Bank7 Corp (BSVN)
48.09
+0.25
(+0.52%)
USD |
NASDAQ |
Nov 22, 14:59
Bank7 Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|
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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
| Bank of New York Mellon Corp | 50.50% |
| JPMorgan Chase & Co | 43.62% |
| PNC Financial Services Group Inc | 49.58% |
| Wells Fargo & Co | 64.47% |
| Bar Harbor Bankshares Inc | 54.34% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.8633 |
| Beta (5Y) | 1.459 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 47.13% |
| Historical Sharpe Ratio (5Y) | 0.418 |
| Historical Sortino (5Y) | 0.4972 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.36% |