BNCCORP Inc (BNCC)
22.00
+0.26
(+1.20%)
USD |
OTCM |
May 03, 14:31
BNCCORP Max Drawdown (5Y): 54.97% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 54.97% |
March 31, 2024 | 54.97% |
February 29, 2024 | 54.97% |
January 31, 2024 | 54.97% |
December 31, 2023 | 54.97% |
November 30, 2023 | 54.97% |
October 31, 2023 | 54.97% |
September 30, 2023 | 54.97% |
August 31, 2023 | 54.97% |
July 31, 2023 | 54.97% |
June 30, 2023 | 54.97% |
May 31, 2023 | 54.97% |
April 30, 2023 | 54.97% |
March 31, 2023 | 54.97% |
February 28, 2023 | 54.97% |
January 31, 2023 | 54.97% |
December 31, 2022 | 54.97% |
November 30, 2022 | 54.97% |
October 31, 2022 | 54.97% |
September 30, 2022 | 54.97% |
August 31, 2022 | 54.97% |
July 31, 2022 | 54.97% |
June 30, 2022 | 54.97% |
May 31, 2022 | 54.97% |
April 30, 2022 | 54.97% |
Date | Value |
---|---|
March 31, 2022 | 54.97% |
February 28, 2022 | 54.97% |
January 31, 2022 | 54.97% |
December 31, 2021 | 54.97% |
November 30, 2021 | 54.97% |
October 31, 2021 | 54.97% |
September 30, 2021 | 54.97% |
August 31, 2021 | 54.97% |
July 31, 2021 | 54.97% |
June 30, 2021 | 54.97% |
May 31, 2021 | 54.97% |
April 30, 2021 | 54.97% |
March 31, 2021 | 54.97% |
February 28, 2021 | 54.97% |
January 31, 2021 | 54.97% |
December 31, 2020 | 54.97% |
November 30, 2020 | 54.97% |
October 31, 2020 | 54.97% |
September 30, 2020 | 54.97% |
August 31, 2020 | 54.97% |
July 31, 2020 | 54.97% |
June 30, 2020 | 54.97% |
May 31, 2020 | 54.97% |
April 30, 2020 | 54.97% |
March 31, 2020 | 46.02% |
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
38.06%
Minimum
May 2019
54.97%
Maximum
Apr 2020
52.00%
Average
54.97%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Bar Harbor Bankshares Inc | 54.34% |
Evans Bancorp Inc | 55.08% |
Park National Corp | 40.25% |
Tompkins Financial Corp | 47.80% |
Blue Ridge Bankshares Inc | 88.27% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -6.811 |
Beta (5Y) | 0.7968 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.92% |
Historical Sharpe Ratio (5Y) | 0.0576 |
Historical Sortino (5Y) | 0.0761 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.04% |