The Western Union Co (WU)
10.89
+0.15
(+1.40%)
USD |
NYSE |
Nov 04, 16:00
10.94
+0.05
(+0.46%)
Pre-Market: 09:01
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% |
| PayPal Holdings Inc | 83.67% |
| Hut 8 Corp | 95.04% |
| Robinhood Markets 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% |