Arrow Financial Corp (AROW)

29.00 +0.35 (+1.22%) USD  |  NASDAQ  |  Dec 20, 16:00
28.96 -0.04 (-0.14%) After-Hours: 20:00
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Arrow Financial Max Drawdown (5Y): 50.55% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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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) -7.793
Beta (5Y) 0.7551
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 32.66%
Historical Sharpe Ratio (5Y) 0.0702
Historical Sortino (5Y) 0.1243
Monthly Value at Risk (VaR) 5% (5Y Lookback) 13.85%