Renasant Corp (RNST)
29.55
+0.49
(+1.69%)
USD |
NYSE |
May 01, 16:00
29.55
0.00 (0.00%)
After-Hours: 20:00
Renasant Max Drawdown (5Y): 59.79% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 59.79% |
March 31, 2024 | 59.79% |
February 29, 2024 | 59.79% |
January 31, 2024 | 59.79% |
December 31, 2023 | 59.79% |
November 30, 2023 | 59.79% |
October 31, 2023 | 59.79% |
September 30, 2023 | 59.79% |
August 31, 2023 | 59.79% |
July 31, 2023 | 59.79% |
June 30, 2023 | 59.79% |
May 31, 2023 | 59.79% |
April 30, 2023 | 59.79% |
March 31, 2023 | 59.79% |
February 28, 2023 | 59.79% |
January 31, 2023 | 59.79% |
December 31, 2022 | 59.79% |
November 30, 2022 | 59.79% |
October 31, 2022 | 59.79% |
September 30, 2022 | 59.79% |
August 31, 2022 | 59.79% |
July 31, 2022 | 59.79% |
June 30, 2022 | 59.79% |
May 31, 2022 | 59.79% |
April 30, 2022 | 59.79% |
Date | Value |
---|---|
March 31, 2022 | 59.79% |
February 28, 2022 | 59.79% |
January 31, 2022 | 59.79% |
December 31, 2021 | 59.79% |
November 30, 2021 | 59.79% |
October 31, 2021 | 59.79% |
September 30, 2021 | 59.79% |
August 31, 2021 | 59.79% |
July 31, 2021 | 59.79% |
June 30, 2021 | 59.79% |
May 31, 2021 | 59.79% |
April 30, 2021 | 59.79% |
March 31, 2021 | 59.79% |
February 28, 2021 | 59.79% |
January 31, 2021 | 59.79% |
December 31, 2020 | 59.79% |
November 30, 2020 | 59.79% |
October 31, 2020 | 59.79% |
September 30, 2020 | 59.79% |
August 31, 2020 | 59.79% |
July 31, 2020 | 59.79% |
June 30, 2020 | 59.79% |
May 31, 2020 | 59.79% |
April 30, 2020 | 59.79% |
March 31, 2020 | 59.79% |
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
41.76%
Minimum
May 2019
59.79%
Maximum
Mar 2020
56.79%
Average
59.79%
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) | -15.22 |
Beta (5Y) | 1.035 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.28% |
Historical Sharpe Ratio (5Y) | -0.1044 |
Historical Sortino (5Y) | -0.1896 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.62% |