Sierra Bancorp (BSRR)
32.04
+0.32
(+1.01%)
USD |
NASDAQ |
Nov 22, 11:14
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% |