Wesfarmers Ltd (WFAFF)
43.14
0.00 (0.00%)
USD |
OTCM |
May 03, 16:00
Wesfarmers Max Drawdown (5Y): 37.55% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 37.55% |
| March 31, 2024 | 37.55% |
| February 29, 2024 | 37.55% |
| January 31, 2024 | 37.55% |
| December 31, 2023 | 37.55% |
| November 30, 2023 | 37.55% |
| October 31, 2023 | 37.55% |
| September 30, 2023 | 37.55% |
| August 31, 2023 | 37.55% |
| July 31, 2023 | 37.55% |
| June 30, 2023 | 37.55% |
| May 31, 2023 | 37.55% |
| April 30, 2023 | 37.55% |
| March 31, 2023 | 37.55% |
| February 28, 2023 | 37.55% |
| January 31, 2023 | 37.55% |
| December 31, 2022 | 37.55% |
| November 30, 2022 | 37.55% |
| October 31, 2022 | 37.55% |
| September 30, 2022 | 36.64% |
| August 31, 2022 | 36.46% |
| July 31, 2022 | 36.46% |
| June 30, 2022 | 32.86% |
| May 31, 2022 | 28.92% |
| April 30, 2022 | 28.92% |
| Date | Value |
|---|---|
| March 31, 2022 | 28.92% |
| February 28, 2022 | 28.92% |
| January 31, 2022 | 28.92% |
| December 31, 2021 | 28.92% |
| November 30, 2021 | 28.92% |
| October 31, 2021 | 28.92% |
| September 30, 2021 | 28.92% |
| August 31, 2021 | 28.92% |
| July 31, 2021 | 28.92% |
| June 30, 2021 | 28.92% |
| May 31, 2021 | 28.92% |
| April 30, 2021 | 28.92% |
| March 31, 2021 | 28.92% |
| February 28, 2021 | 28.92% |
| January 31, 2021 | 28.92% |
| December 31, 2020 | 28.92% |
| November 30, 2020 | 28.92% |
| October 31, 2020 | 28.92% |
| September 30, 2020 | 30.80% |
| August 31, 2020 | 31.64% |
| July 31, 2020 | 31.64% |
| June 30, 2020 | 31.64% |
| May 31, 2020 | 31.64% |
| April 30, 2020 | 31.64% |
| March 31, 2020 | 31.64% |
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
28.92%
Minimum
Oct 2020
37.55%
Maximum
Oct 2022
32.86%
Average
31.64%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| Tabcorp Holdings Ltd (DELISTED) | -- |
| GWA Group Ltd | 50.66% |
| Fitell Corp | -- |
| Alta Global Group Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 6.270 |
| Beta (5Y) | 0.6282 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.35% |
| Historical Sharpe Ratio (5Y) | 0.4852 |
| Historical Sortino (5Y) | 0.6774 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.86% |