Prosperity Bancshares Inc (PB)
62.44
+0.47
(+0.76%)
USD |
NYSE |
May 01, 10:01
Prosperity Bancshares Max Drawdown (5Y): 42.29% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 42.29% |
March 31, 2024 | 42.29% |
February 29, 2024 | 42.29% |
January 31, 2024 | 42.29% |
December 31, 2023 | 42.29% |
November 30, 2023 | 42.29% |
October 31, 2023 | 42.29% |
September 30, 2023 | 42.29% |
August 31, 2023 | 42.29% |
July 31, 2023 | 42.29% |
June 30, 2023 | 42.29% |
May 31, 2023 | 42.29% |
April 30, 2023 | 42.29% |
March 31, 2023 | 42.29% |
February 28, 2023 | 42.29% |
January 31, 2023 | 42.29% |
December 31, 2022 | 42.29% |
November 30, 2022 | 42.29% |
October 31, 2022 | 42.29% |
September 30, 2022 | 42.29% |
August 31, 2022 | 42.29% |
July 31, 2022 | 42.29% |
June 30, 2022 | 42.29% |
May 31, 2022 | 42.29% |
April 30, 2022 | 42.29% |
Date | Value |
---|---|
March 31, 2022 | 42.29% |
February 28, 2022 | 42.29% |
January 31, 2022 | 42.29% |
December 31, 2021 | 42.29% |
November 30, 2021 | 42.29% |
October 31, 2021 | 42.29% |
September 30, 2021 | 42.29% |
August 31, 2021 | 42.29% |
July 31, 2021 | 42.29% |
June 30, 2021 | 42.29% |
May 31, 2021 | 42.29% |
April 30, 2021 | 42.29% |
March 31, 2021 | 42.29% |
February 28, 2021 | 42.29% |
January 31, 2021 | 42.29% |
December 31, 2020 | 42.29% |
November 30, 2020 | 42.29% |
October 31, 2020 | 47.91% |
September 30, 2020 | 47.91% |
August 31, 2020 | 47.91% |
July 31, 2020 | 47.91% |
June 30, 2020 | 47.91% |
May 31, 2020 | 47.91% |
April 30, 2020 | 47.91% |
March 31, 2020 | 47.91% |
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
42.29%
Minimum
Nov 2020
47.91%
Maximum
May 2019
43.98%
Average
42.29%
Median
Nov 2020
Max Drawdown (5Y) Benchmarks
BOK Financial Corp | 64.97% |
Fifth Third Bancorp | 64.07% |
Old National Bancorp | 40.76% |
Pinnacle Financial Partners Inc | 57.42% |
Wintrust Financial Corp | 74.50% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -12.84 |
Beta (5Y) | 0.9335 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.59% |
Historical Sharpe Ratio (5Y) | -0.0854 |
Historical Sortino (5Y) | -0.12 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.33% |