First Busey Corp (BUSE)
27.21
+0.36
(+1.34%)
USD |
NASDAQ |
Nov 22, 14:57
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 | -- |
| 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% |