Independent Bank Corp (INDB)

66.06 +0.56 (+0.86%) USD  |  NASDAQ  |  Dec 20, 16:00
65.98 -0.08 (-0.12%) After-Hours: 20:00
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Independent Bank Max Drawdown (5Y): 52.59% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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May '19
 
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Enterprise Bancorp Inc 49.76%
First Merchants Corp 53.02%
Mercantile Bank Corp 52.14%
Northfield Bancorp Inc 54.30%
Citizens Financial Services Inc 54.99%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -12.45
Beta (5Y) 0.7592
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 38.85%
Historical Sharpe Ratio (5Y) -0.0594
Historical Sortino (5Y) -0.1096
Monthly Value at Risk (VaR) 5% (5Y Lookback) 17.35%