Magyar Bancorp Inc (MGYR)
10.95
-0.20
(-1.79%)
USD |
NASDAQ |
May 02, 10:52
Magyar Bancorp Max Drawdown (5Y): 45.32% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 45.32% |
March 31, 2024 | 45.32% |
February 29, 2024 | 45.32% |
January 31, 2024 | 45.32% |
December 31, 2023 | 45.32% |
November 30, 2023 | 45.32% |
October 31, 2023 | 45.32% |
September 30, 2023 | 45.32% |
August 31, 2023 | 45.32% |
July 31, 2023 | 45.32% |
June 30, 2023 | 45.32% |
May 31, 2023 | 45.32% |
April 30, 2023 | 45.32% |
March 31, 2023 | 45.32% |
February 28, 2023 | 45.32% |
January 31, 2023 | 45.32% |
December 31, 2022 | 45.32% |
November 30, 2022 | 45.32% |
October 31, 2022 | 45.32% |
September 30, 2022 | 45.32% |
August 31, 2022 | 45.32% |
July 31, 2022 | 45.32% |
June 30, 2022 | 45.32% |
May 31, 2022 | 45.32% |
April 30, 2022 | 45.32% |
Date | Value |
---|---|
March 31, 2022 | 45.32% |
February 28, 2022 | 45.32% |
January 31, 2022 | 45.32% |
December 31, 2021 | 45.32% |
November 30, 2021 | 45.32% |
October 31, 2021 | 45.32% |
September 30, 2021 | 45.32% |
August 31, 2021 | 45.32% |
July 31, 2021 | 45.32% |
June 30, 2021 | 45.32% |
May 31, 2021 | 45.32% |
April 30, 2021 | 45.32% |
March 31, 2021 | 45.32% |
February 28, 2021 | 45.32% |
January 31, 2021 | 45.32% |
December 31, 2020 | 45.32% |
November 30, 2020 | 45.32% |
October 31, 2020 | 45.32% |
September 30, 2020 | 45.32% |
August 31, 2020 | 45.32% |
July 31, 2020 | 45.32% |
June 30, 2020 | 40.58% |
May 31, 2020 | 40.58% |
April 30, 2020 | 40.58% |
March 31, 2020 | 36.69% |
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
18.99%
Minimum
May 2019
45.32%
Maximum
Jul 2020
40.55%
Average
45.32%
Median
Jul 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) | -6.141 |
Beta (5Y) | 0.29 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.64% |
Historical Sharpe Ratio (5Y) | -0.1053 |
Historical Sortino (5Y) | -0.1213 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.26% |