Guaranty Bancshares Inc (GNTY)
33.53
+0.93
(+2.85%)
USD |
NYSE |
Nov 05, 16:00
33.53
0.00 (0.00%)
After-Hours: 16:23
Guaranty Bancshares Max Drawdown (5Y): 44.54% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 44.54% |
| August 31, 2024 | 44.54% |
| July 31, 2024 | 44.54% |
| June 30, 2024 | 44.54% |
| May 31, 2024 | 44.54% |
| April 30, 2024 | 44.54% |
| March 31, 2024 | 44.54% |
| February 29, 2024 | 44.54% |
| January 31, 2024 | 44.54% |
| December 31, 2023 | 44.54% |
| November 30, 2023 | 44.54% |
| October 31, 2023 | 44.54% |
| September 30, 2023 | 44.54% |
| August 31, 2023 | 44.54% |
| July 31, 2023 | 44.54% |
| June 30, 2023 | 44.54% |
| May 31, 2023 | 44.54% |
| April 30, 2023 | 43.03% |
| March 31, 2023 | 38.73% |
| February 28, 2023 | 38.73% |
| January 31, 2023 | 38.73% |
| December 31, 2022 | 38.73% |
| November 30, 2022 | 38.73% |
| October 31, 2022 | 38.73% |
| September 30, 2022 | 38.73% |
| Date | Value |
|---|---|
| August 31, 2022 | 38.73% |
| July 31, 2022 | 38.73% |
| June 30, 2022 | 38.73% |
| May 31, 2022 | 38.73% |
| April 30, 2022 | 38.73% |
| March 31, 2022 | 38.73% |
| February 28, 2022 | 38.73% |
| January 31, 2022 | 38.73% |
| December 31, 2021 | 38.73% |
| November 30, 2021 | 38.73% |
| October 31, 2021 | 38.73% |
| September 30, 2021 | 38.73% |
| August 31, 2021 | 38.73% |
| July 31, 2021 | 38.73% |
| June 30, 2021 | 38.73% |
| May 31, 2021 | 38.73% |
| April 30, 2021 | 38.73% |
| March 31, 2021 | 38.73% |
| February 28, 2021 | 38.73% |
| January 31, 2021 | 38.73% |
| December 31, 2020 | 38.73% |
| November 30, 2020 | 38.73% |
| October 31, 2020 | 38.73% |
| September 30, 2020 | 38.73% |
| August 31, 2020 | 38.73% |
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
23.79%
Minimum
Nov 2019
44.54%
Maximum
May 2023
39.47%
Average
38.73%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| First Financial Bankshares Inc | 55.96% |
| Banc of California Inc | 69.80% |
| Bar Harbor Bankshares Inc | 54.34% |
| Evans Bancorp Inc | 55.08% |
| Park National Corp | 40.25% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.865 |
| Beta (5Y) | 0.5731 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.50% |
| Historical Sharpe Ratio (5Y) | 0.1743 |
| Historical Sortino (5Y) | 0.2795 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.37% |