Wells Fargo & Co (WFC)
63.70
-0.98
(-1.52%)
USD |
NYSE |
Nov 04, 16:00
63.57
-0.13
(-0.20%)
After-Hours: 20:00
Wells Fargo Max Drawdown (5Y): 64.47% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 64.47% |
| September 30, 2024 | 64.47% |
| August 31, 2024 | 64.47% |
| July 31, 2024 | 64.47% |
| June 30, 2024 | 64.47% |
| May 31, 2024 | 64.47% |
| April 30, 2024 | 64.47% |
| March 31, 2024 | 64.47% |
| February 29, 2024 | 64.47% |
| January 31, 2024 | 64.47% |
| December 31, 2023 | 64.47% |
| November 30, 2023 | 64.47% |
| October 31, 2023 | 64.47% |
| September 30, 2023 | 64.47% |
| August 31, 2023 | 64.47% |
| July 31, 2023 | 64.47% |
| June 30, 2023 | 64.47% |
| May 31, 2023 | 64.47% |
| April 30, 2023 | 64.47% |
| March 31, 2023 | 64.47% |
| February 28, 2023 | 64.47% |
| January 31, 2023 | 64.47% |
| December 31, 2022 | 64.47% |
| November 30, 2022 | 64.47% |
| October 31, 2022 | 64.47% |
| Date | Value |
|---|---|
| September 30, 2022 | 64.47% |
| August 31, 2022 | 64.47% |
| July 31, 2022 | 64.47% |
| June 30, 2022 | 64.47% |
| May 31, 2022 | 64.47% |
| April 30, 2022 | 64.47% |
| March 31, 2022 | 64.47% |
| February 28, 2022 | 64.47% |
| January 31, 2022 | 64.47% |
| December 31, 2021 | 64.47% |
| November 30, 2021 | 64.47% |
| October 31, 2021 | 64.47% |
| September 30, 2021 | 64.47% |
| August 31, 2021 | 64.47% |
| July 31, 2021 | 64.47% |
| June 30, 2021 | 64.47% |
| May 31, 2021 | 64.47% |
| April 30, 2021 | 64.47% |
| March 31, 2021 | 64.47% |
| February 28, 2021 | 64.47% |
| January 31, 2021 | 64.47% |
| December 31, 2020 | 64.47% |
| November 30, 2020 | 64.47% |
| October 31, 2020 | 64.47% |
| September 30, 2020 | 62.29% |
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
31.93%
Minimum
Nov 2019
64.47%
Maximum
Oct 2020
61.94%
Average
64.47%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
| Bank of America Corp | 48.93% |
| Bank of New York Mellon Corp | 50.50% |
| Citigroup Inc | 56.50% |
| JPMorgan Chase & Co | 43.62% |
| KeyCorp | 65.22% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -9.476 |
| Beta (5Y) | 1.139 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.74% |
| Historical Sharpe Ratio (5Y) | 0.1423 |
| Historical Sortino (5Y) | 0.1992 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.64% |