Oak Ridge Financial Services Inc (BKOR)
17.00
0.00 (0.00%)
USD |
OTCM |
May 01, 16:00
Oak Ridge Financial Services Max Drawdown (5Y): 34.80% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 34.80% |
March 31, 2024 | 34.80% |
February 29, 2024 | 34.80% |
January 31, 2024 | 34.80% |
December 31, 2023 | 34.80% |
November 30, 2023 | 34.80% |
October 31, 2023 | 34.80% |
September 30, 2023 | 34.80% |
August 31, 2023 | 34.80% |
July 31, 2023 | 34.80% |
June 30, 2023 | 34.80% |
May 31, 2023 | 34.80% |
April 30, 2023 | 34.80% |
March 31, 2023 | 34.80% |
February 28, 2023 | 34.80% |
January 31, 2023 | 34.80% |
December 31, 2022 | 34.80% |
November 30, 2022 | 34.80% |
October 31, 2022 | 34.80% |
September 30, 2022 | 34.80% |
August 31, 2022 | 34.80% |
July 31, 2022 | 34.80% |
June 30, 2022 | 34.80% |
May 31, 2022 | 34.80% |
April 30, 2022 | 34.80% |
Date | Value |
---|---|
March 31, 2022 | 34.80% |
February 28, 2022 | 34.80% |
January 31, 2022 | 34.80% |
December 31, 2021 | 34.80% |
November 30, 2021 | 34.80% |
October 31, 2021 | 34.80% |
September 30, 2021 | 34.80% |
August 31, 2021 | 34.80% |
July 31, 2021 | 34.80% |
June 30, 2021 | 34.80% |
May 31, 2021 | 34.80% |
April 30, 2021 | 34.80% |
March 31, 2021 | 34.80% |
February 28, 2021 | 34.80% |
January 31, 2021 | 34.80% |
December 31, 2020 | 34.80% |
November 30, 2020 | 34.80% |
October 31, 2020 | 34.80% |
September 30, 2020 | 34.80% |
August 31, 2020 | 34.80% |
July 31, 2020 | 34.80% |
June 30, 2020 | 34.80% |
May 31, 2020 | 34.80% |
April 30, 2020 | 32.96% |
March 31, 2020 | 31.86% |
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
23.38%
Minimum
May 2019
34.80%
Maximum
May 2020
32.82%
Average
34.80%
Median
May 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) | -0.1208 |
Beta (5Y) | 0.333 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.04% |
Historical Sharpe Ratio (5Y) | 0.1792 |
Historical Sortino (5Y) | 0.1923 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.00% |