Eagle Bancorp Inc (EGBN)
25.74
+0.23
(+0.90%)
USD |
NASDAQ |
Nov 05, 11:31
Eagle Bancorp Max Drawdown (5Y): 71.97% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 71.97% |
| September 30, 2024 | 71.97% |
| August 31, 2024 | 71.97% |
| July 31, 2024 | 71.97% |
| June 30, 2024 | 71.97% |
| May 31, 2024 | 71.97% |
| April 30, 2024 | 71.97% |
| March 31, 2024 | 71.97% |
| February 29, 2024 | 71.97% |
| January 31, 2024 | 71.97% |
| December 31, 2023 | 71.97% |
| November 30, 2023 | 71.97% |
| October 31, 2023 | 71.97% |
| September 30, 2023 | 71.97% |
| August 31, 2023 | 71.97% |
| July 31, 2023 | 71.97% |
| June 30, 2023 | 71.97% |
| May 31, 2023 | 71.97% |
| April 30, 2023 | 62.88% |
| March 31, 2023 | 62.88% |
| February 28, 2023 | 62.88% |
| January 31, 2023 | 62.88% |
| December 31, 2022 | 62.88% |
| November 30, 2022 | 62.88% |
| October 31, 2022 | 62.88% |
| Date | Value |
|---|---|
| September 30, 2022 | 62.88% |
| August 31, 2022 | 62.88% |
| July 31, 2022 | 62.88% |
| June 30, 2022 | 62.88% |
| May 31, 2022 | 62.88% |
| April 30, 2022 | 62.88% |
| March 31, 2022 | 62.88% |
| February 28, 2022 | 62.88% |
| January 31, 2022 | 62.88% |
| December 31, 2021 | 62.88% |
| November 30, 2021 | 62.88% |
| October 31, 2021 | 62.88% |
| September 30, 2021 | 62.88% |
| August 31, 2021 | 62.88% |
| July 31, 2021 | 62.88% |
| June 30, 2021 | 62.88% |
| May 31, 2021 | 62.88% |
| April 30, 2021 | 62.88% |
| March 31, 2021 | 62.88% |
| February 28, 2021 | 62.88% |
| January 31, 2021 | 62.88% |
| December 31, 2020 | 62.88% |
| November 30, 2020 | 62.88% |
| October 31, 2020 | 62.88% |
| September 30, 2020 | 62.88% |
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
44.69%
Minimum
Nov 2019
71.97%
Maximum
May 2023
64.40%
Average
62.88%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Cathay General Bancorp | 55.69% |
| East West Bancorp Inc | 67.67% |
| First Citizens BancShares Inc | 47.49% |
| Flushing Financial Corp | 67.05% |
| Fulton Financial Corp | 49.38% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -22.52 |
| Beta (5Y) | 1.065 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 45.69% |
| Historical Sharpe Ratio (5Y) | -0.1921 |
| Historical Sortino (5Y) | -0.2911 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.11% |