The Western Union Co (WU)
10.87
+0.15
(+1.40%)
USD |
NYSE |
Nov 21, 16:00
10.87
0.00 (0.00%)
After-Hours: 17:33
Western Union Max Drawdown (5Y): 57.76% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 57.76% |
September 30, 2024 | 57.76% |
August 31, 2024 | 57.76% |
July 31, 2024 | 57.76% |
June 30, 2024 | 57.76% |
May 31, 2024 | 57.76% |
April 30, 2024 | 57.76% |
March 31, 2024 | 57.76% |
February 29, 2024 | 57.76% |
January 31, 2024 | 57.76% |
December 31, 2023 | 57.76% |
November 30, 2023 | 57.76% |
October 31, 2023 | 57.76% |
September 30, 2023 | 57.76% |
August 31, 2023 | 57.76% |
July 31, 2023 | 57.76% |
June 30, 2023 | 57.76% |
May 31, 2023 | 57.76% |
April 30, 2023 | 57.76% |
March 31, 2023 | 57.76% |
February 28, 2023 | 50.11% |
January 31, 2023 | 50.11% |
December 31, 2022 | 50.11% |
November 30, 2022 | 50.11% |
October 31, 2022 | 46.05% |
Date | Value |
---|---|
September 30, 2022 | 46.01% |
August 31, 2022 | 41.50% |
July 31, 2022 | 40.01% |
June 30, 2022 | 40.01% |
May 31, 2022 | 40.01% |
April 30, 2022 | 40.01% |
March 31, 2022 | 40.01% |
February 28, 2022 | 40.01% |
January 31, 2022 | 40.01% |
December 31, 2021 | 40.01% |
November 30, 2021 | 40.01% |
October 31, 2021 | 37.14% |
September 30, 2021 | 37.14% |
August 31, 2021 | 37.14% |
July 31, 2021 | 37.14% |
June 30, 2021 | 37.14% |
May 31, 2021 | 37.14% |
April 30, 2021 | 37.14% |
March 31, 2021 | 37.14% |
February 28, 2021 | 37.14% |
January 31, 2021 | 37.14% |
December 31, 2020 | 37.14% |
November 30, 2020 | 37.14% |
October 31, 2020 | 37.14% |
September 30, 2020 | 37.14% |
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
25.34%
Minimum
Nov 2019
57.76%
Maximum
Mar 2023
44.86%
Average
40.01%
Median
Nov 2021
Max Drawdown (5Y) Benchmarks
Visa Inc | 36.36% |
Mastercard Inc | 41.00% |
Hut 8 Corp | -- |
Robinhood Markets Inc | -- |
Bitcoin Depot Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -24.13 |
Beta (5Y) | 0.8695 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.87% |
Historical Sharpe Ratio (5Y) | -0.4991 |
Historical Sortino (5Y) | -0.7229 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.14% |