Orange County Bancorp Inc (OBT)
51.04
-0.83
(-1.60%)
USD |
NASDAQ |
May 06, 16:00
52.11
+1.07
(+2.10%)
After-Hours: 20:00
Orange County Bancorp Max Drawdown (5Y): 45.77% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 45.77% |
| March 31, 2024 | 45.77% |
| February 29, 2024 | 45.77% |
| January 31, 2024 | 45.77% |
| December 31, 2023 | 45.77% |
| November 30, 2023 | 45.77% |
| October 31, 2023 | 45.77% |
| September 30, 2023 | 45.77% |
| August 31, 2023 | 45.77% |
| July 31, 2023 | 45.77% |
| June 30, 2023 | 45.77% |
| May 31, 2023 | 45.77% |
| April 30, 2023 | 33.92% |
| March 31, 2023 | 28.71% |
| February 28, 2023 | 28.71% |
| January 31, 2023 | 28.71% |
| December 31, 2022 | 28.71% |
| November 30, 2022 | 28.71% |
| October 31, 2022 | 28.71% |
| September 30, 2022 | 28.71% |
| August 31, 2022 | 28.71% |
| July 31, 2022 | 28.71% |
| June 30, 2022 | 28.71% |
| May 31, 2022 | 28.71% |
| April 30, 2022 | 28.71% |
| Date | Value |
|---|---|
| March 31, 2022 | 28.71% |
| February 28, 2022 | 28.71% |
| January 31, 2022 | 28.71% |
| December 31, 2021 | 28.71% |
| November 30, 2021 | 28.71% |
| October 31, 2021 | 28.71% |
| September 30, 2021 | 28.71% |
| August 31, 2021 | 28.71% |
| July 31, 2021 | 28.71% |
| June 30, 2021 | 28.71% |
| May 31, 2021 | 28.71% |
| April 30, 2021 | 28.71% |
| March 31, 2021 | 28.71% |
| February 28, 2021 | 28.71% |
| January 31, 2021 | 28.71% |
| December 31, 2020 | 28.71% |
| November 30, 2020 | 28.71% |
| October 31, 2020 | 28.71% |
| September 30, 2020 | 25.72% |
| August 31, 2020 | 25.72% |
| July 31, 2020 | 25.72% |
| June 30, 2020 | 25.72% |
| May 31, 2020 | 25.72% |
| April 30, 2020 | 25.72% |
| March 31, 2020 | 25.72% |
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
25.72%
Minimum
May 2019
45.77%
Maximum
May 2023
31.36%
Average
28.71%
Median
Oct 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) | 6.278 |
| Beta (5Y) | 0.3837 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.16% |
| Historical Sharpe Ratio (5Y) | 0.3387 |
| Historical Sortino (5Y) | 0.4719 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.10% |