Byline Bancorp Inc (BY)

29.22 +0.33 (+1.14%) USD  |  NYSE  |  Dec 20, 16:00
29.30 +0.08 (+0.27%) Pre-Market: 20:00
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Byline Bancorp Max Drawdown (5Y): 64.80% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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CVB Financial Corp 61.73%
Mid Penn Bancorp Inc 56.28%
Bar Harbor Bankshares Inc 54.34%
Evans Bancorp Inc 55.08%
Park National Corp 40.25%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -4.813
Beta (5Y) 1.147
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 38.54%
Historical Sharpe Ratio (5Y) 0.2726
Historical Sortino (5Y) 0.3489
Monthly Value at Risk (VaR) 5% (5Y Lookback) 12.95%