WEX Inc (WEX)
211.30
+0.53
(+0.25%)
USD |
NYSE |
May 03, 16:00
211.23
-0.07
(-0.03%)
After-Hours: 20:00
WEX Max Drawdown (5Y): 64.60% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 64.60% |
March 31, 2024 | 64.60% |
February 29, 2024 | 64.60% |
January 31, 2024 | 64.60% |
December 31, 2023 | 64.60% |
November 30, 2023 | 64.60% |
October 31, 2023 | 64.60% |
September 30, 2023 | 64.60% |
August 31, 2023 | 64.60% |
July 31, 2023 | 64.60% |
June 30, 2023 | 64.60% |
May 31, 2023 | 64.60% |
April 30, 2023 | 64.60% |
March 31, 2023 | 64.60% |
February 28, 2023 | 64.60% |
January 31, 2023 | 64.60% |
December 31, 2022 | 64.60% |
November 30, 2022 | 64.60% |
October 31, 2022 | 64.60% |
September 30, 2022 | 64.60% |
August 31, 2022 | 64.60% |
July 31, 2022 | 64.60% |
June 30, 2022 | 64.60% |
May 31, 2022 | 64.60% |
April 30, 2022 | 64.60% |
Date | Value |
---|---|
March 31, 2022 | 64.60% |
February 28, 2022 | 64.60% |
January 31, 2022 | 64.60% |
December 31, 2021 | 64.60% |
November 30, 2021 | 64.60% |
October 31, 2021 | 64.60% |
September 30, 2021 | 64.60% |
August 31, 2021 | 64.60% |
July 31, 2021 | 64.60% |
June 30, 2021 | 64.60% |
May 31, 2021 | 64.60% |
April 30, 2021 | 64.60% |
March 31, 2021 | 64.60% |
February 28, 2021 | 64.60% |
January 31, 2021 | 64.60% |
December 31, 2020 | 64.60% |
November 30, 2020 | 64.60% |
October 31, 2020 | 64.60% |
September 30, 2020 | 64.60% |
August 31, 2020 | 64.60% |
July 31, 2020 | 64.60% |
June 30, 2020 | 64.60% |
May 31, 2020 | 64.60% |
April 30, 2020 | 64.60% |
March 31, 2020 | 64.60% |
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
50.98%
Minimum
May 2019
64.60%
Maximum
Mar 2020
62.33%
Average
64.60%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
ePlus Inc | 56.46% |
DecisionPoint Systems Inc | 99.70% |
Upland Software Inc | 95.84% |
Red Violet Inc | 76.08% |
Strong Global Entertainment Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -19.74 |
Beta (5Y) | 1.596 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 42.38% |
Historical Sharpe Ratio (5Y) | -0.0462 |
Historical Sortino (5Y) | -0.0575 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.65% |