The Western Union Co (WU)

10.71 +0.01 (+0.09%) USD  |  NYSE  |  Dec 20, 16:00
10.77 +0.06 (+0.56%) Pre-Market: 20:00
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Western Union Max Drawdown (5Y): 57.76% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
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240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Visa Inc 36.36%
Mastercard Inc 41.00%
Hut 8 Corp 95.04%
Robinhood Markets Inc --
Bitcoin Depot Inc --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -25.26
Beta (5Y) 0.8585
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 26.05%
Historical Sharpe Ratio (5Y) -0.5296
Historical Sortino (5Y) -0.7778
Monthly Value at Risk (VaR) 5% (5Y Lookback) 13.14%