Wall Financial Corp (WFC.TO)
23.00
0.00 (0.00%)
CAD |
TSX |
Apr 22, 16:00
Wall Financial Max Drawdown (5Y): 70.67% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 70.67% |
| February 29, 2024 | 70.67% |
| January 31, 2024 | 70.67% |
| December 31, 2023 | 70.67% |
| November 30, 2023 | 70.67% |
| October 31, 2023 | 70.67% |
| September 30, 2023 | 70.67% |
| August 31, 2023 | 70.67% |
| July 31, 2023 | 70.67% |
| June 30, 2023 | 70.67% |
| May 31, 2023 | 70.67% |
| April 30, 2023 | 70.67% |
| March 31, 2023 | 70.67% |
| February 28, 2023 | 70.67% |
| January 31, 2023 | 70.67% |
| December 31, 2022 | 70.67% |
| November 30, 2022 | 70.67% |
| October 31, 2022 | 70.67% |
| September 30, 2022 | 70.67% |
| August 31, 2022 | 70.67% |
| July 31, 2022 | 70.67% |
| June 30, 2022 | 70.00% |
| May 31, 2022 | 66.72% |
| April 30, 2022 | 63.20% |
| March 31, 2022 | 63.20% |
| Date | Value |
|---|---|
| February 28, 2022 | 63.20% |
| January 31, 2022 | 62.96% |
| December 31, 2021 | 62.56% |
| November 30, 2021 | 61.04% |
| October 31, 2021 | 59.33% |
| September 30, 2021 | 59.33% |
| August 31, 2021 | 59.33% |
| July 31, 2021 | 59.33% |
| June 30, 2021 | 59.33% |
| May 31, 2021 | 59.33% |
| April 30, 2021 | 59.33% |
| March 31, 2021 | 59.33% |
| February 28, 2021 | 58.03% |
| January 31, 2021 | 58.03% |
| December 31, 2020 | 58.03% |
| November 30, 2020 | 58.03% |
| October 31, 2020 | 58.03% |
| September 30, 2020 | 54.93% |
| August 31, 2020 | 53.25% |
| July 31, 2020 | 50.67% |
| June 30, 2020 | 49.33% |
| May 31, 2020 | 49.33% |
| April 30, 2020 | 49.33% |
| March 31, 2020 | 49.33% |
| February 29, 2020 | 35.82% |
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
35.82%
Minimum
Aug 2019
70.67%
Maximum
Jul 2022
58.72%
Average
59.33%
Median
Mar 2021
Max Drawdown (5Y) Benchmarks
| Melcor Developments Ltd | 64.63% |
| Bridgemarq Real Estate Services Inc | 63.57% |
| Altus Group Ltd | 46.07% |
| Tricon Residential Inc | 55.29% |
| Madison Pacific Properties Inc | 29.59% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.672 |
| Beta (5Y) | 0.6506 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.41% |
| Historical Sharpe Ratio (5Y) | 0.0198 |
| Historical Sortino (5Y) | 0.0341 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.33% |