Woori Financial Group, Inc. (WF)
75.54
+0.33
(+0.44%)
USD |
NYSE |
Oct 05, 11:49
Woori Financial Group Max Drawdown (5Y) : 49.52% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 49.52% |
| August 31, 2026 | 49.52% |
| July 31, 2026 | 49.52% |
| June 30, 2026 | 49.52% |
| May 31, 2026 | 49.52% |
| April 30, 2026 | 49.52% |
| March 31, 2026 | 49.52% |
| February 28, 2026 | 49.52% |
| January 31, 2026 | 49.52% |
| December 31, 2025 | 49.52% |
| November 30, 2025 | 49.52% |
| October 31, 2025 | 49.52% |
| September 30, 2025 | 54.49% |
| August 31, 2025 | 56.48% |
| July 31, 2025 | 56.48% |
| June 30, 2025 | 56.48% |
| May 31, 2025 | 56.48% |
| April 30, 2025 | 60.12% |
| March 31, 2025 | 62.07% |
| February 28, 2025 | 67.22% |
| January 31, 2025 | 67.22% |
| December 31, 2024 | 67.22% |
| November 30, 2024 | 67.22% |
| October 31, 2024 | 67.22% |
| September 30, 2024 | 67.22% |
| Date | Value |
|---|---|
| August 31, 2024 | 67.22% |
| July 31, 2024 | 67.22% |
| June 30, 2024 | 67.22% |
| May 31, 2024 | 67.22% |
| April 30, 2024 | 67.22% |
| March 31, 2024 | 67.22% |
| February 29, 2024 | 67.22% |
| January 31, 2024 | 67.22% |
| December 31, 2023 | 67.22% |
| November 30, 2023 | 67.22% |
| October 31, 2023 | 67.22% |
| September 30, 2023 | 67.22% |
| August 31, 2023 | 67.22% |
| July 31, 2023 | 67.22% |
| June 30, 2023 | 67.22% |
| May 31, 2023 | 67.22% |
| April 30, 2023 | 67.22% |
| March 31, 2023 | 67.22% |
| February 28, 2023 | 67.22% |
| January 31, 2023 | 67.22% |
| December 31, 2022 | 67.22% |
| November 30, 2022 | 67.22% |
| October 31, 2022 | 67.22% |
| September 30, 2022 | 67.22% |
| August 31, 2022 | 67.22% |
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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
| KB Financial Group, Inc. | 42.91% |
| Shinhan Financial Group Co., Ltd. | 46.15% |
| Bank of America Corp. | 46.63% |
| JPMorgan Chase & Co. | 38.75% |
| Citigroup, Inc. | 47.80% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 14.34 |
| Beta (5Y) | 1.019 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.64% |
| Historical Sharpe Ratio (5Y) | 0.7516 |
| Historical Sortino (5Y) | 1.318 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.04% |