William Penn Bancorporation (WMPN)
13.02
+0.08
(+0.62%)
USD |
NASDAQ |
Nov 21, 16:00
15.00
+1.98
(+15.21%)
Pre-Market: 08:42
William Penn Bancorporation Max Drawdown (5Y): 78.45% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 78.45% |
September 30, 2024 | 78.45% |
August 31, 2024 | 78.45% |
July 31, 2024 | 78.45% |
June 30, 2024 | 78.45% |
May 31, 2024 | 78.45% |
April 30, 2024 | 78.45% |
March 31, 2024 | 78.45% |
February 29, 2024 | 78.45% |
January 31, 2024 | 78.45% |
December 31, 2023 | 78.45% |
November 30, 2023 | 78.45% |
October 31, 2023 | 78.45% |
September 30, 2023 | 78.45% |
August 31, 2023 | 78.45% |
July 31, 2023 | 78.45% |
June 30, 2023 | 78.45% |
May 31, 2023 | 78.45% |
April 30, 2023 | 75.32% |
March 31, 2023 | 74.94% |
February 28, 2023 | 74.25% |
January 31, 2023 | 74.25% |
December 31, 2022 | 74.25% |
November 30, 2022 | 74.25% |
October 31, 2022 | 74.25% |
Date | Value |
---|---|
September 30, 2022 | 74.25% |
August 31, 2022 | 74.25% |
July 31, 2022 | 74.25% |
June 30, 2022 | 74.25% |
May 31, 2022 | 74.25% |
April 30, 2022 | 74.25% |
March 31, 2022 | 74.25% |
February 28, 2022 | 74.25% |
January 31, 2022 | 74.25% |
December 31, 2021 | 74.25% |
November 30, 2021 | 74.25% |
October 31, 2021 | 74.25% |
September 30, 2021 | 74.25% |
August 31, 2021 | 74.25% |
July 31, 2021 | 74.25% |
June 30, 2021 | 74.25% |
May 31, 2021 | 74.02% |
April 30, 2021 | 73.79% |
March 31, 2021 | 73.76% |
February 28, 2021 | 54.55% |
January 31, 2021 | 54.55% |
December 31, 2020 | 54.55% |
November 30, 2020 | 54.55% |
October 31, 2020 | 54.55% |
September 30, 2020 | 54.55% |
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
24.34%
Minimum
Nov 2019
78.45%
Maximum
May 2023
68.25%
Average
74.25%
Median
Jun 2021
Max Drawdown (5Y) Benchmarks
Mid Penn Bancorp Inc | 56.28% |
Pathward Financial Inc | 64.89% |
Brookline Bancorp Inc | 54.48% |
Broadway Financial Corp | 86.13% |
Carver Bancorp Inc | 95.43% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -23.57 |
Beta (5Y) | 0.3335 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 40.92% |
Historical Sharpe Ratio (5Y) | -0.4708 |
Historical Sortino (5Y) | -0.3979 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.66% |