Wipro Ltd (WIT)
6.805
-0.08
(-1.09%)
USD |
NYSE |
Nov 21, 16:00
6.805
0.00 (0.00%)
After-Hours: 16:19
Wipro Max Drawdown (5Y): 55.94% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 55.94% |
| September 30, 2024 | 55.94% |
| August 31, 2024 | 55.94% |
| July 31, 2024 | 55.94% |
| June 30, 2024 | 55.94% |
| May 31, 2024 | 55.94% |
| April 30, 2024 | 55.94% |
| March 31, 2024 | 55.94% |
| February 29, 2024 | 55.94% |
| January 31, 2024 | 55.94% |
| December 31, 2023 | 55.94% |
| November 30, 2023 | 55.94% |
| October 31, 2023 | 55.94% |
| September 30, 2023 | 55.94% |
| August 31, 2023 | 55.94% |
| July 31, 2023 | 55.94% |
| June 30, 2023 | 55.94% |
| May 31, 2023 | 55.94% |
| April 30, 2023 | 55.94% |
| March 31, 2023 | 55.74% |
| February 28, 2023 | 54.93% |
| January 31, 2023 | 54.93% |
| December 31, 2022 | 54.93% |
| November 30, 2022 | 54.93% |
| October 31, 2022 | 54.93% |
| Date | Value |
|---|---|
| September 30, 2022 | 52.19% |
| August 31, 2022 | 49.55% |
| July 31, 2022 | 49.55% |
| June 30, 2022 | 49.48% |
| May 31, 2022 | 49.48% |
| April 30, 2022 | 49.48% |
| March 31, 2022 | 49.48% |
| February 28, 2022 | 49.48% |
| January 31, 2022 | 49.48% |
| December 31, 2021 | 49.48% |
| November 30, 2021 | 49.48% |
| October 31, 2021 | 49.48% |
| September 30, 2021 | 49.48% |
| August 31, 2021 | 49.48% |
| July 31, 2021 | 49.48% |
| June 30, 2021 | 49.48% |
| May 31, 2021 | 49.48% |
| April 30, 2021 | 49.48% |
| March 31, 2021 | 49.48% |
| February 28, 2021 | 49.48% |
| January 31, 2021 | 49.48% |
| December 31, 2020 | 49.48% |
| November 30, 2020 | 49.48% |
| October 31, 2020 | 49.48% |
| September 30, 2020 | 49.48% |
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
34.91%
Minimum
Nov 2019
55.94%
Maximum
Apr 2023
51.16%
Average
49.48%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Infosys Ltd | 42.32% |
| WNS (Holdings) Ltd | 56.89% |
| Aurora Mobile Ltd | -- |
| JinkoSolar Holding Co Ltd | 77.83% |
| Canaan Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.216 |
| Beta (5Y) | 0.8940 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.49% |
| Historical Sharpe Ratio (5Y) | 0.2643 |
| Historical Sortino (5Y) | 0.4247 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.10% |