First Internet Bancorp (INBK)
38.99
+2.97
(+8.25%)
USD |
NASDAQ |
Jul 26, 16:00
38.99
0.00 (0.00%)
After-Hours: 20:00
First Internet Bancorp Max Drawdown (5Y): 81.31% for June 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
June 30, 2024 | 81.31% |
May 31, 2024 | 81.31% |
April 30, 2024 | 81.31% |
March 31, 2024 | 81.31% |
February 29, 2024 | 81.31% |
January 31, 2024 | 81.31% |
December 31, 2023 | 81.31% |
November 30, 2023 | 81.31% |
October 31, 2023 | 81.31% |
September 30, 2023 | 81.31% |
August 31, 2023 | 81.31% |
July 31, 2023 | 81.31% |
June 30, 2023 | 81.31% |
May 31, 2023 | 81.31% |
April 30, 2023 | 71.84% |
March 31, 2023 | 69.51% |
February 28, 2023 | 69.51% |
January 31, 2023 | 69.51% |
December 31, 2022 | 69.51% |
November 30, 2022 | 69.51% |
October 31, 2022 | 69.51% |
September 30, 2022 | 69.51% |
August 31, 2022 | 69.51% |
July 31, 2022 | 69.51% |
June 30, 2022 | 69.51% |
Date | Value |
---|---|
May 31, 2022 | 69.51% |
April 30, 2022 | 69.51% |
March 31, 2022 | 69.51% |
February 28, 2022 | 69.51% |
January 31, 2022 | 69.51% |
December 31, 2021 | 69.51% |
November 30, 2021 | 69.51% |
October 31, 2021 | 69.51% |
September 30, 2021 | 69.51% |
August 31, 2021 | 69.51% |
July 31, 2021 | 69.51% |
June 30, 2021 | 69.51% |
May 31, 2021 | 69.51% |
April 30, 2021 | 69.51% |
March 31, 2021 | 69.51% |
February 28, 2021 | 69.51% |
January 31, 2021 | 69.51% |
December 31, 2020 | 69.51% |
November 30, 2020 | 69.51% |
October 31, 2020 | 69.51% |
September 30, 2020 | 69.51% |
August 31, 2020 | 69.51% |
July 31, 2020 | 69.51% |
June 30, 2020 | 69.51% |
May 31, 2020 | 69.51% |
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
56.23%
Minimum
Nov 2019
81.31%
Maximum
May 2023
70.60%
Average
69.51%
Median
Mar 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) | -5.192 |
Beta (5Y) | 0.6773 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 58.95% |
Historical Sharpe Ratio (5Y) | 0.0601 |
Historical Sortino (5Y) | 0.0961 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 27.37% |