Independent Bank Group Inc (IBTX)
40.54
-1.34
(-3.19%)
USD |
NASDAQ |
Apr 23, 16:00
40.55
+0.02
(+0.04%)
After-Hours: 20:00
Independent Bank Group Max Drawdown (5Y): 72.94% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 72.94% |
February 29, 2024 | 72.94% |
January 31, 2024 | 72.94% |
December 31, 2023 | 72.94% |
November 30, 2023 | 72.94% |
October 31, 2023 | 72.94% |
September 30, 2023 | 72.94% |
August 31, 2023 | 72.94% |
July 31, 2023 | 72.94% |
June 30, 2023 | 72.94% |
May 31, 2023 | 72.94% |
April 30, 2023 | 72.94% |
March 31, 2023 | 72.94% |
February 28, 2023 | 72.94% |
January 31, 2023 | 72.94% |
December 31, 2022 | 72.94% |
November 30, 2022 | 72.94% |
October 31, 2022 | 72.94% |
September 30, 2022 | 72.94% |
August 31, 2022 | 72.94% |
July 31, 2022 | 72.94% |
June 30, 2022 | 72.94% |
May 31, 2022 | 72.94% |
April 30, 2022 | 72.94% |
March 31, 2022 | 72.94% |
Date | Value |
---|---|
February 28, 2022 | 72.94% |
January 31, 2022 | 72.94% |
December 31, 2021 | 72.94% |
November 30, 2021 | 72.94% |
October 31, 2021 | 72.94% |
September 30, 2021 | 72.94% |
August 31, 2021 | 72.94% |
July 31, 2021 | 72.94% |
June 30, 2021 | 72.94% |
May 31, 2021 | 72.94% |
April 30, 2021 | 72.94% |
March 31, 2021 | 72.94% |
February 28, 2021 | 72.94% |
January 31, 2021 | 72.94% |
December 31, 2020 | 72.94% |
November 30, 2020 | 72.94% |
October 31, 2020 | 72.94% |
September 30, 2020 | 72.94% |
August 31, 2020 | 72.94% |
July 31, 2020 | 72.94% |
June 30, 2020 | 72.94% |
May 31, 2020 | 72.94% |
April 30, 2020 | 72.94% |
March 31, 2020 | 72.94% |
February 29, 2020 | 57.38% |
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
57.38%
Minimum
Apr 2019
72.94%
Maximum
Mar 2020
70.09%
Average
72.94%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Banner Corp | 56.45% |
CVB Financial Corp | 61.73% |
International Bancshares Corp | 63.38% |
Independent Bank Corp | 52.59% |
Bank OZK | 70.41% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -19.31 |
Beta (5Y) | 1.335 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 46.43% |
Historical Sharpe Ratio (5Y) | -0.0405 |
Historical Sortino (5Y) | -0.0542 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.24% |