WSFS Financial Corp (WSFS)
45.81
-0.47
(-1.02%)
USD |
NASDAQ |
May 07, 16:00
45.81
0.00 (0.00%)
After-Hours: 20:00
WSFS Financial Max Drawdown (5Y): 65.49% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 65.49% |
March 31, 2024 | 65.49% |
February 29, 2024 | 65.49% |
January 31, 2024 | 65.49% |
December 31, 2023 | 65.49% |
November 30, 2023 | 65.49% |
October 31, 2023 | 65.49% |
September 30, 2023 | 65.49% |
August 31, 2023 | 65.49% |
July 31, 2023 | 65.49% |
June 30, 2023 | 65.49% |
May 31, 2023 | 65.49% |
April 30, 2023 | 65.49% |
March 31, 2023 | 65.49% |
February 28, 2023 | 65.49% |
January 31, 2023 | 65.49% |
December 31, 2022 | 65.49% |
November 30, 2022 | 65.49% |
October 31, 2022 | 65.49% |
September 30, 2022 | 65.49% |
August 31, 2022 | 65.49% |
July 31, 2022 | 65.49% |
June 30, 2022 | 65.49% |
May 31, 2022 | 65.49% |
April 30, 2022 | 65.49% |
Date | Value |
---|---|
March 31, 2022 | 65.49% |
February 28, 2022 | 65.49% |
January 31, 2022 | 65.49% |
December 31, 2021 | 65.49% |
November 30, 2021 | 65.49% |
October 31, 2021 | 65.49% |
September 30, 2021 | 65.49% |
August 31, 2021 | 65.49% |
July 31, 2021 | 65.49% |
June 30, 2021 | 65.49% |
May 31, 2021 | 65.49% |
April 30, 2021 | 65.49% |
March 31, 2021 | 65.49% |
February 28, 2021 | 65.49% |
January 31, 2021 | 65.49% |
December 31, 2020 | 65.49% |
November 30, 2020 | 65.49% |
October 31, 2020 | 65.49% |
September 30, 2020 | 65.49% |
August 31, 2020 | 65.49% |
July 31, 2020 | 65.49% |
June 30, 2020 | 65.49% |
May 31, 2020 | 65.49% |
April 30, 2020 | 65.49% |
March 31, 2020 | 65.49% |
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
36.45%
Minimum
May 2019
65.49%
Maximum
Mar 2020
60.70%
Average
65.49%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Provident Financial Services Inc | 64.08% |
Riverview Bancorp Inc | 59.36% |
Bar Harbor Bankshares Inc | 54.34% |
Evans Bancorp Inc | 55.08% |
Park National Corp | 40.25% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -12.27 |
Beta (5Y) | 1.016 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.59% |
Historical Sharpe Ratio (5Y) | -0.0237 |
Historical Sortino (5Y) | -0.0342 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.30% |