71.99% |
| November 30, 2020 | 71.99% |
| October 31, 2020 | 71.99% |
| September 30, 2020 | 71.99% |
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
36.57%
Minimum
Nov 2019
71.99%
Maximum
Mar 2020
69.72%
Average
71.99%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Truist Financial Corp | 59.10% |
| PNC Financial Services Group Inc | 49.58% |
| Valley National Bancorp | 53.93% |
| Commerce Bancshares Inc | 38.21% |
| East West Bancorp Inc | 67.67% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -11.61 |
| Beta (5Y) | 1.268 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 46.22% |
| Historical Sharpe Ratio (5Y) | 0.103 |
| Historical Sortino (5Y) | 0.1477 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.42% |