Merchants Bancorp (MBIN)
45.87
+2.85
(+6.62%)
USD |
NASDAQ |
May 03, 16:00
45.94
+0.06
(+0.14%)
After-Hours: 20:00
Merchants Bancorp Max Drawdown (5Y): 53.74% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 53.74% |
March 31, 2024 | 53.74% |
February 29, 2024 | 53.74% |
January 31, 2024 | 53.74% |
December 31, 2023 | 53.74% |
November 30, 2023 | 53.74% |
October 31, 2023 | 53.74% |
September 30, 2023 | 53.74% |
August 31, 2023 | 53.74% |
July 31, 2023 | 53.74% |
June 30, 2023 | 53.74% |
May 31, 2023 | 53.74% |
April 30, 2023 | 53.74% |
March 31, 2023 | 53.74% |
February 28, 2023 | 53.74% |
January 31, 2023 | 53.74% |
December 31, 2022 | 53.74% |
November 30, 2022 | 53.74% |
October 31, 2022 | 53.74% |
September 30, 2022 | 53.74% |
August 31, 2022 | 53.74% |
July 31, 2022 | 53.74% |
June 30, 2022 | 53.74% |
May 31, 2022 | 53.74% |
April 30, 2022 | 53.74% |
Date | Value |
---|---|
March 31, 2022 | 53.74% |
February 28, 2022 | 53.74% |
January 31, 2022 | 53.74% |
December 31, 2021 | 53.74% |
November 30, 2021 | 53.74% |
October 31, 2021 | 53.74% |
September 30, 2021 | 53.74% |
August 31, 2021 | 53.74% |
July 31, 2021 | 53.74% |
June 30, 2021 | 53.74% |
May 31, 2021 | 53.74% |
April 30, 2021 | 53.74% |
March 31, 2021 | 53.74% |
February 28, 2021 | 53.74% |
January 31, 2021 | 53.74% |
December 31, 2020 | 53.74% |
November 30, 2020 | 53.74% |
October 31, 2020 | 53.74% |
September 30, 2020 | 53.74% |
August 31, 2020 | 53.74% |
July 31, 2020 | 53.74% |
June 30, 2020 | 53.74% |
May 31, 2020 | 53.74% |
April 30, 2020 | 53.74% |
March 31, 2020 | 53.02% |
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
37.18%
Minimum
May 2019
53.74%
Maximum
Apr 2020
52.34%
Average
53.74%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Bank OZK | 70.41% |
Valley National Bancorp | 53.93% |
Bar Harbor Bankshares Inc | 54.34% |
Evans Bancorp Inc | 55.08% |
Park National Corp | 40.25% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 6.512 |
Beta (5Y) | 1.174 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.02% |
Historical Sharpe Ratio (5Y) | 0.5152 |
Historical Sortino (5Y) | 1.000 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.64% |