Independent Bank Group Inc (IBTX)
38.83
+1.19
(+3.16%)
USD |
NASDAQ |
May 02, 16:00
38.79
-0.04
(-0.10%)
Pre-Market: 20:00
Independent Bank Group Max Drawdown (5Y): 72.94% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 72.94% |
March 31, 2024 | 72.94% |
February 29, 2024 | 72.94% |
January 31, 2024 | 72.94% |
December 31, 2023 | 72.94% |
November 30, 2023 | 72.94% |
October 31, 2023 | 72.94% |
September 30, 2023 | 72.94% |
August 31, 2023 | 72.94% |
July 31, 2023 | 72.94% |
June 30, 2023 | 72.94% |
May 31, 2023 | 72.94% |
April 30, 2023 | 72.94% |
March 31, 2023 | 72.94% |
February 28, 2023 | 72.94% |
January 31, 2023 | 72.94% |
December 31, 2022 | 72.94% |
November 30, 2022 | 72.94% |
October 31, 2022 | 72.94% |
September 30, 2022 | 72.94% |
August 31, 2022 | 72.94% |
July 31, 2022 | 72.94% |
June 30, 2022 | 72.94% |
May 31, 2022 | 72.94% |
April 30, 2022 | 72.94% |
Date | Value |
---|---|
March 31, 2022 | 72.94% |
February 28, 2022 | 72.94% |
January 31, 2022 | 72.94% |
December 31, 2021 | 72.94% |
November 30, 2021 | 72.94% |
October 31, 2021 | 72.94% |
September 30, 2021 | 72.94% |
August 31, 2021 | 72.94% |
July 31, 2021 | 72.94% |
June 30, 2021 | 72.94% |
May 31, 2021 | 72.94% |
April 30, 2021 | 72.94% |
March 31, 2021 | 72.94% |
February 28, 2021 | 72.94% |
January 31, 2021 | 72.94% |
December 31, 2020 | 72.94% |
November 30, 2020 | 72.94% |
October 31, 2020 | 72.94% |
September 30, 2020 | 72.94% |
August 31, 2020 | 72.94% |
July 31, 2020 | 72.94% |
June 30, 2020 | 72.94% |
May 31, 2020 | 72.94% |
April 30, 2020 | 72.94% |
March 31, 2020 | 72.94% |
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
57.38%
Minimum
May 2019
72.94%
Maximum
Mar 2020
70.34%
Average
72.94%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Banner Corp | 56.45% |
CVB Financial Corp | 61.73% |
International Bancshares Corp | 63.38% |
Independent Bank Corp | 52.59% |
Bank OZK | 70.41% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -23.11 |
Beta (5Y) | 1.362 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 46.55% |
Historical Sharpe Ratio (5Y) | -0.1705 |
Historical Sortino (5Y) | -0.2304 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.24% |