ArrowMark Financial Corp (BANX)

21.50 +0.57 (+2.72%) USD  |  NASDAQ  |  Dec 24, 16:00
More

BANX Max Drawdown (5Y): 54.90% for Nov. 30, 2024

Max Drawdown (5Y) Chart

View Max Drawdown (5Y) for BANX.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Max Drawdown (5Y) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Max Drawdown Definition

View Max Drawdown Definition
Start Trial

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.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

View Max Drawdown (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Max Drawdown (5Y) Benchmarks

View Max Drawdown (5Y) Benchmarks
Start Trial
John Hancock Financial Opportunities Fund 65.61%
First Trust Specialty Fnc & Fncl Oppor 74.21%
First Trust NASDAQ ABA Community Bank Index Fund 49.30%
Gabelli Healthcare & WellnessRx Trust 37.33%
Invesco S&P 500 Eql Wght Financials ETF 44.77%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 0.3745
Beta (5Y) 0.4977
Alpha (vs YCharts Benchmark) (5Y) -0.7368
Beta (vs YCharts Benchmark) (5Y) 0.4562
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 23.91%
Historical Sharpe Ratio (5Y) 0.224
Historical Sortino (5Y) 0.2362
Monthly Value at Risk (VaR) 5% (5Y Lookback) 9.02%