WNS (Holdings) Ltd (WNS)
47.90
+0.05
(+0.10%)
USD |
NYSE |
Apr 22, 16:00
47.95
+0.05
(+0.10%)
Pre-Market: 20:00
WNS Max Drawdown (5Y): 54.03% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 54.03% |
July 31, 2020 | 54.03% |
June 30, 2020 | 54.03% |
May 31, 2020 | 54.03% |
April 30, 2020 | 54.03% |
March 31, 2020 | 54.03% |
February 29, 2020 | 26.96% |
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
Apr 2019
54.03%
Maximum
Mar 2020
49.07%
Average
54.03%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Wipro Ltd | 55.94% |
AMTD Digital Inc | -- |
Castellum Inc | 99.97% |
BM Technologies Inc | -- |
Marti Technologies Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -16.58 |
Beta (5Y) | 1.037 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.97% |
Historical Sharpe Ratio (5Y) | -0.0924 |
Historical Sortino (5Y) | -0.1065 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.01% |