Glen Burnie Bancorp (GLBZ)
5.962
-0.20
(-3.21%)
USD |
NASDAQ |
Nov 13, 16:00
Glen Burnie Bancorp Max Drawdown (5Y): 69.84% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 69.84% |
| September 30, 2024 | 69.84% |
| August 31, 2024 | 69.84% |
| July 31, 2024 | 69.84% |
| June 30, 2024 | 69.84% |
| May 31, 2024 | 67.24% |
| April 30, 2024 | 61.43% |
| March 31, 2024 | 61.43% |
| February 29, 2024 | 61.43% |
| January 31, 2024 | 61.43% |
| December 31, 2023 | 61.43% |
| November 30, 2023 | 61.43% |
| October 31, 2023 | 59.11% |
| September 30, 2023 | 51.72% |
| August 31, 2023 | 47.47% |
| July 31, 2023 | 47.47% |
| June 30, 2023 | 47.47% |
| May 31, 2023 | 47.47% |
| April 30, 2023 | 47.47% |
| March 31, 2023 | 46.58% |
| February 28, 2023 | 42.68% |
| January 31, 2023 | 42.68% |
| December 31, 2022 | 42.68% |
| November 30, 2022 | 42.68% |
| October 31, 2022 | 42.68% |
| Date | Value |
|---|---|
| September 30, 2022 | 42.68% |
| August 31, 2022 | 42.68% |
| July 31, 2022 | 42.68% |
| June 30, 2022 | 42.68% |
| May 31, 2022 | 42.68% |
| April 30, 2022 | 42.68% |
| March 31, 2022 | 42.68% |
| February 28, 2022 | 42.68% |
| January 31, 2022 | 42.68% |
| December 31, 2021 | 42.68% |
| November 30, 2021 | 42.68% |
| October 31, 2021 | 42.68% |
| September 30, 2021 | 42.68% |
| August 31, 2021 | 42.68% |
| July 31, 2021 | 42.68% |
| June 30, 2021 | 42.68% |
| May 31, 2021 | 42.68% |
| April 30, 2021 | 42.68% |
| March 31, 2021 | 42.68% |
| February 28, 2021 | 42.68% |
| January 31, 2021 | 42.68% |
| December 31, 2020 | 42.68% |
| November 30, 2020 | 42.68% |
| October 31, 2020 | 42.68% |
| September 30, 2020 | 42.68% |
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
33.10%
Minimum
Nov 2019
69.84%
Maximum
Jun 2024
47.48%
Average
42.68%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Bar Harbor Bankshares Inc | 54.34% |
| Evans Bancorp Inc | 55.08% |
| Park National Corp | 40.25% |
| Tompkins Financial Corp | 47.80% |
| Blue Ridge Bankshares Inc | 88.27% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -17.90 |
| Beta (5Y) | 0.6212 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.05% |
| Historical Sharpe Ratio (5Y) | -0.2902 |
| Historical Sortino (5Y) | -0.4691 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.74% |