German American Bancorp Inc (GABC)
32.25
-0.14
(-0.43%)
USD |
NASDAQ |
Apr 26, 16:00
32.23
-0.02
(-0.06%)
After-Hours: 20:00
German American Bancorp Max Drawdown (5Y): 45.45% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 45.45% |
| February 29, 2024 | 45.45% |
| January 31, 2024 | 45.45% |
| December 31, 2023 | 45.45% |
| November 30, 2023 | 45.45% |
| October 31, 2023 | 45.45% |
| September 30, 2023 | 44.55% |
| August 31, 2023 | 44.55% |
| July 31, 2023 | 44.55% |
| June 30, 2023 | 44.55% |
| May 31, 2023 | 44.55% |
| April 30, 2023 | 39.65% |
| March 31, 2023 | 34.36% |
| February 28, 2023 | 34.36% |
| January 31, 2023 | 34.36% |
| December 31, 2022 | 34.36% |
| November 30, 2022 | 34.36% |
| October 31, 2022 | 34.36% |
| September 30, 2022 | 34.36% |
| August 31, 2022 | 34.36% |
| July 31, 2022 | 34.36% |
| June 30, 2022 | 34.36% |
| May 31, 2022 | 34.36% |
| April 30, 2022 | 34.36% |
| March 31, 2022 | 34.36% |
| Date | Value |
|---|---|
| February 28, 2022 | 34.36% |
| January 31, 2022 | 34.36% |
| December 31, 2021 | 34.36% |
| November 30, 2021 | 34.36% |
| October 31, 2021 | 34.36% |
| September 30, 2021 | 34.36% |
| August 31, 2021 | 34.36% |
| July 31, 2021 | 34.36% |
| June 30, 2021 | 34.36% |
| May 31, 2021 | 34.36% |
| April 30, 2021 | 34.36% |
| March 31, 2021 | 34.36% |
| February 28, 2021 | 34.36% |
| January 31, 2021 | 34.36% |
| December 31, 2020 | 34.36% |
| November 30, 2020 | 34.36% |
| October 31, 2020 | 34.36% |
| September 30, 2020 | 34.36% |
| August 31, 2020 | 34.36% |
| July 31, 2020 | 34.36% |
| June 30, 2020 | 34.36% |
| May 31, 2020 | 34.36% |
| April 30, 2020 | 34.36% |
| March 31, 2020 | 34.36% |
| February 29, 2020 | 30.84% |
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
30.84%
Minimum
Apr 2019
45.45%
Maximum
Oct 2023
35.76%
Average
34.36%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| 1st Source Corp | 51.72% |
| Hope Bancorp Inc | 64.29% |
| Bar Harbor Bankshares Inc | 54.34% |
| Evans Bancorp Inc | 55.08% |
| Park National Corp | 40.25% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.036 |
| Beta (5Y) | 0.6165 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.17% |
| Historical Sharpe Ratio (5Y) | 0.1424 |
| Historical Sortino (5Y) | 0.2389 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.13% |