Wall Financial Corp (WFC.TO)
18.01
-0.49
(-2.65%)
CAD |
TSX |
Nov 21, 16:00
Wall Financial Max Drawdown (5Y): 70.67% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 70.67% |
| August 31, 2024 | 70.67% |
| July 31, 2024 | 70.67% |
| June 30, 2024 | 70.67% |
| May 31, 2024 | 70.67% |
| April 30, 2024 | 70.67% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
70.67%
Maximum
Jul 2022
62.46%
Average
63.20%
Median
Feb 2022
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.569 |
| Beta (5Y) | 0.6017 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.57% |
| Historical Sharpe Ratio (5Y) | -0.0865 |
| Historical Sortino (5Y) | -0.148 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.87% |