1895 Bancorp of Wisconsin Inc (BCOW)
7.16
0.00 (0.00%)
USD |
NASDAQ |
May 16, 16:00
1895 Bancorp of Wisconsin Max Drawdown (5Y): 62.57% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 62.57% |
March 31, 2024 | 62.57% |
February 29, 2024 | 62.57% |
January 31, 2024 | 62.57% |
December 31, 2023 | 62.57% |
November 30, 2023 | 62.57% |
October 31, 2023 | 62.38% |
September 30, 2023 | 60.51% |
August 31, 2023 | 60.51% |
July 31, 2023 | 60.51% |
June 30, 2023 | 60.51% |
May 31, 2023 | 60.51% |
April 30, 2023 | 56.89% |
March 31, 2023 | 49.84% |
February 28, 2023 | 38.74% |
January 31, 2023 | 38.49% |
December 31, 2022 | 38.49% |
November 30, 2022 | 38.49% |
October 31, 2022 | 38.49% |
September 30, 2022 | 38.49% |
August 31, 2022 | 38.49% |
July 31, 2022 | 38.49% |
June 30, 2022 | 38.49% |
May 31, 2022 | 38.49% |
April 30, 2022 | 37.59% |
Date | Value |
---|---|
March 31, 2022 | 37.59% |
February 28, 2022 | 37.59% |
January 31, 2022 | 37.59% |
December 31, 2021 | 37.59% |
November 30, 2021 | 37.59% |
October 31, 2021 | 37.59% |
September 30, 2021 | 37.59% |
August 31, 2021 | 37.59% |
July 31, 2021 | 37.59% |
June 30, 2021 | 37.59% |
May 31, 2021 | 37.59% |
April 30, 2021 | 37.59% |
March 31, 2021 | 37.59% |
February 28, 2021 | 37.59% |
January 31, 2021 | 37.59% |
December 31, 2020 | 37.59% |
November 30, 2020 | 37.59% |
October 31, 2020 | 37.59% |
September 30, 2020 | 37.59% |
August 31, 2020 | 37.59% |
July 31, 2020 | 37.59% |
June 30, 2020 | 37.59% |
May 31, 2020 | 37.59% |
April 30, 2020 | 37.59% |
March 31, 2020 | 37.59% |
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
8.28%
Minimum
May 2019
62.57%
Maximum
Nov 2023
38.41%
Average
37.59%
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) | -11.43 |
Beta (5Y) | 0.3498 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.16% |
Historical Sharpe Ratio (5Y) | -0.2082 |
Historical Sortino (5Y) | -0.2951 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.52% |