Ameris Bancorp (ABCB)
48.23
+0.35
(+0.73%)
USD |
NASDAQ |
Apr 24, 16:00
48.23
0.00 (0.00%)
After-Hours: 19:51
Ameris Bancorp Max Drawdown (5Y): 67.21% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 67.21% |
| February 29, 2024 | 67.21% |
| January 31, 2024 | 67.21% |
| December 31, 2023 | 67.21% |
| November 30, 2023 | 67.21% |
| October 31, 2023 | 67.21% |
| September 30, 2023 | 67.21% |
| August 31, 2023 | 67.21% |
| July 31, 2023 | 67.21% |
| June 30, 2023 | 67.21% |
| May 31, 2023 | 67.21% |
| April 30, 2023 | 67.21% |
| March 31, 2023 | 67.21% |
| February 28, 2023 | 67.21% |
| January 31, 2023 | 67.21% |
| December 31, 2022 | 67.21% |
| November 30, 2022 | 67.21% |
| October 31, 2022 | 67.21% |
| September 30, 2022 | 67.21% |
| August 31, 2022 | 67.21% |
| July 31, 2022 | 67.21% |
| June 30, 2022 | 67.21% |
| May 31, 2022 | 67.21% |
| April 30, 2022 | 67.21% |
| March 31, 2022 | 67.21% |
| Date | Value |
|---|---|
| February 28, 2022 | 67.21% |
| January 31, 2022 | 67.21% |
| December 31, 2021 | 67.21% |
| November 30, 2021 | 67.21% |
| October 31, 2021 | 67.21% |
| September 30, 2021 | 67.21% |
| August 31, 2021 | 67.21% |
| July 31, 2021 | 67.21% |
| June 30, 2021 | 67.21% |
| May 31, 2021 | 67.21% |
| April 30, 2021 | 67.21% |
| March 31, 2021 | 67.21% |
| February 28, 2021 | 67.21% |
| January 31, 2021 | 67.21% |
| December 31, 2020 | 67.21% |
| November 30, 2020 | 67.21% |
| October 31, 2020 | 67.21% |
| September 30, 2020 | 67.21% |
| August 31, 2020 | 67.21% |
| July 31, 2020 | 67.21% |
| June 30, 2020 | 67.21% |
| May 31, 2020 | 67.21% |
| April 30, 2020 | 66.68% |
| March 31, 2020 | 66.68% |
| February 29, 2020 | 47.73% |
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
47.73%
Minimum
Apr 2019
67.21%
Maximum
May 2020
63.62%
Average
67.21%
Median
May 2020
Max Drawdown (5Y) Benchmarks
| Bar Harbor Bankshares Inc | 54.34% |
| Evans Bancorp Inc | 55.08% |
| Park National Corp | 40.25% |
| Tompkins Financial Corp | 44.54% |
| Blue Ridge Bankshares Inc | 88.27% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.968 |
| Beta (5Y) | 1.051 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 42.58% |
| Historical Sharpe Ratio (5Y) | 0.1585 |
| Historical Sortino (5Y) | 0.2369 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.39% |