ArrowMark Financial Corp (BANX)
18.15
+0.03
(+0.16%)
USD |
NASDAQ |
May 16, 16:00
18.15
0.00 (0.00%)
After-Hours: 20:00
BANX Max Drawdown (5Y): 56.89% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 56.89% |
March 31, 2024 | 56.89% |
February 29, 2024 | 56.89% |
January 31, 2024 | 56.89% |
December 31, 2023 | 56.89% |
November 30, 2023 | 56.89% |
October 31, 2023 | 56.89% |
September 30, 2023 | 56.89% |
August 31, 2023 | 56.89% |
July 31, 2023 | 56.89% |
June 30, 2023 | 56.89% |
May 31, 2023 | 56.89% |
April 30, 2023 | 56.89% |
March 31, 2023 | 56.89% |
February 28, 2023 | 56.89% |
January 31, 2023 | 56.89% |
December 31, 2022 | 56.89% |
November 30, 2022 | 56.89% |
October 31, 2022 | 56.89% |
September 30, 2022 | 56.89% |
August 31, 2022 | 56.89% |
July 31, 2022 | 56.89% |
June 30, 2022 | 56.89% |
May 31, 2022 | 56.89% |
April 30, 2022 | 56.89% |
Date | Value |
---|---|
March 31, 2022 | 56.89% |
February 28, 2022 | 56.89% |
January 31, 2022 | 56.89% |
December 31, 2021 | 56.89% |
November 30, 2021 | 56.89% |
October 31, 2021 | 56.89% |
September 30, 2021 | 56.89% |
August 31, 2021 | 56.89% |
July 31, 2021 | 56.89% |
June 30, 2021 | 56.89% |
May 31, 2021 | 56.89% |
April 30, 2021 | 56.89% |
March 31, 2021 | 56.89% |
February 28, 2021 | 56.89% |
January 31, 2021 | 56.89% |
December 31, 2020 | 56.89% |
November 30, 2020 | 56.89% |
October 31, 2020 | 56.89% |
September 30, 2020 | 56.89% |
August 31, 2020 | 56.89% |
July 31, 2020 | 56.89% |
June 30, 2020 | 56.89% |
May 31, 2020 | 56.89% |
April 30, 2020 | 56.89% |
March 31, 2020 | 56.89% |
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
47.69%
Minimum
May 2019
56.89%
Maximum
Mar 2020
55.35%
Average
56.89%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -7.258 |
Beta (5Y) | 0.5245 |
Alpha (vs YCharts Benchmark) (5Y) | -6.181 |
Beta (vs YCharts Benchmark) (5Y) | 0.4521 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.21% |
Historical Sharpe Ratio (5Y) | -0.1176 |
Historical Sortino (5Y) | -0.1262 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.72% |