Walker & Dunlop Inc (WD)
94.04
+0.09
(+0.10%)
USD |
NYSE |
Apr 24, 16:00
93.88
-0.16
(-0.17%)
After-Hours: 20:00
Walker & Dunlop Max Drawdown (5Y): 68.49% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| August 31, 2020 | 68.49% |
| July 31, 2020 | 68.49% |
| June 30, 2020 | 68.49% |
| May 31, 2020 | 68.49% |
| April 30, 2020 | 68.49% |
| March 31, 2020 | 56.05% |
| February 29, 2020 | 38.77% |
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
Jul 2019
68.49%
Maximum
Apr 2020
62.95%
Average
68.49%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| Mr. Cooper Group Inc | 84.40% |
| Rocket Companies Inc | -- |
| UWM Holdings Corp | -- |
| Ocwen Financial Corp | 97.33% |
| Velocity Financial Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.485 |
| Beta (5Y) | 1.530 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 47.51% |
| Historical Sharpe Ratio (5Y) | 0.3259 |
| Historical Sortino (5Y) | 0.4942 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.72% |