Grand River Commerce Inc (GNRV)
2.87
0.00 (0.00%)
USD |
OTCM |
May 03, 16:00
Grand River Commerce Max Drawdown (5Y): 65.81% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 65.81% |
March 31, 2024 | 65.81% |
February 29, 2024 | 62.04% |
January 31, 2024 | 61.15% |
December 31, 2023 | 60.19% |
November 30, 2023 | 60.19% |
October 31, 2023 | 60.19% |
September 30, 2023 | 60.19% |
August 31, 2023 | 60.19% |
July 31, 2023 | 52.23% |
June 30, 2023 | 51.34% |
May 31, 2023 | 46.88% |
April 30, 2023 | 46.88% |
March 31, 2023 | 46.88% |
February 28, 2023 | 46.88% |
January 31, 2023 | 46.88% |
December 31, 2022 | 46.88% |
November 30, 2022 | 46.88% |
October 31, 2022 | 46.88% |
September 30, 2022 | 46.88% |
August 31, 2022 | 46.88% |
July 31, 2022 | 46.88% |
June 30, 2022 | 46.88% |
May 31, 2022 | 46.88% |
April 30, 2022 | 46.88% |
Date | Value |
---|---|
March 31, 2022 | 46.88% |
February 28, 2022 | 46.88% |
January 31, 2022 | 46.88% |
December 31, 2021 | 51.84% |
November 30, 2021 | 51.84% |
October 31, 2021 | 51.84% |
September 30, 2021 | 57.55% |
August 31, 2021 | 59.59% |
July 31, 2021 | 59.59% |
June 30, 2021 | 59.59% |
May 31, 2021 | 59.59% |
April 30, 2021 | 59.59% |
March 31, 2021 | 59.59% |
February 28, 2021 | 61.22% |
January 31, 2021 | 61.22% |
December 31, 2020 | 61.22% |
November 30, 2020 | 61.22% |
October 31, 2020 | 61.22% |
September 30, 2020 | 61.22% |
August 31, 2020 | 61.22% |
July 31, 2020 | 61.22% |
June 30, 2020 | 61.22% |
May 31, 2020 | 61.22% |
April 30, 2020 | 61.22% |
March 31, 2020 | 61.22% |
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
46.88%
Minimum
Jan 2022
65.81%
Maximum
Mar 2024
56.69%
Average
60.19%
Median
Aug 2023
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) | -24.61 |
Beta (5Y) | 0.3885 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.92% |
Historical Sharpe Ratio (5Y) | -0.7822 |
Historical Sortino (5Y) | -1.152 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.37% |