Independent Bank Corp (INDB)
52.73
+0.38
(+0.73%)
USD |
NASDAQ |
Apr 26, 16:00
52.73
0.00 (0.00%)
After-Hours: 20:00
Independent Bank Max Drawdown (5Y): 52.59% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 41.43% |
July 31, 2020 | 41.43% |
June 30, 2020 | 41.43% |
May 31, 2020 | 41.43% |
April 30, 2020 | 41.43% |
March 31, 2020 | 41.43% |
February 29, 2020 | 28.02% |
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
26.92%
Minimum
Apr 2019
52.59%
Maximum
May 2023
41.74%
Average
42.91%
Median
Sep 2020
Max Drawdown (5Y) Benchmarks
Banner Corp | 56.45% |
CVB Financial Corp | 61.73% |
International Bancshares Corp | 63.38% |
Bank OZK | 70.41% |
Peapack Gladstone Financial Corp | 65.20% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -18.63 |
Beta (5Y) | 0.8341 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.12% |
Historical Sharpe Ratio (5Y) | -0.2087 |
Historical Sortino (5Y) | -0.3675 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.35% |