IF Bancorp Inc (IROQ)

23.44 +1.40 (+6.35%) USD  |  NASDAQ  |  Dec 20, 16:00
23.13 -0.31 (-1.32%) Pre-Market: 20:00
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IF Bancorp Max Drawdown (5Y): 47.44% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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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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American Express Co 49.64%
Credit Acceptance Corp 56.93%
Consumer Portfolio Services Inc 85.06%
CPI Card Group Inc 99.04%
Sezzle Inc --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -8.282
Beta (5Y) 0.5072
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 26.03%
Historical Sharpe Ratio (5Y) -0.0579
Historical Sortino (5Y) -0.0846
Monthly Value at Risk (VaR) 5% (5Y Lookback) 10.32%