WNS (Holdings) Ltd (WNS)
47.72
+0.27
(+0.57%)
USD |
NYSE |
Nov 04, 16:00
47.77
+0.05
(+0.10%)
Pre-Market: 20:00
WNS Max Drawdown (5Y): 56.89% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 56.89% |
| September 30, 2024 | 56.89% |
| August 31, 2024 | 56.89% |
| July 31, 2024 | 56.89% |
| June 30, 2024 | 56.89% |
| May 31, 2024 | 56.89% |
| April 30, 2024 | 56.89% |
| March 31, 2024 | 54.03% |
| February 29, 2024 | 54.03% |
| January 31, 2024 | 54.03% |
| December 31, 2023 | 54.03% |
| November 30, 2023 | 54.03% |
| October 31, 2023 | 54.03% |
| September 30, 2023 | 54.03% |
| August 31, 2023 | 54.03% |
| July 31, 2023 | 54.03% |
| June 30, 2023 | 54.03% |
| May 31, 2023 | 54.03% |
| April 30, 2023 | 54.03% |
| March 31, 2023 | 54.03% |
| February 28, 2023 | 54.03% |
| January 31, 2023 | 54.03% |
| December 31, 2022 | 54.03% |
| November 30, 2022 | 54.03% |
| October 31, 2022 | 54.03% |
| Date | Value |
|---|---|
| September 30, 2022 | 54.03% |
| August 31, 2022 | 54.03% |
| July 31, 2022 | 54.03% |
| June 30, 2022 | 54.03% |
| May 31, 2022 | 54.03% |
| April 30, 2022 | 54.03% |
| March 31, 2022 | 54.03% |
| February 28, 2022 | 54.03% |
| January 31, 2022 | 54.03% |
| December 31, 2021 | 54.03% |
| November 30, 2021 | 54.03% |
| October 31, 2021 | 54.03% |
| September 30, 2021 | 54.03% |
| August 31, 2021 | 54.03% |
| July 31, 2021 | 54.03% |
| June 30, 2021 | 54.03% |
| May 31, 2021 | 54.03% |
| April 30, 2021 | 54.03% |
| March 31, 2021 | 54.03% |
| February 28, 2021 | 54.03% |
| January 31, 2021 | 54.03% |
| December 31, 2020 | 54.03% |
| November 30, 2020 | 54.03% |
| October 31, 2020 | 54.03% |
| September 30, 2020 | 54.03% |
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
26.96%
Minimum
Nov 2019
56.89%
Maximum
Apr 2024
52.56%
Average
54.03%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Infosys Ltd | 42.32% |
| Wipro Ltd | 55.94% |
| Castellum Inc | 99.58% |
| BM Technologies Inc | 91.84% |
| Marti Technologies Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -21.83 |
| Beta (5Y) | 1.125 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.90% |
| Historical Sharpe Ratio (5Y) | -0.2094 |
| Historical Sortino (5Y) | -0.2559 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.17% |