M & F Bancorp Inc (MFBP)
14.77
+0.10
(+0.68%)
USD |
OTCM |
Jun 28, 16:00
M & F Bancorp Max Drawdown (5Y): 62.03% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 62.03% |
April 30, 2024 | 62.50% |
March 31, 2024 | 65.67% |
February 29, 2024 | 65.67% |
January 31, 2024 | 65.67% |
December 31, 2023 | 65.67% |
November 30, 2023 | 65.67% |
October 31, 2023 | 65.67% |
September 30, 2023 | 66.65% |
August 31, 2023 | 66.65% |
July 31, 2023 | 66.67% |
June 30, 2023 | 66.67% |
May 31, 2023 | 66.67% |
April 30, 2023 | 66.67% |
March 31, 2023 | 66.67% |
February 28, 2023 | 66.67% |
January 31, 2023 | 66.67% |
December 31, 2022 | 66.67% |
November 30, 2022 | 66.67% |
October 31, 2022 | 66.67% |
September 30, 2022 | 66.67% |
August 31, 2022 | 66.67% |
July 31, 2022 | 66.67% |
June 30, 2022 | 66.67% |
May 31, 2022 | 66.67% |
Date | Value |
---|---|
April 30, 2022 | 66.67% |
March 31, 2022 | 66.67% |
February 28, 2022 | 66.67% |
January 31, 2022 | 66.67% |
December 31, 2021 | 66.67% |
November 30, 2021 | 66.67% |
October 31, 2021 | 66.67% |
September 30, 2021 | 66.67% |
August 31, 2021 | 66.67% |
July 31, 2021 | 66.67% |
June 30, 2021 | 66.67% |
May 31, 2021 | 66.67% |
April 30, 2021 | 66.67% |
March 31, 2021 | 66.67% |
February 28, 2021 | 66.67% |
January 31, 2021 | 66.67% |
December 31, 2020 | 66.67% |
November 30, 2020 | 66.67% |
October 31, 2020 | 66.67% |
September 30, 2020 | 66.67% |
August 31, 2020 | 66.67% |
July 31, 2020 | 66.67% |
June 30, 2020 | 66.67% |
May 31, 2020 | 66.67% |
April 30, 2020 | 66.67% |
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
62.03%
Minimum
May 2024
66.67%
Maximum
Jun 2019
66.42%
Average
66.67%
Median
Jun 2019
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) | 41.97 |
Beta (5Y) | -0.1538 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 49.64% |
Historical Sharpe Ratio (5Y) | 0.803 |
Historical Sortino (5Y) | 2.115 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.89% |