Hamlin Bank and Trust Co (HMLN)
188.00
-7.00
(-3.59%)
USD |
OTCM |
Jun 28, 16:00
Hamlin Bank and Trust Max Drawdown (5Y): 42.61% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2024 | 42.61% |
| April 30, 2024 | 42.61% |
| March 31, 2024 | 42.61% |
| February 29, 2024 | 42.61% |
| January 31, 2024 | 42.61% |
| December 31, 2023 | 42.61% |
| November 30, 2023 | 42.61% |
| October 31, 2023 | 42.61% |
| September 30, 2023 | 42.61% |
| August 31, 2023 | 34.84% |
| July 31, 2023 | 34.84% |
| June 30, 2023 | 34.84% |
| May 31, 2023 | 34.84% |
| April 30, 2023 | 33.70% |
| March 31, 2023 | 33.70% |
| February 28, 2023 | 23.72% |
| January 31, 2023 | 23.72% |
| December 31, 2022 | 23.72% |
| November 30, 2022 | 23.72% |
| October 31, 2022 | 23.54% |
| September 30, 2022 | 23.54% |
| August 31, 2022 | 23.54% |
| July 31, 2022 | 23.54% |
| June 30, 2022 | 23.54% |
| May 31, 2022 | 23.54% |
| Date | Value |
|---|---|
| April 30, 2022 | 23.54% |
| March 31, 2022 | 23.54% |
| February 28, 2022 | 23.54% |
| January 31, 2022 | 23.54% |
| December 31, 2021 | 23.54% |
| November 30, 2021 | 23.54% |
| October 31, 2021 | 23.54% |
| September 30, 2021 | 23.54% |
| August 31, 2021 | 23.54% |
| July 31, 2021 | 23.54% |
| June 30, 2021 | 23.54% |
| May 31, 2021 | 23.54% |
| April 30, 2021 | 23.54% |
| March 31, 2021 | 23.54% |
| February 28, 2021 | 23.54% |
| January 31, 2021 | 23.54% |
| December 31, 2020 | 23.54% |
| November 30, 2020 | 23.54% |
| October 31, 2020 | 23.54% |
| September 30, 2020 | 23.54% |
| August 31, 2020 | 23.54% |
| July 31, 2020 | 23.54% |
| June 30, 2020 | 23.54% |
| May 31, 2020 | 21.88% |
| April 30, 2020 | 21.88% |
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
21.52%
Minimum
Jun 2019
42.61%
Maximum
Sep 2023
27.14%
Average
23.54%
Median
Jun 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) | -3.733 |
| Beta (5Y) | -0.1053 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.00% |
| Historical Sharpe Ratio (5Y) | -0.2465 |
| Historical Sortino (5Y) | -0.3482 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.26% |