American Bank Inc (AMBK)
16.00
-0.09
(-0.56%)
USD |
OTCM |
Jun 17, 09:29
American Bank Max Drawdown (5Y): 18.49% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 18.49% |
April 30, 2024 | 18.49% |
March 31, 2024 | 18.49% |
February 29, 2024 | 18.49% |
January 31, 2024 | 18.49% |
December 31, 2023 | 18.49% |
November 30, 2023 | 18.49% |
October 31, 2023 | 18.49% |
September 30, 2023 | 18.49% |
August 31, 2023 | 18.49% |
July 31, 2023 | 18.49% |
June 30, 2023 | 18.49% |
May 31, 2023 | 18.49% |
April 30, 2023 | 18.49% |
March 31, 2023 | 18.49% |
February 28, 2023 | 18.49% |
January 31, 2023 | 18.49% |
December 31, 2022 | 18.49% |
November 30, 2022 | 18.49% |
October 31, 2022 | 18.49% |
September 30, 2022 | 18.49% |
August 31, 2022 | 18.49% |
July 31, 2022 | 18.49% |
June 30, 2022 | 18.49% |
May 31, 2022 | 18.49% |
Date | Value |
---|---|
April 30, 2022 | 18.49% |
March 31, 2022 | 18.49% |
February 28, 2022 | 18.49% |
January 31, 2022 | 18.49% |
December 31, 2021 | 18.49% |
November 30, 2021 | 18.49% |
October 31, 2021 | 18.49% |
September 30, 2021 | 18.49% |
August 31, 2021 | 18.49% |
July 31, 2021 | 18.49% |
June 30, 2021 | 18.49% |
May 31, 2021 | 18.49% |
April 30, 2021 | 18.49% |
March 31, 2021 | 18.49% |
February 28, 2021 | 18.49% |
January 31, 2021 | 18.49% |
December 31, 2020 | 18.49% |
November 30, 2020 | 18.49% |
October 31, 2020 | 18.49% |
September 30, 2020 | 18.49% |
August 31, 2020 | 18.49% |
July 31, 2020 | 18.49% |
June 30, 2020 | 16.54% |
May 31, 2020 | 16.54% |
April 30, 2020 | 16.54% |
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
16.27%
Minimum
Oct 2019
22.69%
Maximum
Jun 2019
18.40%
Average
18.49%
Median
Jul 2020
Max Drawdown (5Y) Benchmarks
Colony Bankcorp Inc | 52.28% |
Northrim BanCorp Inc | 54.01% |
Southern First Bancshares Inc | 67.19% |
HarborOne Bancorp Inc | 48.57% |
Eastern Bankshares Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 7.362 |
Beta (5Y) | 0.047 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.56% |
Historical Sharpe Ratio (5Y) | 0.4559 |
Historical Sortino (5Y) | 0.8866 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 5.60% |