Sandy Spring Bancorp Inc (SASR)
22.24
+0.52
(+2.39%)
USD |
NASDAQ |
May 03, 16:00
22.26
+0.02
(+0.07%)
After-Hours: 20:00
Sandy Spring Bancorp Max Drawdown (5Y): 59.16% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 59.16% |
| March 31, 2024 | 59.16% |
| February 29, 2024 | 59.16% |
| January 31, 2024 | 59.16% |
| December 31, 2023 | 59.16% |
| November 30, 2023 | 59.16% |
| October 31, 2023 | 59.16% |
| September 30, 2023 | 59.16% |
| August 31, 2023 | 59.16% |
| July 31, 2023 | 59.16% |
| June 30, 2023 | 59.16% |
| May 31, 2023 | 59.16% |
| April 30, 2023 | 55.37% |
| March 31, 2023 | 54.82% |
| February 28, 2023 | 54.82% |
| January 31, 2023 | 54.82% |
| December 31, 2022 | 54.82% |
| November 30, 2022 | 54.82% |
| October 31, 2022 | 54.82% |
| September 30, 2022 | 54.82% |
| August 31, 2022 | 54.82% |
| July 31, 2022 | 54.82% |
| June 30, 2022 | 54.82% |
| May 31, 2022 | 54.82% |
| April 30, 2022 | 54.82% |
| Date | Value |
|---|---|
| March 31, 2022 | 54.82% |
| February 28, 2022 | 54.82% |
| January 31, 2022 | 54.82% |
| December 31, 2021 | 54.82% |
| November 30, 2021 | 54.82% |
| October 31, 2021 | 54.82% |
| September 30, 2021 | 54.82% |
| August 31, 2021 | 54.82% |
| July 31, 2021 | 54.82% |
| June 30, 2021 | 54.82% |
| May 31, 2021 | 54.82% |
| April 30, 2021 | 54.82% |
| March 31, 2021 | 54.82% |
| February 28, 2021 | 54.82% |
| January 31, 2021 | 54.82% |
| December 31, 2020 | 54.82% |
| November 30, 2020 | 54.82% |
| October 31, 2020 | 54.82% |
| September 30, 2020 | 54.82% |
| August 31, 2020 | 54.82% |
| July 31, 2020 | 54.82% |
| June 30, 2020 | 54.82% |
| May 31, 2020 | 54.82% |
| April 30, 2020 | 54.82% |
| March 31, 2020 | 54.82% |
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
29.67%
Minimum
May 2019
59.16%
Maximum
May 2023
51.51%
Average
54.82%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Bank of Hawaii Corp | 62.63% |
| Columbia Banking System Inc | 64.35% |
| KeyCorp | 65.22% |
| Trustco Bank Corp N Y | 49.47% |
| Bar Harbor Bankshares Inc | 54.34% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -18.95 |
| Beta (5Y) | 0.945 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.69% |
| Historical Sharpe Ratio (5Y) | -0.2428 |
| Historical Sortino (5Y) | -0.3495 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.67% |