Independent Bank Corp (INDB)
73.84
+1.70
(+2.36%)
USD |
NASDAQ |
Nov 22, 11:12
Independent Bank Max Drawdown (5Y): 52.59% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 52.59% |
| September 30, 2024 | 52.59% |
| August 31, 2024 | 52.59% |
| July 31, 2024 | 52.59% |
| June 30, 2024 | 52.59% |
| May 31, 2024 | 52.59% |
| April 30, 2024 | 52.59% |
| March 31, 2024 | 52.59% |
| February 29, 2024 | 52.59% |
| January 31, 2024 | 52.59% |
| December 31, 2023 | 52.59% |
| November 30, 2023 | 52.59% |
| October 31, 2023 | 52.59% |
| September 30, 2023 | 52.59% |
| August 31, 2023 | 52.59% |
| July 31, 2023 | 52.59% |
| June 30, 2023 | 52.59% |
| May 31, 2023 | 52.59% |
| April 30, 2023 | 42.91% |
| March 31, 2023 | 42.91% |
| February 28, 2023 | 42.91% |
| January 31, 2023 | 42.91% |
| December 31, 2022 | 42.91% |
| November 30, 2022 | 42.91% |
| October 31, 2022 | 42.91% |
| Date | Value |
|---|---|
| September 30, 2022 | 42.91% |
| August 31, 2022 | 42.91% |
| July 31, 2022 | 42.91% |
| June 30, 2022 | 42.91% |
| May 31, 2022 | 42.91% |
| April 30, 2022 | 42.91% |
| March 31, 2022 | 42.91% |
| February 28, 2022 | 42.91% |
| January 31, 2022 | 42.91% |
| December 31, 2021 | 42.91% |
| November 30, 2021 | 42.91% |
| October 31, 2021 | 42.91% |
| September 30, 2021 | 42.91% |
| August 31, 2021 | 42.91% |
| July 31, 2021 | 42.91% |
| June 30, 2021 | 42.91% |
| May 31, 2021 | 42.91% |
| April 30, 2021 | 42.91% |
| March 31, 2021 | 42.91% |
| February 28, 2021 | 42.91% |
| January 31, 2021 | 42.91% |
| December 31, 2020 | 42.91% |
| November 30, 2020 | 42.91% |
| October 31, 2020 | 42.91% |
| September 30, 2020 | 42.91% |
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
28.02%
Minimum
Nov 2019
52.59%
Maximum
May 2023
44.68%
Average
42.91%
Median
Sep 2020
Max Drawdown (5Y) Benchmarks
| Mercantile Bank Corp | 52.14% |
| Northfield Bancorp Inc | 54.30% |
| Citizens Financial Services Inc | 54.99% |
| Bar Harbor Bankshares Inc | 54.34% |
| Evans Bancorp Inc | 55.08% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -13.94 |
| Beta (5Y) | 0.7282 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.19% |
| Historical Sharpe Ratio (5Y) | -0.1188 |
| Historical Sortino (5Y) | -0.2173 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.35% |