Popular Inc (BPOP)
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Nov 22, 12:43
Popular Max Drawdown (5Y): 58.93% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 58.93% |
| September 30, 2024 | 58.93% |
| August 31, 2024 | 58.93% |
| July 31, 2024 | 58.93% |
| June 30, 2024 | 58.93% |
| May 31, 2024 | 58.93% |
| April 30, 2024 | 58.93% |
| March 31, 2024 | 58.93% |
| February 29, 2024 | 58.93% |
| January 31, 2024 | 58.93% |
| December 31, 2023 | 58.93% |
| November 30, 2023 | 58.93% |
| October 31, 2023 | 58.93% |
| September 30, 2023 | 58.93% |
| August 31, 2023 | 58.93% |
| July 31, 2023 | 58.93% |
| June 30, 2023 | 58.93% |
| May 31, 2023 | 58.93% |
| April 30, 2023 | 58.93% |
| March 31, 2023 | 58.93% |
| February 28, 2023 | 58.93% |
| January 31, 2023 | 58.93% |
| December 31, 2022 | 58.93% |
| November 30, 2022 | 58.93% |
| October 31, 2022 | 58.93% |
| Date | Value |
|---|---|
| September 30, 2022 | 58.93% |
| August 31, 2022 | 58.93% |
| July 31, 2022 | 58.93% |
| June 30, 2022 | 58.93% |
| May 31, 2022 | 58.93% |
| April 30, 2022 | 58.93% |
| March 31, 2022 | 58.93% |
| February 28, 2022 | 58.93% |
| January 31, 2022 | 58.93% |
| December 31, 2021 | 58.93% |
| November 30, 2021 | 58.93% |
| October 31, 2021 | 58.93% |
| September 30, 2021 | 58.93% |
| August 31, 2021 | 58.93% |
| July 31, 2021 | 58.93% |
| June 30, 2021 | 58.93% |
| May 31, 2021 | 58.93% |
| April 30, 2021 | 58.93% |
| March 31, 2021 | 58.93% |
| February 28, 2021 | 58.93% |
| January 31, 2021 | 58.93% |
| December 31, 2020 | 58.93% |
| November 30, 2020 | 58.93% |
| October 31, 2020 | 58.93% |
| September 30, 2020 | 58.93% |
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
35.76%
Minimum
Nov 2019
58.93%
Maximum
Mar 2020
57.39%
Average
58.93%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| First BanCorp | 67.82% |
| OFG Bancorp | 61.25% |
| Freedom Internet Group Inc | -- |
| City Holding Co | 32.25% |
| Northern Trust Corp | 50.00% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 1.387 |
| Beta (5Y) | 0.7902 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.92% |
| Historical Sharpe Ratio (5Y) | 0.3318 |
| Historical Sortino (5Y) | 0.4132 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.22% |