Isabella Bank Corp (ISBA)
18.01
-0.14
(-0.77%)
USD |
OTCM |
Apr 30, 16:00
Isabella Bank Max Drawdown (5Y): 40.65% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 40.65% |
March 31, 2024 | 40.65% |
February 29, 2024 | 40.65% |
January 31, 2024 | 40.65% |
December 31, 2023 | 40.65% |
November 30, 2023 | 40.65% |
October 31, 2023 | 40.65% |
September 30, 2023 | 40.65% |
August 31, 2023 | 40.65% |
July 31, 2023 | 40.65% |
June 30, 2023 | 40.65% |
May 31, 2023 | 40.65% |
April 30, 2023 | 40.65% |
March 31, 2023 | 40.65% |
February 28, 2023 | 40.65% |
January 31, 2023 | 40.65% |
December 31, 2022 | 40.65% |
November 30, 2022 | 40.65% |
October 31, 2022 | 40.65% |
September 30, 2022 | 40.65% |
August 31, 2022 | 40.65% |
July 31, 2022 | 40.65% |
June 30, 2022 | 40.65% |
May 31, 2022 | 40.65% |
April 30, 2022 | 40.65% |
Date | Value |
---|---|
March 31, 2022 | 40.65% |
February 28, 2022 | 40.65% |
January 31, 2022 | 40.65% |
December 31, 2021 | 40.65% |
November 30, 2021 | 40.65% |
October 31, 2021 | 40.65% |
September 30, 2021 | 40.65% |
August 31, 2021 | 40.65% |
July 31, 2021 | 40.65% |
June 30, 2021 | 40.65% |
May 31, 2021 | 40.65% |
April 30, 2021 | 40.65% |
March 31, 2021 | 40.65% |
February 28, 2021 | 40.65% |
January 31, 2021 | 40.65% |
December 31, 2020 | 40.65% |
November 30, 2020 | 40.65% |
October 31, 2020 | 40.65% |
September 30, 2020 | 40.65% |
August 31, 2020 | 40.65% |
July 31, 2020 | 40.65% |
June 30, 2020 | 40.65% |
May 31, 2020 | 40.65% |
April 30, 2020 | 40.65% |
March 31, 2020 | 37.83% |
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
20.37%
Minimum
May 2019
40.65%
Maximum
Apr 2020
37.23%
Average
40.65%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Bar Harbor Bankshares Inc | 54.34% |
Evans Bancorp Inc | 55.08% |
Park National Corp | 40.25% |
Tompkins Financial Corp | 47.80% |
Blue Ridge Bankshares Inc | 88.27% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -4.253 |
Beta (5Y) | 0.2676 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.61% |
Historical Sharpe Ratio (5Y) | -0.0562 |
Historical Sortino (5Y) | -0.0721 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.74% |