Alerus Financial Corp (ALRS)
19.91
-0.01
(-0.05%)
USD |
NASDAQ |
Apr 18, 16:00
19.95
+0.04
(+0.20%)
After-Hours: 20:00
Alerus Financial Max Drawdown (5Y): 61.65% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 61.65% |
| February 29, 2024 | 61.65% |
| January 31, 2024 | 61.65% |
| December 31, 2023 | 61.65% |
| November 30, 2023 | 61.65% |
| October 31, 2023 | 61.65% |
| September 30, 2023 | 61.65% |
| August 31, 2023 | 61.65% |
| July 31, 2023 | 61.65% |
| June 30, 2023 | 61.65% |
| May 31, 2023 | 61.65% |
| April 30, 2023 | 60.04% |
| March 31, 2023 | 55.67% |
| February 28, 2023 | 44.62% |
| January 31, 2023 | 44.34% |
| December 31, 2022 | 41.01% |
| November 30, 2022 | 41.01% |
| October 31, 2022 | 40.70% |
| September 30, 2022 | 39.52% |
| August 31, 2022 | 39.52% |
| July 31, 2022 | 39.52% |
| June 30, 2022 | 39.52% |
| May 31, 2022 | 39.52% |
| April 30, 2022 | 39.52% |
| March 31, 2022 | 39.52% |
| Date | Value |
|---|---|
| February 28, 2022 | 39.52% |
| January 31, 2022 | 39.52% |
| December 31, 2021 | 39.52% |
| November 30, 2021 | 39.52% |
| October 31, 2021 | 39.52% |
| September 30, 2021 | 39.52% |
| August 31, 2021 | 39.52% |
| July 31, 2021 | 39.52% |
| June 30, 2021 | 39.52% |
| May 31, 2021 | 39.52% |
| April 30, 2021 | 39.52% |
| March 31, 2021 | 39.52% |
| February 28, 2021 | 39.52% |
| January 31, 2021 | 39.52% |
| December 31, 2020 | 39.52% |
| November 30, 2020 | 39.52% |
| October 31, 2020 | 39.52% |
| September 30, 2020 | 39.52% |
| August 31, 2020 | 39.52% |
| July 31, 2020 | 39.52% |
| June 30, 2020 | 39.52% |
| May 31, 2020 | 39.52% |
| April 30, 2020 | 39.52% |
| March 31, 2020 | 39.24% |
| February 29, 2020 | 28.00% |
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
28.00%
Minimum
Apr 2019
61.65%
Maximum
May 2023
42.31%
Average
39.52%
Median
Apr 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) | -4.731 |
| Beta (5Y) | 0.6192 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.24% |
| Historical Sharpe Ratio (5Y) | 0.1039 |
| Historical Sortino (5Y) | 0.1759 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.92% |