Woori Financial Group Inc (WF)
35.75
-0.20
(-0.56%)
USD |
NYSE |
Nov 22, 11:19
Woori Financial Group Max Drawdown (5Y): 69.16% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 69.16% |
| September 30, 2024 | 69.16% |
| August 31, 2024 | 69.16% |
| July 31, 2024 | 69.16% |
| June 30, 2024 | 69.16% |
| May 31, 2024 | 69.16% |
| April 30, 2024 | 69.16% |
| March 31, 2024 | 69.16% |
| February 29, 2024 | 69.16% |
| January 31, 2024 | 69.16% |
| December 31, 2023 | 69.16% |
| November 30, 2023 | 69.16% |
| October 31, 2023 | 69.16% |
| September 30, 2023 | 69.16% |
| August 31, 2023 | 69.16% |
| July 31, 2023 | 69.16% |
| June 30, 2023 | 69.16% |
| May 31, 2023 | 69.16% |
| April 30, 2023 | 69.16% |
| March 31, 2023 | 69.16% |
| February 28, 2023 | 69.16% |
| January 31, 2023 | 69.16% |
| December 31, 2022 | 69.16% |
| November 30, 2022 | 69.16% |
| October 31, 2022 | 69.16% |
| Date | Value |
|---|---|
| September 30, 2022 | 69.16% |
| August 31, 2022 | 69.16% |
| July 31, 2022 | 69.16% |
| June 30, 2022 | 69.16% |
| May 31, 2022 | 69.16% |
| April 30, 2022 | 69.16% |
| March 31, 2022 | 69.16% |
| February 28, 2022 | 69.16% |
| January 31, 2022 | 69.16% |
| December 31, 2021 | 69.16% |
| November 30, 2021 | 69.16% |
| October 31, 2021 | 69.16% |
| September 30, 2021 | 69.16% |
| August 31, 2021 | 69.16% |
| July 31, 2021 | 69.16% |
| June 30, 2021 | 69.16% |
| May 31, 2021 | 69.16% |
| April 30, 2021 | 69.16% |
| March 31, 2021 | 69.16% |
| February 28, 2021 | 69.16% |
| January 31, 2021 | 69.16% |
| December 31, 2020 | 69.16% |
| November 30, 2020 | 69.16% |
| October 31, 2020 | 69.16% |
| September 30, 2020 | 69.16% |
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
59.90%
Minimum
Jan 2020
69.16%
Maximum
Mar 2020
68.55%
Average
69.16%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| 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) | -7.106 |
| Beta (5Y) | 1.059 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.31% |
| Historical Sharpe Ratio (5Y) | 0.2097 |
| Historical Sortino (5Y) | 0.307 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.61% |