Walker & Dunlop Inc (WD)
106.81
+1.09
(+1.03%)
USD |
NYSE |
Nov 21, 16:00
107.00
+0.18
(+0.17%)
Pre-Market: 20:00
Walker & Dunlop Max Drawdown (5Y): 68.49% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 68.49% |
September 30, 2024 | 68.49% |
August 31, 2024 | 68.49% |
July 31, 2024 | 68.49% |
June 30, 2024 | 68.49% |
May 31, 2024 | 68.49% |
April 30, 2024 | 68.49% |
March 31, 2024 | 68.49% |
February 29, 2024 | 68.49% |
January 31, 2024 | 68.49% |
December 31, 2023 | 68.49% |
November 30, 2023 | 68.49% |
October 31, 2023 | 68.49% |
September 30, 2023 | 68.49% |
August 31, 2023 | 68.49% |
July 31, 2023 | 68.49% |
June 30, 2023 | 68.49% |
May 31, 2023 | 68.49% |
April 30, 2023 | 68.49% |
March 31, 2023 | 68.49% |
February 28, 2023 | 68.49% |
January 31, 2023 | 68.49% |
December 31, 2022 | 68.49% |
November 30, 2022 | 68.49% |
October 31, 2022 | 68.49% |
Date | Value |
---|---|
September 30, 2022 | 68.49% |
August 31, 2022 | 68.49% |
July 31, 2022 | 68.49% |
June 30, 2022 | 68.49% |
May 31, 2022 | 68.49% |
April 30, 2022 | 68.49% |
March 31, 2022 | 68.49% |
February 28, 2022 | 68.49% |
January 31, 2022 | 68.49% |
December 31, 2021 | 68.49% |
November 30, 2021 | 68.49% |
October 31, 2021 | 68.49% |
September 30, 2021 | 68.49% |
August 31, 2021 | 68.49% |
July 31, 2021 | 68.49% |
June 30, 2021 | 68.49% |
May 31, 2021 | 68.49% |
April 30, 2021 | 68.49% |
March 31, 2021 | 68.49% |
February 28, 2021 | 68.49% |
January 31, 2021 | 68.49% |
December 31, 2020 | 68.49% |
November 30, 2020 | 68.49% |
October 31, 2020 | 68.49% |
September 30, 2020 | 68.49% |
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
38.77%
Minimum
Nov 2019
68.49%
Maximum
Apr 2020
66.30%
Average
68.49%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -7.940 |
Beta (5Y) | 1.549 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 47.46% |
Historical Sharpe Ratio (5Y) | 0.254 |
Historical Sortino (5Y) | 0.3853 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.72% |