Wells Fargo & Co (WFC)
61.10
+0.75
(+1.24%)
USD |
NYSE |
Apr 22, 16:00
61.03
-0.07
(-0.11%)
Pre-Market: 08:26
Wells Fargo Max Drawdown (5Y): 64.47% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| August 31, 2020 | 62.29% |
| July 31, 2020 | 62.29% |
| June 30, 2020 | 62.29% |
| May 31, 2020 | 62.29% |
| April 30, 2020 | 58.57% |
| March 31, 2020 | 58.57% |
| February 29, 2020 | 32.98% |
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
Apr 2019
64.47%
Maximum
Oct 2020
58.14%
Average
64.47%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
| Bank of America Corp | 48.93% |
| Citigroup Inc | 56.50% |
| JPMorgan Chase & Co | 43.62% |
| PNC Financial Services Group Inc | 49.58% |
| U.S. Bancorp | 52.12% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -10.88 |
| Beta (5Y) | 1.197 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.17% |
| Historical Sharpe Ratio (5Y) | 0.1311 |
| Historical Sortino (5Y) | 0.1778 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.64% |