Arrow Financial Corp (AROW)
28.80
-0.02
(-0.05%)
USD |
NASDAQ |
Nov 04, 16:00
28.82
+0.02
(+0.05%)
After-Hours: 20:00
Arrow Financial Max Drawdown (5Y): 50.55% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 50.55% |
September 30, 2024 | 50.55% |
August 31, 2024 | 50.55% |
July 31, 2024 | 50.55% |
June 30, 2024 | 50.55% |
May 31, 2024 | 50.55% |
April 30, 2024 | 50.55% |
March 31, 2024 | 50.55% |
February 29, 2024 | 50.55% |
January 31, 2024 | 50.55% |
December 31, 2023 | 50.55% |
November 30, 2023 | 50.55% |
October 31, 2023 | 50.55% |
September 30, 2023 | 50.55% |
August 31, 2023 | 50.55% |
July 31, 2023 | 49.07% |
June 30, 2023 | 49.07% |
May 31, 2023 | 49.07% |
April 30, 2023 | 39.12% |
March 31, 2023 | 36.69% |
February 28, 2023 | 36.69% |
January 31, 2023 | 36.69% |
December 31, 2022 | 36.69% |
November 30, 2022 | 36.69% |
October 31, 2022 | 36.69% |
Date | Value |
---|---|
September 30, 2022 | 36.69% |
August 31, 2022 | 36.69% |
July 31, 2022 | 36.69% |
June 30, 2022 | 36.69% |
May 31, 2022 | 36.69% |
April 30, 2022 | 36.69% |
March 31, 2022 | 36.69% |
February 28, 2022 | 36.69% |
January 31, 2022 | 36.69% |
December 31, 2021 | 36.69% |
November 30, 2021 | 36.69% |
October 31, 2021 | 36.69% |
September 30, 2021 | 36.69% |
August 31, 2021 | 36.69% |
July 31, 2021 | 36.69% |
June 30, 2021 | 36.69% |
May 31, 2021 | 36.69% |
April 30, 2021 | 36.69% |
March 31, 2021 | 36.69% |
February 28, 2021 | 36.69% |
January 31, 2021 | 36.69% |
December 31, 2020 | 36.69% |
November 30, 2020 | 36.69% |
October 31, 2020 | 36.69% |
September 30, 2020 | 36.69% |
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
24.42%
Minimum
Nov 2019
50.55%
Maximum
Aug 2023
39.99%
Average
36.69%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Bar Harbor Bankshares Inc | 54.34% |
Evans Bancorp Inc | 55.08% |
Park National Corp | 40.25% |
Tompkins Financial Corp | 47.80% |
Blue Ridge Bankshares Inc | 88.27% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -9.545 |
Beta (5Y) | 0.7223 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.07% |
Historical Sharpe Ratio (5Y) | -0.0069 |
Historical Sortino (5Y) | -0.0121 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.85% |