Sierra Bancorp (BSRR)
28.29
+0.03
(+0.11%)
USD |
NASDAQ |
Nov 04, 16:00
28.25
-0.04
(-0.14%)
After-Hours: 20:00
Sierra Bancorp Max Drawdown (5Y): 56.38% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 56.38% |
September 30, 2024 | 56.38% |
August 31, 2024 | 56.38% |
July 31, 2024 | 56.38% |
June 30, 2024 | 56.38% |
May 31, 2024 | 56.38% |
April 30, 2024 | 56.38% |
March 31, 2024 | 56.38% |
February 29, 2024 | 56.38% |
January 31, 2024 | 56.38% |
December 31, 2023 | 56.38% |
November 30, 2023 | 56.38% |
October 31, 2023 | 56.38% |
September 30, 2023 | 56.38% |
August 31, 2023 | 56.38% |
July 31, 2023 | 56.38% |
June 30, 2023 | 56.38% |
May 31, 2023 | 56.38% |
April 30, 2023 | 56.38% |
March 31, 2023 | 56.38% |
February 28, 2023 | 56.38% |
January 31, 2023 | 56.38% |
December 31, 2022 | 56.38% |
November 30, 2022 | 56.38% |
October 31, 2022 | 56.38% |
Date | Value |
---|---|
September 30, 2022 | 56.38% |
August 31, 2022 | 56.38% |
July 31, 2022 | 56.38% |
June 30, 2022 | 56.38% |
May 31, 2022 | 56.38% |
April 30, 2022 | 56.38% |
March 31, 2022 | 56.38% |
February 28, 2022 | 56.38% |
January 31, 2022 | 56.38% |
December 31, 2021 | 56.38% |
November 30, 2021 | 56.38% |
October 31, 2021 | 56.38% |
September 30, 2021 | 56.38% |
August 31, 2021 | 56.38% |
July 31, 2021 | 56.38% |
June 30, 2021 | 56.38% |
May 31, 2021 | 56.38% |
April 30, 2021 | 56.38% |
March 31, 2021 | 56.38% |
February 28, 2021 | 56.38% |
January 31, 2021 | 56.38% |
December 31, 2020 | 56.38% |
November 30, 2020 | 56.38% |
October 31, 2020 | 56.38% |
September 30, 2020 | 56.38% |
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
25.23%
Minimum
Nov 2019
56.38%
Maximum
Mar 2020
54.31%
Average
56.38%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
First Horizon Corp | 64.20% |
Ohio Valley Banc Corporation | 62.72% |
Sandy Spring Bancorp Inc | 59.16% |
Atlantic Union Bankshares Corp | 52.06% |
Bar Harbor Bankshares Inc | 54.34% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -8.989 |
Beta (5Y) | 0.8955 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.03% |
Historical Sharpe Ratio (5Y) | 0.0694 |
Historical Sortino (5Y) | 0.1113 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.98% |