Valley National Bancorp (VLY)
7.745
+0.16
(+2.04%)
USD |
NASDAQ |
May 09, 16:00
7.745
0.00 (0.00%)
Pre-Market: 20:00
Valley National Bancorp Max Drawdown (5Y): 53.93% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 53.93% |
March 31, 2024 | 53.93% |
February 29, 2024 | 53.93% |
January 31, 2024 | 53.93% |
December 31, 2023 | 53.93% |
November 30, 2023 | 53.93% |
October 31, 2023 | 53.93% |
September 30, 2023 | 53.93% |
August 31, 2023 | 53.93% |
July 31, 2023 | 53.93% |
June 30, 2023 | 53.93% |
May 31, 2023 | 53.93% |
April 30, 2023 | 48.36% |
March 31, 2023 | 48.36% |
February 28, 2023 | 48.36% |
January 31, 2023 | 48.36% |
December 31, 2022 | 48.36% |
November 30, 2022 | 48.36% |
October 31, 2022 | 48.36% |
September 30, 2022 | 48.36% |
August 31, 2022 | 48.36% |
July 31, 2022 | 48.36% |
June 30, 2022 | 48.36% |
May 31, 2022 | 48.36% |
April 30, 2022 | 48.36% |
Date | Value |
---|---|
March 31, 2022 | 48.36% |
February 28, 2022 | 48.36% |
January 31, 2022 | 48.36% |
December 31, 2021 | 48.36% |
November 30, 2021 | 48.36% |
October 31, 2021 | 48.36% |
September 30, 2021 | 48.36% |
August 31, 2021 | 48.36% |
July 31, 2021 | 48.36% |
June 30, 2021 | 48.36% |
May 31, 2021 | 48.36% |
April 30, 2021 | 48.36% |
March 31, 2021 | 48.36% |
February 28, 2021 | 48.36% |
January 31, 2021 | 48.36% |
December 31, 2020 | 48.36% |
November 30, 2020 | 48.36% |
October 31, 2020 | 48.36% |
September 30, 2020 | 48.36% |
August 31, 2020 | 48.36% |
July 31, 2020 | 48.36% |
June 30, 2020 | 48.36% |
May 31, 2020 | 48.36% |
April 30, 2020 | 48.36% |
March 31, 2020 | 47.70% |
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
34.36%
Minimum
May 2019
53.93%
Maximum
May 2023
47.13%
Average
48.36%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
New York Community Bancorp Inc | 80.10% |
Bank OZK | 70.41% |
Fifth Third Bancorp | 64.07% |
Zions Bancorp NA | 72.22% |
Huntington Bancshares Inc | 55.00% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -17.96 |
Beta (5Y) | 1.100 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.74% |
Historical Sharpe Ratio (5Y) | -0.1469 |
Historical Sortino (5Y) | -0.2383 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.64% |