Alerus Financial Corp (ALRS)

19.99 +0.17 (+0.86%) USD  |  NASDAQ  |  Dec 20, 16:00
19.12 -0.87 (-4.35%) After-Hours: 20:00
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Alerus Financial Max Drawdown (5Y): 61.65% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Univest Financial Corp 53.40%
Tompkins Financial Corp 47.80%
Bar Harbor Bankshares Inc 54.34%
Evans Bancorp Inc 55.08%
Park National Corp 40.25%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -8.235
Beta (5Y) 0.6928
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 32.96%
Historical Sharpe Ratio (5Y) 0.0309
Historical Sortino (5Y) 0.055
Monthly Value at Risk (VaR) 5% (5Y Lookback) 13.92%