Enterprise Bancorp Inc (EBTC)
37.00
+0.57
(+1.56%)
USD |
NASDAQ |
Nov 22, 10:51
Enterprise Bancorp Max Drawdown (5Y): 49.76% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 49.76% |
| September 30, 2024 | 49.76% |
| August 31, 2024 | 49.76% |
| July 31, 2024 | 49.76% |
| June 30, 2024 | 49.76% |
| May 31, 2024 | 49.76% |
| April 30, 2024 | 49.76% |
| March 31, 2024 | 49.76% |
| February 29, 2024 | 49.76% |
| January 31, 2024 | 49.76% |
| December 31, 2023 | 49.76% |
| November 30, 2023 | 49.76% |
| October 31, 2023 | 49.76% |
| September 30, 2023 | 49.76% |
| August 31, 2023 | 49.76% |
| July 31, 2023 | 49.76% |
| June 30, 2023 | 49.76% |
| May 31, 2023 | 49.76% |
| April 30, 2023 | 49.76% |
| March 31, 2023 | 49.76% |
| February 28, 2023 | 49.76% |
| January 31, 2023 | 49.76% |
| December 31, 2022 | 49.76% |
| November 30, 2022 | 49.76% |
| October 31, 2022 | 49.76% |
| Date | Value |
|---|---|
| September 30, 2022 | 49.76% |
| August 31, 2022 | 49.76% |
| July 31, 2022 | 49.76% |
| June 30, 2022 | 49.76% |
| May 31, 2022 | 49.76% |
| April 30, 2022 | 49.76% |
| March 31, 2022 | 49.76% |
| February 28, 2022 | 49.76% |
| January 31, 2022 | 49.76% |
| December 31, 2021 | 49.76% |
| November 30, 2021 | 49.76% |
| October 31, 2021 | 49.76% |
| September 30, 2021 | 49.76% |
| August 31, 2021 | 49.76% |
| July 31, 2021 | 49.76% |
| June 30, 2021 | 49.76% |
| May 31, 2021 | 49.76% |
| April 30, 2021 | 49.76% |
| March 31, 2021 | 49.76% |
| February 28, 2021 | 49.76% |
| January 31, 2021 | 49.76% |
| December 31, 2020 | 49.76% |
| November 30, 2020 | 49.76% |
| October 31, 2020 | 49.76% |
| September 30, 2020 | 49.76% |
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
34.20%
Minimum
Nov 2019
49.76%
Maximum
Sep 2020
48.57%
Average
49.76%
Median
Sep 2020
Max Drawdown (5Y) Benchmarks
| SB Financial Group Inc | 49.65% |
| CB Financial Services Inc | 50.76% |
| Bar Harbor Bankshares Inc | 54.34% |
| Evans Bancorp Inc | 55.08% |
| Park National Corp | 40.25% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.940 |
| Beta (5Y) | 0.5347 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.45% |
| Historical Sharpe Ratio (5Y) | 0.0666 |
| Historical Sortino (5Y) | 0.1233 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.96% |