German American Bancorp Inc (GABC)
37.69
-0.54
(-1.41%)
USD |
NASDAQ |
Mar 28, 16:00
37.68
-0.01
(-0.03%)
After-Hours: 20:00
German American Bancorp Max Drawdown (5Y): 45.45% for Feb. 28, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
| BancFirst Corp | 57.10% |
| City Holding Co | 32.25% |
| First Financial Bankshares Inc | 55.96% |
| Lakeland Financial Corp | 47.35% |
| NBT Bancorp Inc | 37.88% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.312 |
| Beta (5Y) | 0.6042 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.47% |
| Historical Sharpe Ratio (5Y) | 0.2224 |
| Historical Sortino (5Y) | 0.4473 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.86% |