Woodlands Financial Services Co (WDFN)
18.00
+0.50
(+2.86%)
USD |
OTCM |
Jun 28, 16:00
Woodlands Financial Services Max Drawdown (5Y): 47.09% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 47.09% |
April 30, 2024 | 47.09% |
March 31, 2024 | 47.09% |
February 29, 2024 | 47.09% |
January 31, 2024 | 39.97% |
December 31, 2023 | 39.97% |
November 30, 2023 | 39.97% |
October 31, 2023 | 39.97% |
September 30, 2023 | 39.97% |
August 31, 2023 | 39.97% |
July 31, 2023 | 39.97% |
June 30, 2023 | 39.97% |
May 31, 2023 | 38.35% |
April 30, 2023 | 37.14% |
March 31, 2023 | 37.14% |
February 28, 2023 | 37.14% |
January 31, 2023 | 37.14% |
December 31, 2022 | 37.14% |
November 30, 2022 | 37.14% |
October 31, 2022 | 37.14% |
September 30, 2022 | 37.14% |
August 31, 2022 | 37.14% |
July 31, 2022 | 37.14% |
June 30, 2022 | 37.14% |
May 31, 2022 | 37.14% |
Date | Value |
---|---|
April 30, 2022 | 37.14% |
March 31, 2022 | 37.14% |
February 28, 2022 | 37.14% |
January 31, 2022 | 37.14% |
December 31, 2021 | 37.14% |
November 30, 2021 | 37.14% |
October 31, 2021 | 37.14% |
September 30, 2021 | 37.14% |
August 31, 2021 | 37.14% |
July 31, 2021 | 37.14% |
June 30, 2021 | 37.14% |
May 31, 2021 | 37.14% |
April 30, 2021 | 37.14% |
March 31, 2021 | 37.14% |
February 28, 2021 | 37.14% |
January 31, 2021 | 37.14% |
December 31, 2020 | 37.14% |
November 30, 2020 | 37.14% |
October 31, 2020 | 37.14% |
September 30, 2020 | 37.14% |
August 31, 2020 | 37.14% |
July 31, 2020 | 37.14% |
June 30, 2020 | 37.14% |
May 31, 2020 | 37.14% |
April 30, 2020 | 37.14% |
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
27.15%
Minimum
Jun 2019
47.09%
Maximum
Feb 2024
36.70%
Average
37.14%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Bar Harbor Bankshares Inc | 54.34% |
Evans Bancorp Inc | 55.08% |
Park National Corp | 40.25% |
Tompkins Financial Corp | 47.80% |
Blue Ridge Bankshares Inc | 88.27% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -12.18 |
Beta (5Y) | 0.4359 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.91% |
Historical Sharpe Ratio (5Y) | -0.2223 |
Historical Sortino (5Y) | -0.2838 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.45% |