Independent Bank Corp (INDB)
64.70
-0.45
(-0.69%)
USD |
NASDAQ |
Mar 27, 16:00
64.68
-0.02
(-0.03%)
After-Hours: 20:00
Independent Bank Max Drawdown (5Y): 52.59% for Feb. 28, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
| Regions Financial Corp | 60.72% |
| Enterprise Bancorp Inc | 49.77% |
| First Financial Bancorp | 63.48% |
| Bank OZK | 70.41% |
| Pinnacle Financial Partners Inc | 57.42% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -9.971 |
| Beta (5Y) | 0.7679 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.66% |
| Historical Sharpe Ratio (5Y) | 0.0269 |
| Historical Sortino (5Y) | 0.051 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.66% |