Western Digital Corp (WDC)
65.82
+1.98
(+3.10%)
USD |
NASDAQ |
Nov 21, 15:53
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% |
| Super Micro Computer Inc | 75.50% |
| Lam Research Corp | 56.39% |
| NetApp Inc | 58.08% |
| Quantum Corp | 98.67% |
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% |