Western Digital Corp (WDC)
65.22
-0.66
(-1.00%)
USD |
NASDAQ |
Nov 04, 16:00
65.26
+0.04
(+0.06%)
After-Hours: 20:00
Western Digital Max Drawdown (5Y): 70.53% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 70.53% |
September 30, 2024 | 70.53% |
August 31, 2024 | 70.53% |
July 31, 2024 | 70.53% |
June 30, 2024 | 70.53% |
May 31, 2024 | 70.53% |
April 30, 2024 | 70.53% |
March 31, 2024 | 70.53% |
February 29, 2024 | 70.53% |
January 31, 2024 | 70.53% |
December 31, 2023 | 70.53% |
November 30, 2023 | 70.53% |
October 31, 2023 | 70.53% |
September 30, 2023 | 70.53% |
August 31, 2023 | 70.53% |
July 31, 2023 | 70.53% |
June 30, 2023 | 70.53% |
May 31, 2023 | 70.53% |
April 30, 2023 | 70.53% |
March 31, 2023 | 70.53% |
February 28, 2023 | 70.53% |
January 31, 2023 | 70.53% |
December 31, 2022 | 70.53% |
November 30, 2022 | 70.53% |
October 31, 2022 | 70.53% |
Date | Value |
---|---|
September 30, 2022 | 70.53% |
August 31, 2022 | 70.53% |
July 31, 2022 | 70.53% |
June 30, 2022 | 70.53% |
May 31, 2022 | 70.53% |
April 30, 2022 | 70.53% |
March 31, 2022 | 70.53% |
February 28, 2022 | 70.53% |
January 31, 2022 | 70.53% |
December 31, 2021 | 70.53% |
November 30, 2021 | 70.53% |
October 31, 2021 | 70.53% |
September 30, 2021 | 70.53% |
August 31, 2021 | 70.53% |
July 31, 2021 | 70.53% |
June 30, 2021 | 70.53% |
May 31, 2021 | 70.53% |
April 30, 2021 | 70.53% |
March 31, 2021 | 70.53% |
February 28, 2021 | 70.53% |
January 31, 2021 | 70.53% |
December 31, 2020 | 70.53% |
November 30, 2020 | 70.53% |
October 31, 2020 | 70.53% |
September 30, 2020 | 70.53% |
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
67.70%
Minimum
Nov 2019
70.53%
Maximum
Mar 2020
70.34%
Average
70.53%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Pure Storage Inc | 69.43% |
Micron Technology Inc | 49.63% |
NetApp Inc | 58.08% |
Lam Research Corp | 56.39% |
NVIDIA Corp | 66.34% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -15.20 |
Beta (5Y) | 1.400 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 45.71% |
Historical Sharpe Ratio (5Y) | 0.0628 |
Historical Sortino (5Y) | 0.092 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.69% |