Wintrust Financial Corp (WTFC)
113.73
+0.40
(+0.35%)
USD |
NASDAQ |
Nov 05, 09:44
Wintrust Financial Max Drawdown (5Y): 74.50% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 74.50% |
September 30, 2024 | 74.50% |
August 31, 2024 | 74.50% |
July 31, 2024 | 74.50% |
June 30, 2024 | 74.50% |
May 31, 2024 | 74.50% |
April 30, 2024 | 74.50% |
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% |
Date | Value |
---|---|
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% |
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% |
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
37.28%
Minimum
Nov 2019
74.50%
Maximum
Mar 2020
72.13%
Average
74.50%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Commerce Bancshares Inc | 38.21% |
Peoples Bancorp Inc (Marietta OH) | 48.97% |
Bar Harbor Bankshares Inc | 54.34% |
Evans Bancorp Inc | 55.08% |
Park National Corp | 40.25% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.457 |
Beta (5Y) | 1.153 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.29% |
Historical Sharpe Ratio (5Y) | 0.3162 |
Historical Sortino (5Y) | 0.396 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.75% |