Alerus Financial Corp (ALRS)
21.89
+0.39
(+1.81%)
USD |
NASDAQ |
Nov 21, 16:00
20.55
-1.34
(-6.12%)
After-Hours: 04:55
Alerus Financial Max Drawdown (5Y): 61.65% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 61.65% |
September 30, 2024 | 61.65% |
August 31, 2024 | 61.65% |
July 31, 2024 | 61.65% |
June 30, 2024 | 61.65% |
May 31, 2024 | 61.65% |
April 30, 2024 | 61.65% |
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% |
Date | Value |
---|---|
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% |
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% |
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
Nov 2019
61.65%
Maximum
May 2023
46.23%
Average
39.52%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Tompkins Financial Corp | 47.80% |
Univest Financial Corp | 53.40% |
Bar Harbor Bankshares Inc | 54.34% |
Evans Bancorp Inc | 55.08% |
Park National Corp | 40.25% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -9.388 |
Beta (5Y) | 0.6751 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.91% |
Historical Sharpe Ratio (5Y) | -0.0205 |
Historical Sortino (5Y) | -0.0365 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.92% |