Eagle Bancorp Montana Inc (EBMT)
12.90
-0.07
(-0.54%)
USD |
NASDAQ |
May 06, 12:11
Eagle Bancorp Montana Max Drawdown (5Y): 51.84% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 51.84% |
March 31, 2024 | 51.84% |
February 29, 2024 | 51.84% |
January 31, 2024 | 51.84% |
December 31, 2023 | 51.84% |
November 30, 2023 | 51.84% |
October 31, 2023 | 51.84% |
September 30, 2023 | 51.81% |
August 31, 2023 | 51.81% |
July 31, 2023 | 51.81% |
June 30, 2023 | 51.81% |
May 31, 2023 | 51.81% |
April 30, 2023 | 45.82% |
March 31, 2023 | 45.82% |
February 28, 2023 | 45.82% |
January 31, 2023 | 45.82% |
December 31, 2022 | 45.82% |
November 30, 2022 | 45.82% |
October 31, 2022 | 45.82% |
September 30, 2022 | 45.82% |
August 31, 2022 | 45.82% |
July 31, 2022 | 45.82% |
June 30, 2022 | 45.82% |
May 31, 2022 | 45.82% |
April 30, 2022 | 45.82% |
Date | Value |
---|---|
March 31, 2022 | 45.82% |
February 28, 2022 | 45.82% |
January 31, 2022 | 45.82% |
December 31, 2021 | 45.82% |
November 30, 2021 | 45.82% |
October 31, 2021 | 45.82% |
September 30, 2021 | 45.82% |
August 31, 2021 | 45.82% |
July 31, 2021 | 45.82% |
June 30, 2021 | 45.82% |
May 31, 2021 | 45.82% |
April 30, 2021 | 45.82% |
March 31, 2021 | 45.82% |
February 28, 2021 | 45.82% |
January 31, 2021 | 45.82% |
December 31, 2020 | 45.82% |
November 30, 2020 | 45.82% |
October 31, 2020 | 45.82% |
September 30, 2020 | 45.82% |
August 31, 2020 | 45.82% |
July 31, 2020 | 45.82% |
June 30, 2020 | 45.82% |
May 31, 2020 | 45.82% |
April 30, 2020 | 45.82% |
March 31, 2020 | 45.82% |
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
26.23%
Minimum
May 2019
51.84%
Maximum
Oct 2023
43.81%
Average
45.82%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Brookline Bancorp Inc | 54.48% |
Broadway Financial Corp | 85.01% |
Carver Bancorp Inc | 95.43% |
Pathward Financial Inc | 64.89% |
Capitol Federal Financial Inc | 63.80% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -10.80 |
Beta (5Y) | 0.5244 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.26% |
Historical Sharpe Ratio (5Y) | -0.1693 |
Historical Sortino (5Y) | -0.244 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.32% |