WINTRUST FINANCIAL
Free full Seasonality data:
WTFC vs SPY 1 Year Daily ReturnsWTFC has a beta of 1.22. In the past year, WTFC has been more volatile than the S&P500.
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WTFC Historical BetaSince 2024-07-10, the beta for WTFC changed by +0.19 and had an average of 1.11.
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WTFC Sharpe RatioWTFC has a 1 year sharpe of 0.96 which is +0.55 compared to the S&P500.
Display:
1y
Timeframe:
1y
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WTFC Daily P/L Normal DistributionWTFC has a P/L mean of 0.16% and a std dev of 2.24%. A daily 1σ move is between $130.56 and $136.53.
Timeframe:
1y
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WTFC 1 Year DrawdownWTFC had a max drawdown of 31.29% in the previous year.
1y
WTFC Yearly Drawdown Duration