Webster Financial Corp (WBS)

54.99 +0.86 (+1.59%) USD  |  NYSE  |  Dec 20, 16:00
54.97 -0.02 (-0.04%) After-Hours: 20:00
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Webster Financial Max Drawdown (5Y): 71.99% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Commerce Bancshares Inc 38.21%
Huntington Bancshares Inc 55.00%
Ohio Valley Banc Corporation 62.72%
Texas Capital Bancshares Inc 81.15%
Virginia National Bankshares Corp 50.34%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -10.92
Beta (5Y) 1.295
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 47.01%
Historical Sharpe Ratio (5Y) 0.1356
Historical Sortino (5Y) 0.1964
Monthly Value at Risk (VaR) 5% (5Y Lookback) 16.42%