WEX Inc (WEX)
185.38
+3.65
(+2.01%)
USD |
NYSE |
Nov 22, 16:00
187.09
+1.71
(+0.92%)
Pre-Market: 06:58
WEX Max Drawdown (5Y): 64.60% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 64.60% |
| September 30, 2024 | 64.60% |
| August 31, 2024 | 64.60% |
| July 31, 2024 | 64.60% |
| June 30, 2024 | 64.60% |
| May 31, 2024 | 64.60% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
64.60%
Maximum
Mar 2020
63.69%
Average
64.60%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Palo Alto Networks Inc | 47.98% |
| ePlus Inc | 56.46% |
| Upland Software Inc | 96.36% |
| Altair Engineering Inc | -- |
| Red Violet Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -24.47 |
| Beta (5Y) | 1.572 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 43.63% |
| Historical Sharpe Ratio (5Y) | -0.0958 |
| Historical Sortino (5Y) | -0.1244 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.26% |