Metropolitan Bank Holding Corp (MCB)
42.24
-0.45
(-1.05%)
USD |
NYSE |
Apr 24, 16:00
42.24
0.00 (0.00%)
After-Hours: 19:51
Metropolitan Bank Max Drawdown (5Y): 82.30% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 82.30% |
February 29, 2024 | 82.30% |
January 31, 2024 | 82.30% |
December 31, 2023 | 82.30% |
November 30, 2023 | 82.30% |
October 31, 2023 | 82.30% |
September 30, 2023 | 82.30% |
August 31, 2023 | 82.30% |
July 31, 2023 | 82.30% |
June 30, 2023 | 82.30% |
May 31, 2023 | 82.30% |
April 30, 2023 | 78.08% |
March 31, 2023 | 78.08% |
February 28, 2023 | 67.58% |
January 31, 2023 | 67.58% |
December 31, 2022 | 67.58% |
November 30, 2022 | 67.58% |
October 31, 2022 | 67.58% |
September 30, 2022 | 67.58% |
August 31, 2022 | 67.58% |
July 31, 2022 | 67.58% |
June 30, 2022 | 67.58% |
May 31, 2022 | 67.58% |
April 30, 2022 | 67.58% |
March 31, 2022 | 67.58% |
Date | Value |
---|---|
February 28, 2022 | 67.58% |
January 31, 2022 | 67.58% |
December 31, 2021 | 67.58% |
November 30, 2021 | 67.58% |
October 31, 2021 | 67.58% |
September 30, 2021 | 67.58% |
August 31, 2021 | 67.58% |
July 31, 2021 | 67.58% |
June 30, 2021 | 67.58% |
May 31, 2021 | 67.58% |
April 30, 2021 | 67.58% |
March 31, 2021 | 67.58% |
February 28, 2021 | 67.58% |
January 31, 2021 | 67.58% |
December 31, 2020 | 67.58% |
November 30, 2020 | 67.58% |
October 31, 2020 | 67.58% |
September 30, 2020 | 67.58% |
August 31, 2020 | 67.58% |
July 31, 2020 | 67.58% |
June 30, 2020 | 67.58% |
May 31, 2020 | 67.58% |
April 30, 2020 | 67.58% |
March 31, 2020 | 67.58% |
February 29, 2020 | 45.11% |
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
45.11%
Minimum
Apr 2019
82.30%
Maximum
May 2023
66.51%
Average
67.58%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Bank OZK | 70.41% |
KeyCorp | 65.22% |
PNC Financial Services Group Inc | 49.58% |
Zions Bancorp NA | 72.22% |
First Internet Bancorp | 81.31% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -15.38 |
Beta (5Y) | 1.182 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 58.26% |
Historical Sharpe Ratio (5Y) | 0.0009 |
Historical Sortino (5Y) | 0.0013 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.44% |