First Busey Corp (BUSE)
26.79
-0.03
(-0.11%)
USD |
NASDAQ |
Nov 14, 12:53
First Busey Max Drawdown (5Y): 54.93% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 54.93% |
September 30, 2024 | 54.93% |
August 31, 2024 | 54.93% |
July 31, 2024 | 54.93% |
June 30, 2024 | 54.93% |
May 31, 2024 | 54.93% |
April 30, 2024 | 54.93% |
March 31, 2024 | 54.93% |
February 29, 2024 | 54.93% |
January 31, 2024 | 54.93% |
December 31, 2023 | 54.93% |
November 30, 2023 | 54.93% |
October 31, 2023 | 54.93% |
September 30, 2023 | 54.93% |
August 31, 2023 | 54.93% |
July 31, 2023 | 54.93% |
June 30, 2023 | 54.93% |
May 31, 2023 | 54.93% |
April 30, 2023 | 54.93% |
March 31, 2023 | 54.93% |
February 28, 2023 | 54.93% |
January 31, 2023 | 54.93% |
December 31, 2022 | 54.93% |
November 30, 2022 | 54.93% |
October 31, 2022 | 54.93% |
Date | Value |
---|---|
September 30, 2022 | 54.93% |
August 31, 2022 | 54.93% |
July 31, 2022 | 54.93% |
June 30, 2022 | 54.93% |
May 31, 2022 | 54.93% |
April 30, 2022 | 54.93% |
March 31, 2022 | 54.93% |
February 28, 2022 | 54.93% |
January 31, 2022 | 54.93% |
December 31, 2021 | 54.93% |
November 30, 2021 | 54.93% |
October 31, 2021 | 54.93% |
September 30, 2021 | 54.93% |
August 31, 2021 | 54.93% |
July 31, 2021 | 54.93% |
June 30, 2021 | 54.93% |
May 31, 2021 | 54.93% |
April 30, 2021 | 54.93% |
March 31, 2021 | 54.93% |
February 28, 2021 | 54.93% |
January 31, 2021 | 54.93% |
December 31, 2020 | 54.93% |
November 30, 2020 | 54.93% |
October 31, 2020 | 54.93% |
September 30, 2020 | 54.93% |
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
28.55%
Minimum
Nov 2019
54.93%
Maximum
Mar 2020
53.19%
Average
54.93%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
CrossFirst Bankshares Inc | 60.93% |
Bank of New York Mellon Corp | 50.50% |
Bar Harbor Bankshares Inc | 54.34% |
Evans Bancorp Inc | 55.08% |
Park National Corp | 40.25% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -10.71 |
Beta (5Y) | 0.8418 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.37% |
Historical Sharpe Ratio (5Y) | 0.0049 |
Historical Sortino (5Y) | 0.0071 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.86% |