Southern Missouri Bancorp Inc (SMBC)
41.38
+0.07
(+0.17%)
USD |
NASDAQ |
May 03, 16:00
41.48
+0.10
(+0.25%)
Pre-Market: 20:00
Southern Missouri Bancorp Max Drawdown (5Y): 49.12% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 49.12% |
March 31, 2024 | 49.12% |
February 29, 2024 | 49.12% |
January 31, 2024 | 49.12% |
December 31, 2023 | 49.12% |
November 30, 2023 | 49.12% |
October 31, 2023 | 49.12% |
September 30, 2023 | 49.12% |
August 31, 2023 | 49.12% |
July 31, 2023 | 49.12% |
June 30, 2023 | 49.12% |
May 31, 2023 | 49.12% |
April 30, 2023 | 49.12% |
March 31, 2023 | 49.12% |
February 28, 2023 | 49.12% |
January 31, 2023 | 49.12% |
December 31, 2022 | 49.12% |
November 30, 2022 | 49.12% |
October 31, 2022 | 49.12% |
September 30, 2022 | 49.12% |
August 31, 2022 | 49.12% |
July 31, 2022 | 49.12% |
June 30, 2022 | 49.12% |
May 31, 2022 | 49.12% |
April 30, 2022 | 49.12% |
Date | Value |
---|---|
March 31, 2022 | 49.12% |
February 28, 2022 | 49.12% |
January 31, 2022 | 49.12% |
December 31, 2021 | 49.12% |
November 30, 2021 | 49.12% |
October 31, 2021 | 49.12% |
September 30, 2021 | 49.12% |
August 31, 2021 | 49.12% |
July 31, 2021 | 49.12% |
June 30, 2021 | 49.12% |
May 31, 2021 | 49.12% |
April 30, 2021 | 49.12% |
March 31, 2021 | 49.12% |
February 28, 2021 | 49.12% |
January 31, 2021 | 49.12% |
December 31, 2020 | 49.12% |
November 30, 2020 | 49.12% |
October 31, 2020 | 49.12% |
September 30, 2020 | 49.12% |
August 31, 2020 | 49.12% |
July 31, 2020 | 49.12% |
June 30, 2020 | 49.12% |
May 31, 2020 | 49.12% |
April 30, 2020 | 48.74% |
March 31, 2020 | 40.98% |
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
22.47%
Minimum
May 2019
49.12%
Maximum
May 2020
44.54%
Average
49.12%
Median
May 2020
Max Drawdown (5Y) Benchmarks
Brookline Bancorp Inc | 54.48% |
Broadway Financial Corp | 85.01% |
Carver Bancorp Inc | 95.43% |
Pathward Financial Inc | 64.89% |
Capitol Federal Financial Inc | 63.80% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -7.043 |
Beta (5Y) | 0.9496 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.03% |
Historical Sharpe Ratio (5Y) | 0.0983 |
Historical Sortino (5Y) | 0.15 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.19% |