Great Southern Bancorp Inc (GSBC)
52.27
+0.87
(+1.69%)
USD |
NASDAQ |
May 01, 16:00
52.22
-0.04
(-0.09%)
After-Hours: 20:00
Great Southern Bancorp Max Drawdown (5Y): 45.86% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 45.86% |
March 31, 2024 | 45.86% |
February 29, 2024 | 45.86% |
January 31, 2024 | 45.86% |
December 31, 2023 | 45.86% |
November 30, 2023 | 45.86% |
October 31, 2023 | 45.86% |
September 30, 2023 | 45.86% |
August 31, 2023 | 45.86% |
July 31, 2023 | 45.86% |
June 30, 2023 | 45.86% |
May 31, 2023 | 45.86% |
April 30, 2023 | 45.86% |
March 31, 2023 | 45.86% |
February 28, 2023 | 45.86% |
January 31, 2023 | 45.86% |
December 31, 2022 | 45.86% |
November 30, 2022 | 45.86% |
October 31, 2022 | 45.86% |
September 30, 2022 | 45.86% |
August 31, 2022 | 45.86% |
July 31, 2022 | 45.86% |
June 30, 2022 | 45.86% |
May 31, 2022 | 45.86% |
April 30, 2022 | 45.86% |
Date | Value |
---|---|
March 31, 2022 | 45.86% |
February 28, 2022 | 45.86% |
January 31, 2022 | 45.86% |
December 31, 2021 | 45.86% |
November 30, 2021 | 45.86% |
October 31, 2021 | 45.86% |
September 30, 2021 | 45.86% |
August 31, 2021 | 45.86% |
July 31, 2021 | 45.86% |
June 30, 2021 | 45.86% |
May 31, 2021 | 45.86% |
April 30, 2021 | 45.86% |
March 31, 2021 | 45.86% |
February 28, 2021 | 45.86% |
January 31, 2021 | 45.86% |
December 31, 2020 | 45.86% |
November 30, 2020 | 45.86% |
October 31, 2020 | 45.86% |
September 30, 2020 | 45.86% |
August 31, 2020 | 45.86% |
July 31, 2020 | 45.86% |
June 30, 2020 | 45.86% |
May 31, 2020 | 45.86% |
April 30, 2020 | 45.86% |
March 31, 2020 | 45.86% |
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
32.57%
Minimum
May 2019
45.86%
Maximum
Mar 2020
43.65%
Average
45.86%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Flushing Financial Corp | 67.05% |
Bar Harbor Bankshares Inc | 54.34% |
Evans Bancorp Inc | 55.08% |
Park National Corp | 40.25% |
Tompkins Financial Corp | 47.80% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -8.547 |
Beta (5Y) | 0.6505 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.55% |
Historical Sharpe Ratio (5Y) | -0.0508 |
Historical Sortino (5Y) | -0.0628 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.18% |