Woori Financial Group Inc (WF)

32.12 +0.29 (+0.91%) USD  |  NYSE  |  Dec 20, 16:00
More

Woori Financial Group Max Drawdown (5Y): 69.16% for Nov. 30, 2024

Max Drawdown (5Y) Chart

View Max Drawdown (5Y) for WF.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Max Drawdown (5Y) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Max Drawdown Definition

View Max Drawdown Definition
Start Trial

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.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

View Max Drawdown (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Max Drawdown (5Y) Benchmarks

View Max Drawdown (5Y) Benchmarks
Start Trial
KB Financial Group Inc 64.13%
Shinhan Financial Group Co Ltd 62.73%
Bar Harbor Bankshares Inc 54.34%
Evans Bancorp Inc 55.08%
The Marygold Companies Inc 83.67%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -6.476
Beta (5Y) 1.064
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 31.14%
Historical Sharpe Ratio (5Y) 0.2484
Historical Sortino (5Y) 0.3633
Monthly Value at Risk (VaR) 5% (5Y Lookback) 13.58%