Wintrust Financial Corp (WTFC)
100.11
+0.81
(+0.82%)
USD |
NASDAQ |
Apr 23, 10:54
Wintrust Financial Max Drawdown (5Y): 74.50% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 74.50% |
February 29, 2024 | 74.50% |
January 31, 2024 | 74.50% |
December 31, 2023 | 74.50% |
November 30, 2023 | 74.50% |
October 31, 2023 | 74.50% |
September 30, 2023 | 74.50% |
August 31, 2023 | 74.50% |
July 31, 2023 | 74.50% |
June 30, 2023 | 74.50% |
May 31, 2023 | 74.50% |
April 30, 2023 | 74.50% |
March 31, 2023 | 74.50% |
February 28, 2023 | 74.50% |
January 31, 2023 | 74.50% |
December 31, 2022 | 74.50% |
November 30, 2022 | 74.50% |
October 31, 2022 | 74.50% |
September 30, 2022 | 74.50% |
August 31, 2022 | 74.50% |
July 31, 2022 | 74.50% |
June 30, 2022 | 74.50% |
May 31, 2022 | 74.50% |
April 30, 2022 | 74.50% |
March 31, 2022 | 74.50% |
Date | Value |
---|---|
February 28, 2022 | 74.50% |
January 31, 2022 | 74.50% |
December 31, 2021 | 74.50% |
November 30, 2021 | 74.50% |
October 31, 2021 | 74.50% |
September 30, 2021 | 74.50% |
August 31, 2021 | 74.50% |
July 31, 2021 | 74.50% |
June 30, 2021 | 74.50% |
May 31, 2021 | 74.50% |
April 30, 2021 | 74.50% |
March 31, 2021 | 74.50% |
February 28, 2021 | 74.50% |
January 31, 2021 | 74.50% |
December 31, 2020 | 74.50% |
November 30, 2020 | 74.50% |
October 31, 2020 | 74.50% |
September 30, 2020 | 74.50% |
August 31, 2020 | 74.50% |
July 31, 2020 | 74.50% |
June 30, 2020 | 74.50% |
May 31, 2020 | 74.50% |
April 30, 2020 | 74.50% |
March 31, 2020 | 74.50% |
February 29, 2020 | 43.98% |
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
35.26%
Minimum
Apr 2019
74.50%
Maximum
Mar 2020
67.65%
Average
74.50%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Macatawa Bank Corp | 47.78% |
Western Alliance Bancorp | 84.79% |
Huntington Bancshares Inc | 55.00% |
Bank OZK | 70.41% |
Webster Financial Corp | 71.99% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -6.691 |
Beta (5Y) | 1.216 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.26% |
Historical Sharpe Ratio (5Y) | 0.2338 |
Historical Sortino (5Y) | 0.296 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.16% |