Glacier Bancorp Inc (GBCI)
37.12
-0.28
(-0.75%)
USD |
NYSE |
Apr 26, 16:00
37.14
+0.02
(+0.07%)
Pre-Market: 20:00
Glacier Bancorp Max Drawdown (5Y): 56.50% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 56.50% |
February 29, 2024 | 56.50% |
January 31, 2024 | 56.50% |
December 31, 2023 | 56.50% |
November 30, 2023 | 56.50% |
October 31, 2023 | 56.50% |
September 30, 2023 | 56.50% |
August 31, 2023 | 56.50% |
July 31, 2023 | 56.50% |
June 30, 2023 | 56.50% |
May 31, 2023 | 56.50% |
April 30, 2023 | 47.86% |
March 31, 2023 | 42.08% |
February 28, 2023 | 42.08% |
January 31, 2023 | 42.08% |
December 31, 2022 | 42.08% |
November 30, 2022 | 42.08% |
October 31, 2022 | 42.08% |
September 30, 2022 | 42.08% |
August 31, 2022 | 42.08% |
July 31, 2022 | 42.08% |
June 30, 2022 | 42.08% |
May 31, 2022 | 42.08% |
April 30, 2022 | 42.08% |
March 31, 2022 | 42.08% |
Date | Value |
---|---|
February 28, 2022 | 42.08% |
January 31, 2022 | 42.08% |
December 31, 2021 | 42.08% |
November 30, 2021 | 42.08% |
October 31, 2021 | 42.08% |
September 30, 2021 | 42.08% |
August 31, 2021 | 42.08% |
July 31, 2021 | 42.08% |
June 30, 2021 | 42.08% |
May 31, 2021 | 42.08% |
April 30, 2021 | 42.08% |
March 31, 2021 | 42.08% |
February 28, 2021 | 42.08% |
January 31, 2021 | 42.08% |
December 31, 2020 | 42.08% |
November 30, 2020 | 42.08% |
October 31, 2020 | 42.08% |
September 30, 2020 | 42.08% |
August 31, 2020 | 42.08% |
July 31, 2020 | 42.08% |
June 30, 2020 | 42.08% |
May 31, 2020 | 42.08% |
April 30, 2020 | 42.08% |
March 31, 2020 | 42.08% |
February 29, 2020 | 23.82% |
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
23.82%
Minimum
Nov 2019
56.50%
Maximum
May 2023
41.63%
Average
42.08%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Heartland Financial USA Inc | 56.32% |
Banner Corp | 56.45% |
CVB Financial Corp | 61.73% |
International Bancshares Corp | 63.38% |
Independent Bank Corp | 52.59% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -9.178 |
Beta (5Y) | 0.8014 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.61% |
Historical Sharpe Ratio (5Y) | 0.036 |
Historical Sortino (5Y) | 0.0559 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.62% |