International Bancshares Corp (IBOC)
60.01
+0.15
(+0.25%)
USD |
NASDAQ |
May 08, 16:00
60.01
0.00 (0.00%)
After-Hours: 20:00
International Bancshares Max Drawdown (5Y): 63.38% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 63.38% |
March 31, 2024 | 63.38% |
February 29, 2024 | 63.38% |
January 31, 2024 | 63.38% |
December 31, 2023 | 63.38% |
November 30, 2023 | 63.38% |
October 31, 2023 | 63.38% |
September 30, 2023 | 63.38% |
August 31, 2023 | 63.38% |
July 31, 2023 | 63.38% |
June 30, 2023 | 63.38% |
May 31, 2023 | 63.38% |
April 30, 2023 | 63.38% |
March 31, 2023 | 63.38% |
February 28, 2023 | 63.38% |
January 31, 2023 | 63.38% |
December 31, 2022 | 63.38% |
November 30, 2022 | 63.38% |
October 31, 2022 | 63.38% |
September 30, 2022 | 63.38% |
August 31, 2022 | 63.38% |
July 31, 2022 | 63.38% |
June 30, 2022 | 63.38% |
May 31, 2022 | 63.38% |
April 30, 2022 | 63.38% |
Date | Value |
---|---|
March 31, 2022 | 63.38% |
February 28, 2022 | 63.38% |
January 31, 2022 | 63.38% |
December 31, 2021 | 63.38% |
November 30, 2021 | 63.38% |
October 31, 2021 | 63.38% |
September 30, 2021 | 63.38% |
August 31, 2021 | 63.38% |
July 31, 2021 | 63.38% |
June 30, 2021 | 63.38% |
May 31, 2021 | 63.38% |
April 30, 2021 | 63.38% |
March 31, 2021 | 63.38% |
February 28, 2021 | 63.38% |
January 31, 2021 | 63.38% |
December 31, 2020 | 63.38% |
November 30, 2020 | 63.38% |
October 31, 2020 | 63.38% |
September 30, 2020 | 63.38% |
August 31, 2020 | 63.38% |
July 31, 2020 | 63.38% |
June 30, 2020 | 63.38% |
May 31, 2020 | 63.38% |
April 30, 2020 | 63.38% |
March 31, 2020 | 63.38% |
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
31.02%
Minimum
May 2019
63.38%
Maximum
Mar 2020
57.98%
Average
63.38%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Banner Corp | 56.45% |
CVB Financial Corp | 61.73% |
Independent Bank Corp | 52.59% |
Bank OZK | 70.41% |
Simmons First National Corp | 74.32% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -3.055 |
Beta (5Y) | 0.9211 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.00% |
Historical Sharpe Ratio (5Y) | 0.2121 |
Historical Sortino (5Y) | 0.2858 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.78% |