Evans Bancorp Inc (EVBN)

44.07 +1.00 (+2.32%) USD  |  NYAM  |  Dec 20, 16:00
44.09 +0.02 (+0.05%) Pre-Market: 20:00
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Evans Bancorp Max Drawdown (5Y): 55.08% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
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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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NBT Bancorp Inc 37.88%
Sterling Bancorp Inc 81.76%
Bar Harbor Bankshares Inc 54.34%
Park National Corp 40.25%
Tompkins Financial Corp 47.80%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -9.009
Beta (5Y) 0.9225
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 32.00%
Historical Sharpe Ratio (5Y) 0.1035
Historical Sortino (5Y) 0.121
Monthly Value at Risk (VaR) 5% (5Y Lookback) 13.11%