Amerant Bancorp Inc (AMTB)
21.38
+0.56
(+2.69%)
USD |
NYSE |
Nov 05, 16:00
21.38
0.00 (0.00%)
After-Hours: 20:00
Amerant Bancorp Max Drawdown (5Y): 94.65% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
September 30, 2024 | 94.65% |
August 31, 2024 | 94.65% |
July 31, 2024 | 94.65% |
June 30, 2024 | 94.65% |
May 31, 2024 | 94.65% |
April 30, 2024 | 94.65% |
March 31, 2024 | 94.65% |
February 29, 2024 | 94.65% |
January 31, 2024 | 94.65% |
December 31, 2023 | 94.65% |
November 30, 2023 | 94.65% |
October 31, 2023 | 94.65% |
September 30, 2023 | 94.65% |
August 31, 2023 | 94.65% |
July 31, 2023 | 94.65% |
June 30, 2023 | 94.65% |
May 31, 2023 | 94.65% |
April 30, 2023 | 94.65% |
March 31, 2023 | 94.65% |
February 28, 2023 | 94.65% |
January 31, 2023 | 94.65% |
December 31, 2022 | 94.65% |
November 30, 2022 | 94.65% |
October 31, 2022 | 94.65% |
September 30, 2022 | 94.65% |
Date | Value |
---|---|
August 31, 2022 | 94.65% |
July 31, 2022 | 94.65% |
June 30, 2022 | 94.65% |
May 31, 2022 | 94.65% |
April 30, 2022 | 94.65% |
March 31, 2022 | 94.65% |
February 28, 2022 | 94.65% |
January 31, 2022 | 94.65% |
December 31, 2021 | 94.65% |
November 30, 2021 | 94.65% |
October 31, 2021 | 94.65% |
September 30, 2021 | 94.65% |
August 31, 2021 | 94.65% |
July 31, 2021 | 94.65% |
June 30, 2021 | 94.65% |
May 31, 2021 | 94.65% |
April 30, 2021 | 94.65% |
March 31, 2021 | 94.65% |
February 28, 2021 | 94.65% |
January 31, 2021 | 94.65% |
December 31, 2020 | 94.65% |
November 30, 2020 | 94.65% |
October 31, 2020 | 94.65% |
September 30, 2020 | 94.65% |
August 31, 2020 | 93.89% |
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
93.88%
Minimum
Nov 2019
94.65%
Maximum
Sep 2020
94.52%
Average
94.65%
Median
Sep 2020
Max Drawdown (5Y) Benchmarks
The Bancorp Inc | 73.77% |
California BanCorp | 52.35% |
Bar Harbor Bankshares Inc | 54.34% |
Evans Bancorp Inc | 55.08% |
Park National Corp | 40.25% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -14.53 |
Beta (5Y) | 0.9866 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 43.95% |
Historical Sharpe Ratio (5Y) | -0.0238 |
Historical Sortino (5Y) | -0.0436 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.61% |