Amerant Bancorp Inc (AMTB)
25.69
+0.77
(+3.09%)
USD |
NYSE |
Nov 22, 16:00
25.68
0.00 (0.00%)
After-Hours: 20:00
Amerant Bancorp Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Peapack Gladstone Financial Corp | 65.20% |
| The Bancorp Inc | 73.77% |
| California BanCorp | 52.35% |
| Bar Harbor Bankshares Inc | 54.34% |
| Evans Bancorp Inc | 55.08% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -12.59 |
| Beta (5Y) | 0.9892 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 43.98% |
| Historical Sharpe Ratio (5Y) | 0.004 |
| Historical Sortino (5Y) | 0.0075 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.61% |